We propose an alternative approach to examine the nonlinear (asymmetric) behaviour of interest rates which can be both size and sign dependent. Compared to other widely used approaches, our model performs quite well based on two model selection criteria
The current account - interest rate relationship has been extensively investigated, hut always as.su...
This paper is an empirical analysis of the manner in which official interest rates are determined by...
This article examines long-run dynamic adjustments of the term structure of interest rates using Tai...
This paper provides new evidence on asymmetric interest rate pass-through in the U.S., the U.K. and ...
This paper provides new evidence on asymmetric interest rate pass-through in the U.S., the U.K. and ...
AbstractThis paper empirically analyses the interest rate transmission mechanism in the United Kingd...
Recent empirical finance research has suggested the potential for interest rate series to exhibit no...
This paper extends the VAR methodology to examine the consequences of monetary policy decisions by c...
Asymmetric Adjustment of Commercial Bank Interest Rates in the Euro Area: An Empirical Investigation...
This paper reassesses the existing asymmetries and rigidities in the interest rate pass-through tran...
Cointegration among interest ratesfor instruments withdifferent maturities has been widely tested wi...
The interest rate channel is the primary and most important mechanism for policymakers. Knowledge of...
We present a new approach to evaluate the full extent of price stickiness in credit card interest ra...
Recent literature has uncovered asymmetries in the response of real output to monetary policy variab...
Using the asymmetric threshold cointegration test proposed by Enders and Siklos [Enders, W., Siklos,...
The current account - interest rate relationship has been extensively investigated, hut always as.su...
This paper is an empirical analysis of the manner in which official interest rates are determined by...
This article examines long-run dynamic adjustments of the term structure of interest rates using Tai...
This paper provides new evidence on asymmetric interest rate pass-through in the U.S., the U.K. and ...
This paper provides new evidence on asymmetric interest rate pass-through in the U.S., the U.K. and ...
AbstractThis paper empirically analyses the interest rate transmission mechanism in the United Kingd...
Recent empirical finance research has suggested the potential for interest rate series to exhibit no...
This paper extends the VAR methodology to examine the consequences of monetary policy decisions by c...
Asymmetric Adjustment of Commercial Bank Interest Rates in the Euro Area: An Empirical Investigation...
This paper reassesses the existing asymmetries and rigidities in the interest rate pass-through tran...
Cointegration among interest ratesfor instruments withdifferent maturities has been widely tested wi...
The interest rate channel is the primary and most important mechanism for policymakers. Knowledge of...
We present a new approach to evaluate the full extent of price stickiness in credit card interest ra...
Recent literature has uncovered asymmetries in the response of real output to monetary policy variab...
Using the asymmetric threshold cointegration test proposed by Enders and Siklos [Enders, W., Siklos,...
The current account - interest rate relationship has been extensively investigated, hut always as.su...
This paper is an empirical analysis of the manner in which official interest rates are determined by...
This article examines long-run dynamic adjustments of the term structure of interest rates using Tai...
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