An alternative approach to the modelling of interest rate pass through and asymmetric adjustment

DOI10.1016/J.ECONLET.2013.06.006zbMath1284.91413OpenAlexW2004332703MaRDI QIDQ2446274

Bernard Bollen, Abbas Valadkhani

Publication date: 16 April 2014

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2013.06.006

zbMATH Keywords

interest rateerror correctionasymmetric behaviourAustraliarockets and feathers

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

Nonlinear interest rate-setting behaviour of German commercial banks

Cites Work

• Unnamed Item
• Threshold models in non-linear time series analysis

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