Market concentration and market power of the Swedish mortgage sector -- a wavelet panel efficiency analysis

DOI10.1515/SNDE-2016-0021OpenAlexW2796223699MaRDI QIDQ2691767

Pär Sjölander, Kristofer Månsson, Ghazi Shukur

Publication date: 30 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2016-0021

zbMATH Keywords

waveletinterest rateAPTbanking sector

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Economic time series analysis (91B84)

Uses Software

• wmtsa

Cites Work

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• Endogenous thresholds and tests for asymmetry in US prime rate movements

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