Financial fragmentation and the monetary transmission mechanism in the euro area: a smooth transition VAR approach

DOI10.1515/snde-2017-0097OpenAlexW2890063257WikidataQ129221454 ScholiaQ129221454MaRDI QIDQ2691787

Willi Semmler, Ibrahim Tahri, Hans-Helmut Kotz

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-2017-0097

zbMATH Keywords

financial crisismonetary policy transmission mechanismmultivariate nonlinear modelinterest rate pass-throughgeneralized impulse response analysis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64)

Uses Software

• JMulTi

Cites Work

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