Nonlinear interest rate-setting behaviour of German commercial banks

DOI10.1515/snde-2017-0103OpenAlexW2967820525MaRDI QIDQ2697083

Ludwig Heinzelmann, Martin Missong

Publication date: 17 April 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-2017-0103

zbMATH Keywords

bankingfinancial crisisinterest rate pass-throughsmooth transition regression modelsinterest rate-setting

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Unnamed Item
• A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
• An alternative approach to the modelling of interest rate pass through and asymmetric adjustment
• SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
• Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
• Modelling Nonlinear Economic Time Series

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