The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies
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- Jan Bruha, 2011. "Retail Credit Premiums and Macroeconomic Developments," Occasional Publications - Chapters in Edited Volumes,in: CNB Financial Stability Report 2010/2011, chapter 0, pages 133-140 Czech National Bank, Research Department.
- Iva Cecchin, 2011. "Mortgage Rate Pass-Through in Switzerland," Working Papers 2011-08, Swiss National Bank.
- Aristei, David & Gallo, Manuela, 2014.
"Interest rate pass-through in the Euro area during the financial crisis: A multivariate regime-switching approach,"
Journal of Policy Modeling,
Elsevier, vol. 36(2), pages 273-295.
- David ARISTEI & Manuela Gallo, 2012. "Interest Rate Pass-Through in the Euro Area during the Financial Crisis: a Multivariate Regime-Switching Approach," Quaderni del Dipartimento di Economia, Finanza e Statistica 107/2012, Università di Perugia, Dipartimento Economia.
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Keywordsforecasting; factor models; interest rate pass-through;
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