The retail bank interest rate pass-through: The case of the euro area during the financial and sovereign debt crisis
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More about this item
Keywords
bank lending rates; DSGE models; financial fragmentation; monetary policy; pass-through models;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2015-01-19 (Banking)
- NEP-DGE-2015-01-19 (Dynamic General Equilibrium)
- NEP-EEC-2015-01-19 (European Economics)
- NEP-MAC-2015-01-19 (Macroeconomics)
- NEP-MON-2015-01-19 (Monetary Economics)
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