The retail bank interest rate pass-through: The case of the euro area during the financial and sovereign debt crisis
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References listed on IDEAS
- Ivo Arnold & Saskia van Ewijk, 2014. "The impact of sovereign and credit risk on interest rate convergence in the euro area," DNB Working Papers 425, Netherlands Central Bank, Research Department.
More about this item
Keywordsbank lending rates; DSGE models; financial fragmentation; monetary policy; pass-through models;
- 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 fieldsThis 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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