How the Removal of Deposit Rate Ceilings Has Changed Monetary Transmission in the US: Theory and Evidence
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More about this item
KeywordsCointegration; structural break; vector autoregressive process; error correction model;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-01-28 (All new papers)
- NEP-CBA-2007-01-28 (Central Banking)
- NEP-ECM-2007-01-28 (Econometrics)
- NEP-MON-2007-01-28 (Monetary Economics)
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