Interest rate pass-through estimates from vector autoregressive models
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More about this item
KeywordsMonetary policy transmission; interest rate pass-through; retail interest rates; vector autoregression; impulse-response functions;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-12-09 (All new papers)
- NEP-CBA-2006-12-09 (Central Banking)
- NEP-ETS-2006-12-09 (Econometric Time Series)
- NEP-MAC-2006-12-09 (Macroeconomics)
- NEP-MON-2006-12-09 (Monetary Economics)
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