Interest Rate Pass-Through to Turkish Lending Rates: A Threshold Cointegration Analysis
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- S. Burcu Avci & Eray Yucel, 2017.
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More about this item
KeywordsInterest Rate Transmission; Lending Rates; Threshold Cointegration;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- 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-2012-11-17 (All new papers)
- NEP-ARA-2012-11-17 (MENA - Middle East & North Africa)
- NEP-MON-2012-11-17 (Monetary Economics)
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