On the empirical evidence of asymmetry effects in the interest rate pass-through in Poland
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Note: Proceedings from the NBP seminar “Monetary policy transmission mechanism in Poland. What do we know in 2011?”, December 5th, 2011.
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"Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks,"
Economic Modelling, Elsevier, vol. 49(C), pages 270-277.
- Mark J. Holmes & Ana Maria Iregui & Jesús Otero, 2015. "Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks," Working Papers in Economics 15/05, University of Waikato.
- Victor Bystrov, 2014.
"A factor-augmented model of markup on mortgage loans in Poland,"
Bank i Kredyt, Narodowy Bank Polski, vol. 45(6), pages 491-512.
- Bystrov, Victor, 2013. "A factor-augemented model of markup on mortgage loans in Poland," MPRA Paper 49683, University Library of Munich, Germany.
- Tomasz Łyziak & Oksana Demchuk & Jan Przystupa & Anna Sznajderska & Ewa Wróbel, 2012. "Monetary policy transmission mechanism in Poland. What do we know in 2011?," NBP Working Papers 116, Narodowy Bank Polski.
- Chileshe, Patrick Mumbi & Akanbi, Olusegun Ayodele, 2016. "Asymmetry of the Interest Rate Pass-through in Zambia," MPRA Paper 82673, University Library of Munich, Germany.
- Aleksander Welfe & Piotr Karp, 2017. "Makroekonometryczny miesięczny model gospodarki Polski WM-1," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 5-38.
- Mihaylov, Mihail, 2016. "Determinants of loan interest rates in a country with a currency board: Evidence from Bulgaria," Economic Systems, Elsevier, vol. 40(3), pages 355-372.
- Anna Sznajderska, 2012. "On asymmetric effects in a monetary policy rule. The case of Poland," NBP Working Papers 125, Narodowy Bank Polski.
- Daniel Sakyi & Isaac Osei Mensah & Samuel Kwabena Obeng, 2017. "Inflation Targeting Framework and Interest Rates Transmission in Ghana: An Empirical Investigation," Journal of African Business, Taylor & Francis Journals, vol. 18(4), pages 417-434, October.
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More about this item
Keywords
interest rate pass-through; asymmetries; threshold models; forecasting;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2012-05-02 (Forecasting)
- NEP-MON-2012-05-02 (Monetary Economics)
- NEP-TRA-2012-05-02 (Transition Economics)
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