Asymmetry of the Interest Rate Pass-through in Zambia
Download full text from publisher
References listed on IDEAS
- Gabe J. de Bondt, 2005. "Interest Rate Pass-Through: Empirical Results for the Euro Area," German Economic Review, Verein für Socialpolitik, vol. 6(1), pages 37-78, February.
- Mishra, Prachi & Montiel, Peter, 2013.
"How effective is monetary transmission in low-income countries? A survey of the empirical evidence,"
Elsevier, vol. 37(2), pages 187-216.
- Prachi Mishra & Peter J Montiel, 2012. "How Effective is Monetary Transmission in Low-Income Countries? A Survey of the Empirical Evidence," IMF Working Papers 12/143, International Monetary Fund.
- B Ouattara, 2004. "Modelling the Long Run Determinants of Private Investment in Senegal," The School of Economics Discussion Paper Series 0413, Economics, The University of Manchester.
- Jamilov, Rustam & Égert, Balázs, 2014.
"Interest rate pass-through and monetary policy asymmetry: A journey into the Caucasian black box,"
Journal of Asian Economics,
Elsevier, vol. 31, pages 57-70.
- Rustam Jamilov & Balázs Égert, 2013. "Interest Rate Pass-Through and Monetary Policy Asymmetry: A Journey into the Caucasian Black Box," EconomiX Working Papers 2013-9, University of Paris Nanterre, EconomiX.
- Rustam Jamilov & Bal??zs ??gert, 2013. "Interest Rate Pass-Through and Monetary Policy Asymmetry: A Journey into the Caucasian Black Box," William Davidson Institute Working Papers Series wp1041, William Davidson Institute at the University of Michigan.
- Rustam Jamilov & Balazs Egert, 2013. "Interest Rate Pass-Through and Monetary Policy Asymmetry: A Journey into the Caucasian Black Box," CESifo Working Paper Series 4131, CESifo Group Munich.
- Balázs Égert & Rustam Jamilov, 2014. "Interest Rate Pass-Through and Monetary Policy Asymmetry: A Journey into the Caucasian Black Box," Post-Print hal-01385933, HAL.
- Boris Hofmann & Paul Mizen, 2004. "Interest Rate Pass-Through and Monetary Transmission: Evidence from Individual Financial Institutions' Retail Rates," Economica, London School of Economics and Political Science, vol. 71, pages 99-123, February.
- M. Hashem Pesaran & Yongcheol Shin & Richard J. Smith, 2001. "Bounds testing approaches to the analysis of level relationships," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 289-326.
- Matthew Greenwood-Nimmo & Yongcheol Shin & Till van Treeck, 2010. "The Great Moderation and the Decoupling of Monetary Policy from Long-Term Rates in the U.S. and Germany," IMK Working Paper 15-2010, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Arto Kovanen, 2011. "Monetary Policy Transmission in Ghana; Does the Interest Rate Channel Work?," IMF Working Papers 11/275, International Monetary Fund.
- Aurélien Leroy & Yannick Lucotte, 2015.
"Heterogeneous monetary transmission process in the Eurozone: Does banking competition matter?,"
CEPII research center, issue 141, pages 115-134.
- Aurélien Leroy & Yannick Lucotte, 2014. "Heterogeneous monetary transmission process in the Eurozone: Does banking competition matter?," NBP Working Papers 171, Narodowy Bank Polski, Economic Research Department.
- Pan, Liu & Tao, Xie, 2006. "The monetary policy transmission in China: "Credit channel" and its limitations," Working Papers 22, Berlin School of Economics and Law, Institute of Management Berlin (IMB).
- Anna Sznajderska, 2012. "On the empirical evidence of asymmetry effects in the interest rate pass-through in Poland," NBP Working Papers 114, Narodowy Bank Polski, Economic Research Department.
- Pesaran, H. Hashem & Shin, Yongcheol, 1998.
"Generalized impulse response analysis in linear multivariate models,"
Elsevier, vol. 58(1), pages 17-29, January.
- Pesaran, M. H. & Shin, Y., 1997. "Generalised Impulse Response Analysis in Linear Multivariate Models," Cambridge Working Papers in Economics 9710, Faculty of Economics, University of Cambridge.
- Claudio E. V. Borio & Wilhelm Fritz, 1995. "The response of short-term bank lending rates to policy rates: a cross-country perspective," BIS Working Papers 27, Bank for International Settlements.
- Hendry, David F., 1995. "Dynamic Econometrics," OUP Catalogue, Oxford University Press, number 9780198283164.
- Simatele, Munacinga C H, 2004. "Financial sector reforms and monetary policy reforms in Zambia," MPRA Paper 21575, University Library of Munich, Germany.
- Mojon, Benoît, 2000. "Financial structure and the interest rate channel of ECB monetary policy," Working Paper Series 0040, European Central Bank.
- Elis Deriantino, 2013. "Banking Competition and Effectiveness of Monetary Policy Transmission: A Theoretical and Empirical Assessment on Indonesia case," International Journal of Economic Sciences, University of Economics, Prague, vol. 2013(3).
- Favero, Carlo A., 2001. "Applied Macroeconometrics," OUP Catalogue, Oxford University Press, number 9780198296850.
More about this item
KeywordsAsymmetry; Symmetry; Interest rate Pass-through; ARDL; Non-linear ARDL; Zambia;
- E00 - Macroeconomics and Monetary Economics - - General - - - General
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2018-02-12 (All new papers)
- NEP-MAC-2018-02-12 (Macroeconomics)
- NEP-MON-2018-02-12 (Monetary Economics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:82673. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Joachim Winter). General contact details of provider: http://edirc.repec.org/data/vfmunde.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.