Conventional monetary policy and the degree of interest rate pass through in the long run: a non-normal approach
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More about this item
KeywordsATT/WTO; Monetary policy; interest rate pass through; cointegration analysis; non-normal errors; RALS;
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2016-10-16 (Central Banking)
- NEP-MAC-2016-10-16 (Macroeconomics)
- NEP-MON-2016-10-16 (Monetary Economics)
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