Please use this identifier to cite or link to this item:
https://hdl.handle.net/1959.11/13029| Title: | An alternative approach to the modelling of interest rate pass through and asymmetric adjustment | Contributor(s): | Valadkhani, Abbas (author); Bollen, Bernard (author) | Publication Date: | 2013 | DOI: | 10.1016/j.econlet.2013.06.006 | Handle Link: | https://hdl.handle.net/1959.11/13029 | Abstract: | We propose an alternative approach to examine the nonlinear (asymmetric) behaviour of interest rates which can be both size and sign dependent. Compared to other widely used approaches, our model performs quite well based on two model selection criteria. | Publication Type: | Journal Article | Source of Publication: | Economic Letters, 120(3), p. 491-494 | Publisher: | Elsevier BV | Place of Publication: | Netherlands | ISSN: | 1873-7374 0165-1765 |
Fields of Research (FoR) 2008: | 140212 Macroeconomics (incl Monetary and Fiscal Theory) | Fields of Research (FoR) 2020: | 380112 Macroeconomics (incl. monetary and fiscal theory) | Socio-Economic Objective (SEO) 2008: | 910108 Monetary Policy 910109 Savings and Investments |
Socio-Economic Objective (SEO) 2020: | 150208 Monetary policy 150209 Savings and investments |
Peer Reviewed: | Yes | HERDC Category Description: | C1 Refereed Article in a Scholarly Journal |
|---|---|
| Appears in Collections: | Journal Article UNE Business School |
Files in This Item:
| File | Description | Size | Format |
|---|
SCOPUSTM
Citations
7
checked on Apr 6, 2024
Page view(s)
1,024
checked on Mar 8, 2023
Items in Research UNE are protected by copyright, with all rights reserved, unless otherwise indicated.