Article ID Journal Published Year Pages File Type
5059498 Economics Letters 2013 4 Pages PDF
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.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
An alternative approach to the modelling of interest rate pass through and asymmetric adjustment
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