The reserve fulfilment path of euro area commercial banks: empirical testing using panel data
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References listed on IDEAS
- Bindseil, Ulrich & Camba-Mendez, Gonzalo & Hirsch, Astrid & Weller, Benedict, 2006.
"Excess reserves and the implementation of monetary policy of the ECB,"
Journal of Policy Modeling, Elsevier, vol. 28(5), pages 491-510, July.
- Bindseil, Ulrich & Camba-Méndez, Gonzalo & Hirsch, Astrid & Weller, Benedict, 2004. "Excess reserves and implementation of monetary policy of the ECB," Working Paper Series 361, European Central Bank.
- William Poole, 1968. "Commercial Bank Reserve Management In A Stochastic Model: Implications For Monetary Policy," Journal of Finance, American Finance Association, vol. 23(5), pages 769-791, December.
- Manuel Arellano & Stephen Bond, 1991.
"Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations,"
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- Tom Doan, "undated". "RATS program to replicate Arellano-Bond 1991 dynamic panel," Statistical Software Components RTZ00169, Boston College Department of Economics.
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Cited by:
- José Manuel González-Páramo, 2009. "Financial market failures and public policies," Hacienda Pública Española / Review of Public Economics, IEF, vol. 190(3), pages 127-156, September.
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More about this item
Keywords
liquidity management; monetary policy implementation; panel data.; Rate corridor; reserve requirements;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- G2 - Financial Economics - - Financial Institutions and Services
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