Financial Structure and its Impact on the Convergence of Interest Rate Pass-through in Europe. A Time-varying Interest Rate Pass-through Model
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Cited by:
- Bernhofer, Dominik & van Treeck, Till, 2013.
"New evidence of heterogeneous bank interest rate pass-through in the euro area,"
Economic Modelling, Elsevier, vol. 35(C), pages 418-429.
- Dominik Bernhofer & Till van Treeck, 2011. "New evidence of heterogeneous bank interest rate pass-through in the euro area," IMK Working Paper 12-2011, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Brämer, Patrick & Gischer, Horst & Richter, Toni & Weiß, Mirko, 2013. "Competition in banks’ lending business and its interference with ECB monetary policy," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 144-162.
- Teruyoshi Kobayashi, 2008. "Incomplete Interest Rate Pass-Through and Optimal Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 4(3), pages 77-118, September.
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More about this item
Keywords
Convergence; Interest rate pass-through; EMU; Financial structure; Money and bank interest rates; Transmission mechanism;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2006-09-30 (Banking)
- NEP-CBA-2006-09-30 (Central Banking)
- NEP-EEC-2006-09-30 (European Economics)
- NEP-FIN-2006-09-30 (Finance)
- NEP-FMK-2006-09-30 (Financial Markets)
- NEP-MAC-2006-09-30 (Macroeconomics)
- NEP-MON-2006-09-30 (Monetary Economics)
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