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Structural breaks in the lending interest rate pass-through and the euro

Citations

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Cited by:

  1. Juan Sebastián Becerra C. & Luis Ceballos S. & Felipe Córdova F. & Michael Pedersen, 2010. "Market Interest Rate Dynamics in Times of Financial Turmoil," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(1), pages 5-22, April.
  2. Đorđe Đukić & Mališa Đukić, 2009. "The Global Financial Crisis and the Behaviour of Short-Term Interest Rates International and Serbian Aspects," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 56(4), pages 491-506, December.
  3. Uctum Merih & Uctum Remzi & Vijverberg Chu-Ping C., 2021. "The European growth synchronization through crises and structural changes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(1), pages 1-17, February.
  4. Stefano Neri, 2014. "The Impact of the Sovereign Debt Crisis on Bank Lending Rates in the Euro Area," Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 5-6, September.
  5. Apergis, Nicholas & Cooray, Arusha, 2015. "Asymmetric interest rate pass-through in the U.S., the U.K. and Australia: New evidence from selected individual banks," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 155-172.
  6. Bertrand Groslambert & Raphaël Chiappini & Olivier Bruno, 2015. "Bank Output Calculation in the Case of France: What Do New Methods Tell About the Financial Intermediation Services in the Aftermath of the Crisis?," GREDEG Working Papers 2015-32, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  7. Groslambert, Bertrand & Chiappini, Raphaël & Bruno, Olivier, 2016. "Desperately seeking cash: Evidence from bank output measurement," Economic Modelling, Elsevier, vol. 59(C), pages 495-507.
  8. Henry Penikas, 2023. "Smoothing the Key Rate Pass-Through: What to Keep in Mind When Interpreting Econometric Estimates," Russian Journal of Money and Finance, Bank of Russia, vol. 82(3), pages 3-34, September.
  9. Christophe Blot & Fabien Labondance, 2021. "Beyond the Interest Rate Pass-through: Monetary Policy and Banks Interest Rates during the Effective Lower Bound," Working Papers hal-04221606, HAL.
  10. Elena Giarda & Gloria Moroni, 2018. "The Degree of Poverty Persistence and the Role of Regional Disparities in Italy in Comparison with France, Spain and the UK," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 136(1), pages 163-202, February.
  11. Andries, Natalia & Billon, Steve, 2016. "Retail bank interest rate pass-through in the euro area: An empirical survey," Economic Systems, Elsevier, vol. 40(1), pages 170-194.
  12. David Byrne & Robert Kelly, 2019. "Bank asset quality & monetary policy pass-through," Applied Economics, Taylor & Francis Journals, vol. 51(23), pages 2501-2521, May.
  13. Burgstaller, Johann & Scharler, Johann, 2010. "How do bank lending rates and the supply of loans react to shifts in loan demand in the U.K.?," Journal of Policy Modeling, Elsevier, vol. 32(6), pages 778-791, November.
  14. Merih Uctum & Remzi Uctum & Chu-Ping C. Vijverberg, 2017. "The Eurozone Convergence through Crises and Structural Changes," Working Papers hal-04141629, HAL.
  15. Jiří Gregor & Aleš Melecký & Martin Melecký, 2021. "Interest Rate Pass‐Through: A Meta‐Analysis Of The Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 35(1), pages 141-191, February.
  16. S. Burcu Avci & Eray Yucel, 2017. "Effectiveness of monetary policy: evidence from Turkey," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 7(2), pages 179-213, August.
  17. Popiel Michal Ksawery, 2017. "Interest rate pass-through: a nonlinear vector error-correction approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(5), pages 1-20, December.
  18. Putkuri, Hanna, 2010. "Housing loan rate margins in Finland," Bank of Finland Research Discussion Papers 10/2010, Bank of Finland.
  19. Aristei, David & Gallo, Manuela, 2014. "Interest rate pass-through in the Euro area during the financial crisis: A multivariate regime-switching approach," Journal of Policy Modeling, Elsevier, vol. 36(2), pages 273-295.
  20. Francesco Grigoli & José M. Mota, 2017. "Interest rate pass-through in the Dominican Republic," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 26(1), pages 1-25, December.
  21. Holmes, Mark J. & Iregui, Ana María & Otero, Jesús, 2015. "Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks," Economic Modelling, Elsevier, vol. 49(C), pages 270-277.
  22. Pablo Cotler & Rodrigo Carrillo, 2022. "Monetary Policy and Lending Interest Rates: evidence from Mexico," Working Paper Series Sobre México 2022003, Sobre México. Temas en economía.
  23. repec:dau:papers:123456789/15030 is not listed on IDEAS
  24. Elisabetta Gualandri & Mario Noera, 2014. "Towards A Macroprudential Policy In The Eu: Main Issues," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 14110, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  25. Kelly, Robert & Byrne, David, 2019. "Bank asset quality and monetary policy pass-through," ESRB Working Paper Series 98, European Systemic Risk Board.
  26. Legrand, Romain, 2014. "Euro introduction: Has there been a structural change? Study on 10 European Union countries," Economic Modelling, Elsevier, vol. 40(C), pages 136-151.
  27. Avouyi-Dovi, S. & Horny, G. & Sevestre, P., 2017. "The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises," Journal of Banking & Finance, Elsevier, vol. 79(C), pages 74-94.
  28. Moid U. Ahmad, 2015. "Does CRR and Repo Change Affect Corporate Output?," Jindal Journal of Business Research, , vol. 4(1-2), pages 115-125, June.
  29. repec:spo:wpmain:info:hdl:2441/7o52iohb7k6srk09mgkspa0q9 is not listed on IDEAS
  30. Robert Ferstl & Bernhard Graf & Claudia Kwapil, 2024. "The pass-through of policy interest rates to bank retail rates in Austria," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/23, pages 41-59.
  31. Putkuri, Hanna, 2010. "Housing loan rate margins in Finland," Research Discussion Papers 10/2010, Bank of Finland.
  32. 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.
  33. Le Phan Thi Dieu Thao & Nguyen Thi Thu Trang, 2015. "Interest rate pass-through estimates from error correction models ECM," HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 5(1), pages 3-11.
  34. Hafiz Waqas Kamran & Shamsul Bahrain bin Mohamed Arshad & Abdelnaser Omran, 2019. "Country Governance, Market Concentration and Financial Market Dynamics for Banks Stability in Pakistan," Research in World Economy, Research in World Economy, Sciedu Press, vol. 10(2), pages 136-146, July.
  35. repec:hal:spmain:info:hdl:2441/7o52iohb7k6srk09mgkspa0q9 is not listed on IDEAS
  36. John K. Ashton & Andros Gregoriou, 2014. "The Influence of Banking Centralization on Depositors: Regional Heterogeneities in the Transmission of Monetary Policy," Regional Studies, Taylor & Francis Journals, vol. 48(9), pages 1467-1482, September.
  37. Heinrich Nel & Tadiwa Mangwengwende & Zivanemoyo Chinzara, 2011. "Bank concentration and the interest rate pass-through in Sub-Saharan African countries," Working Papers 233, Economic Research Southern Africa.
  38. Giuseppe Marotta, 2008. "Lending interest rate pass-through in the euro area. A data-driven tale," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 08101, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  39. Dilem Yildirim, 2012. "Interest Rate Pass-Through to Turkish Lending Rates: A Threshold Cointegration Analysis," ERC Working Papers 1207, ERC - Economic Research Center, Middle East Technical University, revised Sep 2012.
  40. Iva Cecchin, 2011. "Mortgage Rate Pass-Through in Switzerland," Working Papers 2011-08, Swiss National Bank.
  41. Elisabetta Gualandri & Mario Noera, 2014. "Monitoring Systemic Risk: A Survey Of The Available Macroprudential Toolkit," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 14111, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  42. repec:zbw:bofrdp:2010_010 is not listed on IDEAS
  43. Asamoah, Lawrence Adu, 2016. "Fiscal Policy and Lending Rate Nexus in Ghana," MPRA Paper 80209, University Library of Munich, Germany.
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