Sluggish adjustment of interest rates and credit rationing: An application of unit root testing and error correction modelling

Applied Economics

Volumn 31, Issue 3, 1999, Pages 267-277

  Winker, Peter ^a  

^a UNIVERSITY OF MANNHEIM   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

ERROR CORRECTION; INTEREST RATE; METHODOLOGY; MODELING;

GERMANY;

EID: 0032993804     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/000368499324255     Document Type: Article

References (7)

1. Akaike, H. (1969) Fitting autoregressive models for prediction, Annals of the Institute of Statistical Mathematics, 21, 243-7.
2. Akerlof, G. A. (1973) The market for 'lemons': quality uncertainty and the market mechanism, Quarterly Journal of Economics 84, 488-500.
3. Arrow. K. J. (1963) Uncertainty and the welfare economics of medical care, American Economic Review, 53, 941-73.
4. Stock, J. and Watson, M. (1989) New indexes of coincident and leading economic indicators, in NBER Macroeconomics An-nual 1989, eds O. J. Blanchard and S. Fischer, M.I.T. Press, Cambridge, MA.
5. Winker, P. (1995) Identification of multivarite AR-models by threshold accepting, Computational Statistics and Data Analysis, 20, 295-307.
6. Winker, P. (1999) Causes and effects of financing constraints at the firm level: some microeconometric evidence, Small Business Economics, forthcoming.
7. Wolters, J. (1994) Cointegration and German bond yields. Discussion Paper No. 16/1994, Freie Universität Berlin, Berlin.