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Volumn 86, Issue , 2005, Pages 453-467

A Test of the Response to a Monetary Policy Regime Change in New Zealand

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EID: 33645937617     PISSN: 15693759     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S1569-3759(05)86019-X     Document Type: Review
Times cited : (2)

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    • Financial structure, bank lending rates, and the transmission mechanism of monetary policy
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    • (1994) IMF Staff Papers , vol.41 , Issue.4 , pp. 587-623
    • Cottarelli, C.1    Kourelis, A.2
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    • Testing for a unit root in time series with pretest data-based model selection
    • Hall A. Testing for a unit root in time series with pretest data-based model selection. Journal of Business and Economic Statistics 12 (1994) 461-470
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    • Princeton University Press, Princeton, NJ
    • Hamilton J.D. Time Series Analysis (1994), Princeton University Press, Princeton, NJ
    • (1994) Time Series Analysis
    • Hamilton, J.D.1
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    • The determinants of bank interest margins: Theory and empirical evidence
    • Ho T.S.Y., and Saunders A. The determinants of bank interest margins: Theory and empirical evidence. Journal of Financial and Quantitative Analysis 16 (1981) 581-600
    • (1981) Journal of Financial and Quantitative Analysis , vol.16 , pp. 581-600
    • Ho, T.S.Y.1    Saunders, A.2
  • 11
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    • Ng S., and Perron P. Unit root tests in ARMA models with data-dependent methods for the selection of the truncation lag. Journal of the American Statistical Association 90 (1995) 268-281
    • (1995) Journal of the American Statistical Association , vol.90 , pp. 268-281
    • Ng, S.1    Perron, P.2
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    • Canonical cointegrating regressions
    • Park J. Canonical cointegrating regressions. Econometrica 60 (1992) 119-143
    • (1992) Econometrica , vol.60 , pp. 119-143
    • Park, J.1
  • 13
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    • Statistical inference in instrumental variable regression with I(1) processes
    • Phillips P.C.B., and Hansen B.E. Statistical inference in instrumental variable regression with I(1) processes. Review of Economic Studies 57 (1990) 99-125
    • (1990) Review of Economic Studies , vol.57 , pp. 99-125
    • Phillips, P.C.B.1    Hansen, B.E.2
  • 14
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    • Asymptotic properties of residual-based tests for cointegration
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    • Asymptotically efficient estimation of cointegration regressions
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    • (1991) Econometric Theory , vol.7 , pp. 1-21
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