-
1
-
-
1342309421
-
The transmission mechanism among Italian interest rates
-
Amisano, G., Cesura, M., Giannini, C. and Seghelini, M. (1997) The transmission mechanism among Italian interest rates. Statistica, 57, pp. 465-497.
-
(1997)
Statistica
, vol.57
, pp. 465-497
-
-
Amisano, G.1
Cesura, M.2
Giannini, C.3
Seghelini, M.4
-
2
-
-
0141872560
-
The effects of regulatory reform on competition in the banking industry
-
Angelini, P. and Cetorelli, N. (2002) The effects of regulatory reform on competition in the banking industry. Journal of Money, Credit and Banking, 35, pp. 663-684.
-
(2002)
Journal of Money, Credit and Banking
, vol.35
, pp. 663-684
-
-
Angelini, P.1
Cetorelli, N.2
-
3
-
-
0010864735
-
-
Banca d'Italia Temi di discussione No. 256
-
Angeloni, I., Buttiglione, L., Ferri, G. and Gaiotti, E. (1995) The credit channel of monetary policy across heterogeneous banks: The case of Italy, Banca d'Italia. Temi di discussione No. 256
-
(1995)
The Credit Channel of Monetary Policy Across Heterogeneous Banks: The Case of Italy
-
-
Angeloni, I.1
Buttiglione, L.2
Ferri, G.3
Gaiotti, E.4
-
4
-
-
0141685610
-
Rigidity and asymmetric adjustment of bank interest rates
-
mimeo
-
Ausubel, LM (1992) Rigidity and asymmetric adjustment of bank interest rates, mimeo
-
(1992)
-
-
Ausubel, L.M.1
-
5
-
-
84881847928
-
Recursive and sequential tests of the unit-root and trend break hypotheses: Theory and international evidence
-
Banerjee, A., Lumsdaine, RL and Stock, JH (1992) Recursive and sequential tests of the unit-root and trend break hypotheses: Theory and international evidence. Journal of Business and Economic Statistics, 10, pp. 271-287.
-
(1992)
Journal of Business and Economic Statistics
, vol.10
, pp. 271-287
-
-
Banerjee, A.1
Lumsdaine, R.L.2
Stock, J.H.3
-
9
-
-
0037428278
-
Modelling the demand for loans to the private sector in the Euro area
-
Calza, A., Gartner, C. and Sousa, J. (2003) Modelling the demand for loans to the private sector in the Euro area. Applied Economics, 35, pp. 107-117.
-
(2003)
Applied Economics
, vol.35
, pp. 107-117
-
-
Calza, A.1
Gartner, C.2
Sousa, J.3
-
11
-
-
0000027314
-
Financial structure, bank lending rates and the transmission mechanism of monetary policy
-
Cottarelli, C. and Kourelis, A. (1994) Financial structure, bank lending rates and the transmission mechanism of monetary policy. IMF Staff Papers, 41, pp. 587-623.
-
(1994)
IMF Staff Papers
, vol.41
, pp. 587-623
-
-
Cottarelli, C.1
Kourelis, A.2
-
13
-
-
84872374847
-
Asymmetric effects of positive and negative money-supply shocks
-
Cover, JP (1992) Asymmetric effects of positive and negative money-supply shocks. Quarterly Journal of Economics, 107, pp. 1261-1282.
-
(1992)
Quarterly Journal of Economics
, vol.107
, pp. 1261-1282
-
-
Cover, J.P.1
-
14
-
-
57349178877
-
-
ECB, Working Paper Series No. 518
-
de Bondt, G., Mojon, B. and Valla, N. (2005) Term structure and the sluggishness of retail bank rates in the Euro area, ECB, Working Paper Series No. 518
-
(2005)
Term Structure and the Sluggishness of Retail Bank Rates in the Euro Area
-
-
de Bondt, G.1
Mojon, B.2
Valla, N.3
-
15
-
-
5844300741
-
-
Applied Economics Discussion Paper No. 39,, Oxford Institute of Economics and Statistics,, Oxford
-
Dolado, J. and Jenkinson, T. (1987) Cointegration: A survey of recent developments, Applied Economics Discussion Paper No. 39,, Oxford Institute of Economics and Statistics,, Oxford
-
(1987)
Cointegration: A Survey of Recent Developments
-
-
Dolado, J.1
Jenkinson, T.2
-
19
-
-
0001342006
-
A new approach to the economic analysis of nonstationary time series and the business cycle
-
Hamilton, JD (1989) A new approach to the economic analysis of nonstationary time series and the business cycle. Econometrica, 57, pp. 357-384.
-
(1989)
Econometrica
, vol.57
, pp. 357-384
-
-
Hamilton, J.D.1
-
20
-
-
45149138487
-
Analysis of time series subject to changes in regime
-
Hamilton, JD (1990) Analysis of time series subject to changes in regime. Journal of Econometrics, 45, pp. 39-70.
-
(1990)
Journal of Econometrics
, vol.45
, pp. 39-70
-
-
Hamilton, J.D.1
-
22
-
-
0000425569
-
The rigidity of prices: Evidence from banking industry
-
Hannan, TH and Berger, AN (1991) The rigidity of prices: Evidence from banking industry. American Economic Review, 81, pp. 938-945.
-
(1991)
American Economic Review
, vol.81
, pp. 938-945
-
-
Hannan, T.H.1
Berger, A.N.2
-
25
-
-
21844507183
-
Retail bank deposit pricing: An intertemporal asset pricing approach
-
Hutchison, DE (1995) Retail bank deposit pricing: An intertemporal asset pricing approach. Journal of Money Credit and Banking, 27, pp. 217-231.
-
(1995)
Journal of Money Credit and Banking
, vol.27
, pp. 217-231
-
-
Hutchison, D.E.1
-
26
-
-
0345510809
-
Statistical analysis of cointegration vectors
-
Johansen, S. (1988) Statistical analysis of cointegration vectors. Journal of Economic Dynamics and Control, 12, pp. 231-254.
-
(1988)
Journal of Economic Dynamics and Control
, vol.12
, pp. 231-254
-
-
Johansen, S.1
-
28
-
-
0002647874
-
The role of banks in monetary policy: A survey with implications for the European Monetary Union
-
Kashyap, AK and Stein, JC (1997) The role of banks in monetary policy: A survey with implications for the European Monetary Union. Economic Perspectives, 21, pp. 2-18.
-
(1997)
Economic Perspectives
, vol.21
, pp. 2-18
-
-
Kashyap, A.K.1
Stein, J.C.2
-
29
-
-
0034922975
-
Bank interest rate adjustments: Are they asymmetric?
-
Lim, GC (2001) Bank interest rate adjustments: Are they asymmetric?. The Economic Record, 77, pp. 135-147.
-
(2001)
The Economic Record
, vol.77
, pp. 135-147
-
-
Lim, G.C.1
-
30
-
-
0002169144
-
Symposium on the monetary transmission mechanism
-
Mishkin, FS (1995) Symposium on the monetary transmission mechanism. Journal of Economic Perspectives, 9, pp. 3-10.
-
(1995)
Journal of Economic Perspectives
, vol.9
, pp. 3-10
-
-
Mishkin, F.S.1
-
31
-
-
0141797338
-
Modelling the disaggregated demands for M2 and M1: The US experience in the 1980s
-
in. Washington, DC
-
Moore, G., Porter, R. and Small, DH (1990) Modelling the disaggregated demands for M2 and M1: The US experience in the 1980s, in. Proceedings of a Federal Reserve Board Conference on Monetary Aggregates and Financial System Behaviour, Washington, DC
-
(1990)
Proceedings of a Federal Reserve Board Conference on Monetary Aggregates and Financial System Behaviour
-
-
Moore, G.1
Porter, R.2
Small, D.H.3
-
32
-
-
84960578222
-
Market structure and the nature of price rigidity: Evidence from the market for consumer deposits
-
Neumark, D. and Sharpe, SA (1992) Market structure and the nature of price rigidity: Evidence from the market for consumer deposits. Quarterly Journal of Economics, 107, pp. 657-680.
-
(1992)
Quarterly Journal of Economics
, vol.107
, pp. 657-680
-
-
Neumark, D.1
Sharpe, S.A.2
-
33
-
-
0001954034
-
Is there a broad credit channel for monetary policy?
-
Federal Reserve Bank, S. Francisco
-
Oliner, S. and Rodebusch, GD (1996) Is there a broad credit channel for monetary policy?. Economic Review, pp. 3-13. Federal Reserve Bank, S. Francisco
-
(1996)
Economic Review
, pp. 3-13
-
-
Oliner, S.1
Rodebusch, G.D.2
-
34
-
-
0000631178
-
A note with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics
-
Osterwald-Lenum, M. (1992) A note with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics. Oxford Bulletin of Economics and Statistics, 54, pp. 461-472.
-
(1992)
Oxford Bulletin of Economics and Statistics
, vol.54
, pp. 461-472
-
-
Osterwald-Lenum, M.1
-
35
-
-
0009282282
-
Three econometric methodologies: A critical appraisal
-
Oxford University Press, Oxford
-
Pagan, AR (1990) Three econometric methodologies: A critical appraisal. Modelling Economic Series: Readings in Econometric, pp. 97-120. Oxford University Press, Oxford
-
(1990)
Modelling Economic Series: Readings in Econometric
, pp. 97-120
-
-
Pagan, A.R.1
-
36
-
-
0001940469
-
Building an institutional framework for monetary stability
-
Passacantando, F. (1996) Building an institutional framework for monetary stability. BNL Quarterly Review, 49, pp. 83-132.
-
(1996)
BNL Quarterly Review
, vol.49
, pp. 83-132
-
-
Passacantando, F.1
-
37
-
-
35349028514
-
What goes up must come down? Asymmetries and persistence in bank deposit rates
-
Rosen, RJ (2001) What goes up must come down? Asymmetries and persistence in bank deposit rates. Journal of Financial Service Research
-
(2001)
Journal of Financial Service Research
-
-
Rosen, R.J.1
-
38
-
-
19044371729
-
Testing for unit roots in autoregressive - Moving average models of unknown order
-
Said, SE and Dickey, DA (1984) Testing for unit roots in autoregressive - moving average models of unknown order. Biometrika, 71, pp. 599-608.
-
(1984)
Biometrika
, vol.71
, pp. 599-608
-
-
Said, S.E.1
Dickey, D.A.2
-
39
-
-
0000997472
-
Macroeconomics and reality
-
Sims, CA (1980) Macroeconomics and reality. Econometrica, 48, pp. 1-48.
-
(1980)
Econometrica
, vol.48
, pp. 1-48
-
-
Sims, C.A.1
-
40
-
-
70350088033
-
Aspects of modelling non linear time series
-
Elsevier Science, Amsterdam
-
Teräsvirta, T., Tjøstheim, D. and Granger, CWJ (1994) Aspects of modelling non linear time series. Handbook of Econometrics, 4, pp. 2917-2957. Elsevier Science, Amsterdam
-
(1994)
Handbook of Econometrics
, vol.4
, pp. 2917-2957
-
-
Teräsvirta, T.1
Tjøstheim, D.2
Granger, C.W.J.3
|