Interest rate pass-through: a nonlinear vector error-correction approach
Work
Year: 2017
Type: article
Abstract: This paper analyzes pass-through from money market rates to consumer retail loan and deposit rates in Canada from 1983 to 2015 using a nonlinear vector error-correction model. This model permits esti... more
Author Michał Ksawery Popiel
Institution Queen's University
Cites: 54
Cited by: 1
Related to: 10
FWCI: 0.447
Citation percentile (by year/subfield): 62.86
Topic: Housing Market and Economics
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: green