A comment on interest rate pass-through: a non-normal approach
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00181-019-01696-3.pdf
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3. Atesoglu HS (2003) Monetary transmission—federal funds rate and prime rate. J Post Keynes Econ 26(2):357–362
4. Banerjee A, Dolado J, Mestre R (1998) Error-correction mechanism tests for cointegration in a single-equation framework. J Time Ser Anal 19:297–308
5. Banerjee P, Arcabic V, Lee H (2017) Fourier ADL cointegration test to approximate smooth breaks with new evidence from crude oil market. Econ Model 67:114–124
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