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How do anticipated changes to short-term market rates influence banks retail interest rates? Evidence from the four major euro area economies. (2012). Mizen, Paul ; Bystrov, Victor ; Banerjee, Anindya.
In: Working papers.
RePEc:bfr:banfra:361.

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Cited: 4

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Cites: 38

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Cocites: 50

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  1. The relations between bank-funding costs, retail rates, and loan volumes. Evidence form Norwegian microdata. (2013). Raknerud, Arvid ; Vatne, Bjorn Helge .
    In: Discussion Papers.
    RePEc:ssb:dispap:742.

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  2. A factor-augemented model of markup on mortgage loans in Poland. (2013). Bystrov, Victor.
    In: MPRA Paper.
    RePEc:pra:mprapa:49683.

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  3. Modified Scheffé’s Prediction Bands. (2013). Staszewska-Bystrova, Anna.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:233:y:2013:i:5-6:p:680-690.

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  4. Modelling New Zealand mortgage interest rates?. (2012). Cassino, Enzo .
    In: Reserve Bank of New Zealand Analytical Notes series.
    RePEc:nzb:nzbans:2012/10.

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References

References cited by this document

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  2. Behavioral Economics and Monetary Policy. (2014). masciandaro, donato ; Favaretto, Federico .
    In: BAFFI CAREFIN Working Papers.
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  3. How do anticipated changes to short-term market rates influence banks retail interest rates? Evidence from the four major euro area economies. (2012). Mizen, Paul ; Bystrov, Victor ; Banerjee, Anindya.
    In: Working papers.
    RePEc:bfr:banfra:361.

    Full description at Econpapers || Download paper

  4. Analyse der Ãœbertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR. (2009). Eickmeier, Sandra.
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  5. Lumpy Price Adjustments: A Microeconometric Analysis. (2007). SEVESTRE, Patrick ; Pesaran, M ; Fuss, Catherine ; Dhyne, Emmanuel.
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  7. Lumpy Price Adjustments, A Microeconometric Analysis. (2007). SEVESTRE, Patrick ; Pesaran, M ; Fuss, Catherine ; Dhyne, Emmanuel.
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  8. Endogenous Monetary Policy Regime Change. (2006). Leeper, Eric ; Davig, Troy.
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  12. Changing Effects of Monetary Policy in the U.S. –Evidence from a Time-Varying Coefficient VAR. (2005). Melzer, Christian ; Neumann, Thorsten .
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