ASYMMETRIC ADJUSTMENT OF THE SECTORIAL LENDINGDEPOSIT RATE SPREAD IN FIJI
This study investigates the asymmetric adjustment of the sectorial lending-deposit rate spread in Fiji’s banking industry using monthly data from January 2000 to February 2020. The study uses the threshold autoregressive and the momentum threshold autoregressive models to test for cointegration and...
| Main Authors: | , |
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| Format: | Article |
| Language: | Indonesian |
| Published: |
Bank Indonesia
2021-03-01
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| Series: | Bulletin Ekonomi Moneter dan Perbankan |
| Subjects: | |
| Online Access: | https://www.bmeb-bi.org/index.php/BEMP/article/view/1468 |