Markov switching modelling of interest rate pass-through
The first paper, "Interest rate pass-through and financial crises: do switching regimes matter? The case of Argentina", analyses the dynamic relationship between a money market (interbank) rate and different short-term lending rates by measuring their passthrough. Neither linear single-equ...
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University of Warwick
2005
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.538255 |