Testing the consistency of asymmetric interest rate pass-through: The case of Indonesia

Testing the consistency of asymmetric interest rate pass-through: The case of Indonesia

AbstractThis paper investigates the consistency of asymmetric interest rate past-trough (IRPT) using a nonlinear autoregressive distributed lag framework. Superior to the previous studies, this study exploits the historical profile of Indonesia to enrich the analysis. Asian Financial Crisis (AFC) wh...

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Bibliographic Details
Main Authors: R. Dimas Bagas Herlambang, Rudi Purwono,   Rumayya
Format: Article
Language:English
Published: Taylor & Francis Group 2023-12-01
Series:Cogent Economics & Finance
Subjects:
Interest rate pass-through
asymmetries
structural break
rolling window estimation
E43
E52
Online Access:https://www.tandfonline.com/doi/10.1080/23322039.2023.2178124

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