MODELLING THE INTEREST RATE ASYMMETRIC PASS-THROUGH IN TURKISH LOAN MARKET: NEW EVIDENCE FROM THRESHOLD COINTEGRATION ANALYSIS
ABSTRACT: The current study aims to examine the relationship between banks’ marginal cost (official policy rate) and retail rates in Turkish banking loan market. We tested asymmetric pass-through by using threshold autoregressive (TAR) and momentum threshold autoregressive (MTAR) and weekly data...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Dokuz Eylul University
2021-12-01
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| Series: | Dokuz Eylül Üniversitesi Sosyal Bilimler Enstitüsü Dergisi |
| Subjects: | |
| Online Access: | https://dergipark.org.tr/tr/download/article-file/2025078 |