Loom of Symmetric Pass-Through
This paper analyzes the effects of the real policy interest rate on the banking sector lending rate, the deposit rate, real stock prices, and the real exchange rate using the Engle Granger cointegration method (EG), the vector error-correction model (VECM), and the nonlinear vector error-correction...
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| Format: | Article |
| Language: | English |
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MDPI AG
2019-02-01
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| Series: | Economies |
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| Online Access: | https://www.mdpi.com/2227-7099/7/1/11 |