Interest rate pass-through and financal crises : Did switching regimes metter in argentina? / Alberto Humala
Tipo de material:
TextoIdioma: Español Series Working paper | ; 4Detalles de publicación: Buenos Aires : FCE-UBA,CMA / 2003Descripción: 68 p. ; graf. ; 21 cmISBN: 950-29-0756-6Tema(s): METODOS DE INVESTIGACION | INVESTIGACION CIENTIFICA | BANCOS | MERCADO FINANCIERO | METODOS CUANTITATIVOSResumen: List of figure. List of tables. Introduction. Bank interest rate pass-through. Market structure of interest rates. The term structure of interest rates. The risk structure of interest rates. Econometric approach. Single equations. Linear VAR/VECM models. Bank credit market in Argentina. Data description and analysis. Graphical analys. Descriptive statistics. Time series prelimirary analysis. Unit root tests. Cointegration tests. Unit root and cointegration tests: revisited. Econometric estimation and results. Single equations. Linear VAR models. Markov switching VAR. Conclusions and further research. Chapter one. Chapter two. Chapter three. References. Author Index
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List of figure. List of tables. Introduction. Bank interest rate pass-through. Market structure of interest rates. The term structure of interest rates. The risk structure of interest rates. Econometric approach. Single equations. Linear VAR/VECM models. Bank credit market in Argentina. Data description and analysis. Graphical analys. Descriptive statistics. Time series prelimirary analysis. Unit root tests. Cointegration tests. Unit root and cointegration tests: revisited. Econometric estimation and results. Single equations. Linear VAR models. Markov switching VAR. Conclusions and further research. Chapter one. Chapter two. Chapter three. References. Author Index
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