Browsing by Keywords "Interest rate pass-through"
Now showing items 1-3 of 3
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Assessing the effects of a policy rate shock on market interest rates: interest rate pass-through with a FAVAR model–the case of Turkey for the inflation-targeting period
(2018-07-29)The purpose of this paper is to investigate the effectiveness of the central bank’s policy rate on market interest rates in Turkey for the inflation-targeting period. Empirical evidence suggests that (i) all interest ... -
Interest rate pass-through in Turkey and impact of global financial crisis: asymmetric threshold cointegration analysis
(Taylor & Francis, 2013)This paper aims to investigate the interest rate pass-through of monetary policy rate to banking retail rates in Turkey by employing the asymmetric threshold autoregressive (TAR) and momentum threshold autoegressive (MTAR) ... -
A survey on time-varying parameter taylor rule: a model modified with interest rate pass-through
(2013)Today, the prime aim of central banking is to achieve price stability and, to a lesser extent, output stability. To this end, central banks use various monetary policy rules. This paper intends to provide a broad survey ...
