Bank Interest Rate Pass-Through in the Euro Area: A Cross Country Comparison

By C. K. Sørensen, Thomas Werner. Social Science Research Network, 2006

175 citations recorded by the source corpus.

Citations in the corpus

Macroeconomic Propagation Under Different Regulatory Regimes: Evidence From an Estimated DSGE Model For the Euro Area (2010, unknown): “27See, e.g., Gordy and Howells (2006), Zhu (2008), Boissay and Kok Sørensen (2009), and Jokivuolle, Kiema, and Vesala (2009).”
Credit and Banking in a DSGE model (2009, unknown): “Ja n u ar y 8 th , 2 0 0 9”
Impact of bank competition on the interest rate pass-through in the euro area (2013, unknown): “Our approach is closely related to that of Kok Sørensen and Werner (2006), on which it expands by linking the degree of competition directly to the pass-through estimates.”
Credit and Banking in a DSGE Model of the Euro Area (2010, unknown): “Just to mention some recent analyses for the euro area, Kok Sørensen and Werner (2006), comparing interest rate pass-through across euro area countries for various loan and deposit instruments, find that, even in the country with the highest speed of adjustment, only 23% of the disequilibrium is…”