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Sluggish adjustment of interest rates and credit rationing: an application of unit root testing and error correction modelling

https://doi.org/10.1080/000368499324255
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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Statistical analysis of cointegration vectors
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Journal of the Royal Statistical Society (B)
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Long memory relationships and the aggregation of dynamic models
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Chapter 16 Credit rationing
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New Indexes of Coincident and Leading Economic Indicators
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Testing for a Unit Root in Time Series Regression
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AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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ERROR CORRECTION, PARTIAL ADJUSTMENT AND ALL THAT: AN EXPOSITORY NOTE*
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EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE*
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MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY
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DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND
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A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1
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The Determination of the Order of an Autoregression
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Fractional Brownian Motions, Fractional Noises and Applications
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The American Economic Review
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Time Series: Theory and Methods
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The Market for "Lemons": Quality Uncertainty and the Market Mechanism
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Co-Integration and Error Correction: Representation, Estimation, and Testing
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Estimating Long-Run Economic Equilibria
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Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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UNCERTAINTY AND THE WELFARE ECONOMICS OF MEDICAL CARE
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On the Predictive Power of Interest Rates and Interest Rate Spreads
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Equilibrium Credit Rationing
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Credit Rationing in Markets with Imperfect Information

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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A Factor-Augmented Model of Markup on Mortgage Loans in Poland
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The Transmission of Euro Area Monetary Policy to Financially Euroised Countries
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Term Structure and the Sluggishness of Retail Bank Interest Rates in Euro Area Countries
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The Industrial Economics of Banking
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