cũng có dấu hiệu của sự điều chỉnh bất cân xứng đó nhưng chưa thể kết luận vì chưa có bằng chứng thực nghiệm. Đây là một hướng nghiên cứu mới cho các nước thuộc khối ASEAN+3 nên được thực hiện trong tương lai.
Tài liệu tham khảo - References
Ahmed H. Youssef : A New Distribution Form for SURE Estimates
Alireza Tourani-Rad (2007) : Monetary policy transparency and pass- through of retail interest rates - Journal of Banking & Finance 32 (2008) 501– 511
Amelia Pais : The Transmission of Interest Rate Changes in the New Zealand Economy
Christiano, L. J., Eichenbaum, M., and Evans, C. (1996). Identification and Effects of Monetary Policy Shocks. In M. Blejer, Z. Eckstein, Z. Hercowitz., and L. Leiderman(ads.), Fiancial Factors in Economic Stabilization and Growth, Cambridge University Press, Cambridge., pp. 36-74
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- Sự truyền dẫn chính sách tiền tệ thông qua sự truyền dẫn của lãi xuất kết quả thực nghiệm trọng khối ASEAN +3 - 5
- Sự Truyền Dẫn Của Lãi Suất : Một Số Kết Quả Cho Từng Quốc Gia
- Sự truyền dẫn chính sách tiền tệ thông qua sự truyền dẫn của lãi xuất kết quả thực nghiệm trọng khối ASEAN +3 - 7
Xem toàn bộ 73 trang tài liệu này.
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EViews 7 User’s Guide II Copyright © 1994–2009 Quantitative Micro Software, LLC - Part V. Panel and Pooled Data
Federico Podestà : Recent Developments In Quantitative Comparative Methodology : The Case Of Pooled Time Series Cross Section Analysis
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Hofmann, B. (2002) :The pass-through of money market rates to business loan rates in the euro area countries. Center for European Integration Studies (ZEI), University of Bonn
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Meshach Jesse Aziakpono(2010) : Interest Rate Pass-Through and Monetary Policy Regimes in South Africa
Michel Cyrille Samba & Yu Yan (2010) : nterest Rate Pass-through in the Central African Economic and Monetary Community (CAEMC) Area: Evidence from an ADRL Analysis
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Nhập môn kinh tế lượng với các ứng dụng : Chương trình giảng dạy kinh tế Fulbright
Nikoloz Gigineishvili (July 2011) : Determinants of Interest Rate Pass- Through: Do Macroeconomic Conditions and Financial Market Structure Matter?
Nikoloz, Gigineishvili. (2011) : Determinants of Interest Rate Pass- Through: Do Macroeconomic Conditions and Financial Market Structure Matter?. In: IMF Working Papers. RePEc:imf:imfwpa:11/176
Sander, H. and S. Kleimeier. 2004a. Convergence in Euro-Zone Retail Banking? What Interest Rate Pass-Through Tells Us about Monetary Policy
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Siok Kun Sek at el ( 2012) : Interest Rate Pass-Through and Monetary Transmission in Asia
Sophia , Mueller-Spahn. (2008): The Pass Through From Market Interest Rates to Retail Bank Rates in Germany. In: Discussion Papers. RePEc:not:notcfc:08/05
Sørensen ; Michiel, Van Leuvensteijn. (2008): Impact of bank competition on the interest rate pass-through in the euro area.. In: Working Paper Series.RePEc:ecb:ecbwps:20080885.
The McGraw-Hill Companies, 2004 : Gujarati: Basic Econometrics, Fourth Edition
Ur Rehman, H. (2009) : Interest rate pass-through and banking market Integration in ASEAN: A Cross Country Comparison. Degree of Master thesis, University of Malaya.
Z. Chinzara at el (2011) : Bank concentration and the interest rate pass- through in Sub-Saharan African countries. In: Working Papers.RePEc:rza:wpaper:233.
PHỤ LỤC A : Dữ liệu lãi suất các quốc gia.