利率对称与不对称转嫁机制:门槛共整合模型应用.pdf

利率对称与不对称转嫁机制:门槛共整合模型应用.pdf

Academy Papers 49 95 49-71 Symmetric and Asymmetric Pass-Through Mechanisms of Interest Rates: An Application of the Threshold Cointegration Model Kuan-Min Wang Wen-Shwo Fang (Engle and Granger, 1987) (Enders and Siklos, 2001) 11

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