Referencias Bibliográficas

• Barreira, M. T.; Ferrer, R., y González, C. [1998]: «Conexión entre los tipos de interés del mercado monetario español» Actualidad Financiera, Año III, n.° 3, Marzo, pp. 29–43.
   Google Scholar
• Barreira, M. T.; Ferrer, R., y González, C [1999]: «Los tipos interbancarios en el mecanismo de fijación de precios por las entidades de crédito», Moneda y crédito, n.° 209, pp. 125–59.
   Google Scholar
• Bredin, D.; Fitzpatrick, T., and O'reilly, G. [2002]: «Retail Interest Rate Pass-Through: The Irish Experience». The Economic and Social Review, Vol. 33, n.° 2, pp. 223–246.
   Google Scholar
• Calem, P. S., and Mester, L. J. [1995]: «Search, Switching Costs, and the Stickiness of Credit Card Interest Rates», American Economic Review, Vol. 85, n.° 5, pp. 1.327–1.336.
   Google Scholar
• Centeno, M., and Mello, A. S. [1999]: «How integrated are the money market and the bank loans market within the European Union?», Journal of International Money and Finance, Vol. 18, n.° 1, pp. 75–106.
   Google Scholar
• Chong, B. S., Liu, M. H., and Rahman, S. [2000]: «The Dynamics of Administered Price Rigidity across Financial Institutions and Financial Products», Working Paper Nanyang Technological University, Singapore.
   Google Scholar
• Cook, S. [1999]: «Nonsymmetric Error Correction Revisited», Applied Economic Letters, Vol. 6, n.° 7, pp. 467–470.
   Web of Science ®Google Scholar
• Cook, S.; Holly, S., and Turner, P. [1999]: «The power of tests for non-linearity: The case of Granger-Lee asymmetry», Economic Letters, Vol. 62, n.° 2, pp. 155–159.
   Google Scholar
• Dickey, D. A., and Pantula, S. G. [1987]: «Determining the order of differencing in autoregressive process», Journal of Business and Economics Statistics, Vol. 5, n.° 14, pp. 455–461.
   Google Scholar
• Diebold, F. X., and Sharpe, S. A. [1990]: «Post-deregulation Bank-Deposit Rate Pricing: The multivariate Dynamics», Journal of Business and Economic Statistics, Vol. 8, n.° 3, pp. 281–291.
   Google Scholar
• Engle, R., and Granger, C. W. J. [1987]: «Co-integration and Error Correction: Representation, Estimation and Testing», Econometrica, Vol. 55, n.° 2, pp. 251–276.
   Web of Science ®Google Scholar
• Frost, D., and Bowden, R. [1999]: «An Asymmetry Generator for Error-Correction Mechanisms, with Application to Bank Mortgage-Rate Dynamics», Journal of Business and Economic Statistics, Vol. 17, n.° 2, pp. 253–263.
   Web of Science ®Google Scholar
• Fuentes, I. [1996]: «La traslación de los movimientos en los tipos de interés de los mercados monetarios a las operaciones de las cajas de ahorro», Cuadernos de Información Económica, n.° 107, pp. 84–91.
   Google Scholar
• Granger, C. W. J., and Lee, T. H. [1989]: «Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models», Journal of Applied Econometrics, Vol. 4, Supplement, sl45-sl59.
   Google Scholar
• Hannan, T. H., and Berger, A. N. [1991]: «The rigidity of prices: evidence from banking industry», American Economic Review, Vol. 81, n.° 4, pp. 938–45.
   Web of Science ®Google Scholar
• Heffernan, S. [1997]: «Modelling British Interest Rate Adjustment: An Error Correction Approach», Economica, Vol. 64, n.° 254, pp. 211–31.
   Web of Science ®Google Scholar
• Johansen, S. [1988]: «Statistical Analysis of Cointegrating Vectors», Journal of Economics, Dynamics and Control, Vol. 12, núms. 2–3, pp. 231–254.
   Web of Science ®Google Scholar
• Johansen, S. [1991]: «Estimation and Hypothesis Testing of Cointegrating Vectors in a Gaussian Vector Autoregressive Models», Econometrica, Vol. 59, n.° 6, pp. 1551–1580.
   Web of Science ®Google Scholar
• Johansen, S., and Juseuus, K. [1990]: «Maximum likelihood estimation and inference on cointegration with applications to the demand for money», Oxford Bulletin of Economics and Statistics, Vol. 52, n.° 2, pp. 169–210.
   Web of Science ®Google Scholar
• Kleimeier, S., and Sander, H. [2000]: «Regionalisation versus globalisation in European financial market integration: Evidence from cointegration analyses», Journal of Banking and Finance, Vol. 24, n.° 6, pp. 1005–1043.
   Web of Science ®Google Scholar
• Kwiatkowski, D.; Phillips, P., and Shin, Y. [1992]: «Testing the Null Hypothesis of Stationarity against the Alternative of a Unit Root», Journal of Econometrics, Vol. 54, n.° 1, pp. 159–178.
   Web of Science ®Google Scholar
• Lim, G. C. [2001]: «Bank Interest Rate Adjustments: Are Tley Asymmetric?», Economic Record, Vol. 77, n.° 237, pp. 135–147.
   Google Scholar
• López DEL Paso, R. [Coord.] [2002]: «¿Trasladan las entidades financieras los cambios en los tipos de interés a sus clientes?, ¿Hasta qué punto?», Perspectivas del Sistema Financiero, n.° 75, pp. 53–61.
   Google Scholar
• Mackinnon, J. G. [1996]: «Numerical distribution functions for unit root and cointegration tests», Journal of Applied Econometrics, Vol. 11, n.° 6, pp. 601–618.
   Web of Science ®Google Scholar
• Manzano, M., y Gaimés, S. [1995]: «El mercado interbancario de depósitos y las entidades de crédito», Boletín Económico del Banco de España, Febrero.
   Google Scholar
• Manzano, M., y Galmés, S. [1996]: «Políticas de precios de las entidades de crédito y tipo de clientela: efectos sobre el mecanismo de transmisión», Boletín Económico del Banco de España, Enero.
   Google Scholar
• Mester, L. J., and Saunders, A. [1995]: «When Does the Prime Rate Change?», Journal of Banking and Finance, Vol. 19, n.° 5, pp. 743–764.
   Web of Science ®Google Scholar
• Neumark, D., and Sharpe, S. A. [1992]: «Market Structure and the Nature of Price Rigidity: Evidence from the Market for Consumer Deposits», Quaterly Journal of Economics, Vol. 107, n.° 2, pp. 657–680.
   Web of Science ®Google Scholar
• Osterwald-Lenum, M. [1992]: «A note with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics: four cases», Oxford Bulletin of Economics and Statistics, Vol. 54, n.° 3, pp. 461–471.
   Web of Science ®Google Scholar
• Phillips, P. C. B., and Perron, P. [1988]: «Testing for a unit root in time series regressions», Biometrika, Vol. 75, n.° 2, pp. 335–346.
   Web of Science ®Google Scholar
• Rosen, R. J. [2002]: «What Goes Up Must Come Down? Asymmetries and Persistence in Bank Deposit Rates», Journal of Financial Services Research, Vol. 21, n.° 3, pp. 173–193.
   Google Scholar
• Sáez, F. [1996]: «Los tipos de interés de los pasivos de bancos y cajas de ahorro y su relación con los tipos del mercado interbancario», Boletín Económico del Barico de España, Mayo.
   Google Scholar
• Sander, H., and Klemeier, S. [2000]: «Asymmetric Adjustment of Commercial Bank Interest Rates in the Euro Area: Implications for monetary policy», Conference on Financial Structure, Bank Behaviour, and Monetary Policy in the EMU, University of Groningen, Groningen, October.
   Google Scholar
• Scholnick, B. [1996]: «Asymmetric adjustment of commercial bank interest rates: evidence from Malaysia and Singapore», Journal of International Money and Finance, Vol. 15, n.° 3, pp. 485–96.
   Web of Science ®Google Scholar
• Scholnick, B. [1999]: «Interest Rate Asymmetries in Long-Term Loan and Deposit Markets», Journal of Financial Services Research, Vol. 16, n.° 1, pp. 5–26.
   Web of Science ®Google Scholar
• Stiglitz, J., and Weiss, A. [1981]: «Credit rationing in markets with imperfect information», American
   Google Scholar
• Toolsema, L. A., and Jacobs, J. [2003]: «Why do prices rise faster than they fall?. With an application to mortgage rates», CCSO Working Paper 2001/6, University of Groningen, Versión revisada 2003.
   Google Scholar
• Winker, P. [1999]: «Sluggish Adjustment of Interest Rates and Credit Rationing: An Application of Unit Root Testing and Error Correction Modelling», Applied Economics, Vol. 31, n.° 3, 267–277.
   Web of Science ®Google Scholar