Interest rate pass-through
Cost Channel, Interest Rate Pass Through and Optimal Policy under Zero Lower Bound
... of interest rate pass-through (or varying strength of cost channel) originating from di¤erent extent of credit market imperfection is possibly one such char- acteristic leading to disparate ...
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Comparative Study on Interest Rate Pass-Through: Albania versus Central, Eastern, and South-Eastern Europe
... the pass-through from base interest rate to rates of interbank and primary market; and 2- the pass-through from base interest rate to interest rates of ...
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Asymmetry of Interest Rate Pass-Through in Albania
... of interest rate pass-through in Albania over the period 2002m01: ...retail interest rates (deposit and credit) to downward and upward changes in the policy rate are symmetric or ...
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Modelling interest rate pass through in Rwanda: is the interest rate dynamics symmetric or asymmetric ?
... the interest rate pass-through in five Central and Eastern European countries (Czech Republic, Hungary, Poland, Slovakia and Slovenia-CEE-5), and three Euro area countries (Austria, Germany ...
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The Interest Rate Pass-through in Algeria: an Econometric Study 1990 – 2010
... the interest rates of commercial banks, or what we opt for as the concept of ‘Interest rate pass-through’, is defined as the quantity and the speed with which rates affect them at the ...
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Exchange rate pass through to inflation in Mongolia
... exchange rate pass-through to inflation is relatively high which is consistent with estimates reported in other studies of the pass-through in Mongolia ...exchange rate increases ...
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Is Interest Rate Pass-through in Albania Nonlinear?
... country through various ...the interest rate channel, according to which any changes in the policy rate is expected to be reflected in other short- and long-run interest rates, which ...
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Disinflation and exchange rate pass through
... exchange-rate pass-through on money-based ...exchange-rate pass-through are also presented in Figure ...exchange-rate pass-through is represented by s, the ...
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Interest rate pass through in the Polish banking sector and bank specific financial disturbances
... retail interest rate stickiness and sluggishness of the adjustment to changing market conditions ...the interest rate pass- through between financial systems of different ...
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Long-Run Retail Interest Rate Pass-Through In The Euro Area: The Effect Of The Financial Crisis
... on interest rate pass-through has two main ...long-term pass-through using the theory of standard ...long-run pass-through of market rates to bank rates is ...of ...
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Quality, trade, and exchange rate pass through
... exchange rate pass-through (Gopinath et ...exchange rate pass-through for US imports priced in US dollars versus non US ...
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Asymmetry of the Interest Rate Pass through in Zambia
... the interest rate pass-through (Kovanen, 2011; Aziakpono and Wilson, ...the interest rate pass-through in Ghana using VAR approach, with a special attention to ...
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Regional Interest Rate Pass-Through in Italy
... the interest rate pass-through, which so far has been largely ignored by the empirical ...of interest pass-through process could be heterogeneous at the intra-national ...
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Revisiting the Exchange Rate Pass through in Emerging Markets
... exchange rate movements in a long-run ...full pass-through cannot be rejected at below the 5% level for the majority of non-ITers (Bulgaria, Malaysia, Pakistan and Uruguay) when the other variables ...
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Interest Rate Pass through in Sri Lanka
... on interest rates as the instrument for conducting monetary ...passed- through to commercial bank retail interest ...the interest rate pass-through to make timely monetary ...
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Interest Rate Pass through in Sri Lanka
... on interest rates as the instrument for conducting monetary ...the interest rate pass-through to make timely monetary policy decisions in order to meet the objective of economic and ...
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Asymmetry of the exchange rate pass through: An exercise on the Polish data
... the pass-through effect are based on short-run dynamic ...exchange rate pass-through relies on an even smaller number of observations, since our sample must be divided into two ...
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Interest rate pass-through in the Dominican Republic
... the interest rate pass-through of the monetary policy rate to retail rates and explores asymmetries in the ...complete pass-through to retail rates, confirming the ...
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The Degree of Currency Substitution and Exchange Rate Pass Through
... exchange rate and inflation-targeting regimes during 1990s and later ...exchange rate volatility. As a result, interest in exchange rate pass-through (ERPT) has grown (Aron, ...
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Export Rivalry and Exchange Rate Pass Through
... exchange rate system from the dollar peg system into a managed floating exchange rate system “with reference to” a currency bas- ket in ...exchange rate regime switching of Chinese yuan could ...
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