18 results with keyword: 'monetary policy transmission mechanism and interest rate spreads'
Meanwhile equation (3.18) shows that the retail spread is the dependent variable with the inflation, bank rate, unconditional interest rate volatility, retail spread lag, QGDP
N/A
Major channels of monetary policy transmission are interest rate channel (through monetary aggregate and interest rate policy instruments), credit.. channel, and exchange rate
N/A
22 Out of the 104 monthly observation, 67 periods presented a downward move in the interbank rate. 23 One can think of other reasons as for example the balance sheet structure
N/A
Abstract: This study analyzed the interest rate channel, credit channel, exchange rate channel and asset price channel for monetary policy transmission mechanism in
N/A
Simulations permit the visualization of the transmission mechanism of monetary policy implicit in these simplified models, with the interest rate affecting the nominal exchange
N/A
Speci…cally, using a multi- country macro-…nance model of the term structure, where changes in risk-aversion are captured by a single variable, I am interested in disentangling
N/A
Most research on monetary policy rules in the last two decades has focused on models, in which the monetary transmission mechanism works as follows: the nominal interest rate
N/A
Suggested citation: Hülsewig, Oliver (2003) : Bank behavior, interest rate targeting and monetary policy transmission, Würzburg economic papers,
N/A
Monetary policy and exchange rate targeting in open economies.. 00-15 Nicolas
N/A
In the paper we analyze the impact of the central banks’ monetary policy in the Visegrad countries (performed by the short-term interest rates determina- tion) on the
N/A
Keywords: monetary policy, dollarization, transmission mechanisms, interest rate channel, exchange rate pass-through, bank lending channel.. Monetary Policy Efficiency in
N/A
Most research on monetary policy rules in the last two decades has focused on models, in which the monetary transmission mechanism works as follows: the nominal interest rate
N/A
In the paper we analyze the impact of the central banks’ monetary policy in the Visegrad countries (performed by the short-term interest rates determina- tion) on the
N/A
Estimated SVAR model help us to assess the variance decomposition of the real GDP, core inflation, money supply (M3), short-term interest rates and the REER (real effective
N/A
An increase in the intra- graft inducible nitric oxide synthase (iNOS) mRNA and mononuclear inflammatory cell iNOS immunoreactivity was demonstrated during progressive loss
N/A
In this respect, we investigate (i) the impact of the magnitude of interest rate changes in the extent of connectedness in global interest rate swap markets, (ii) whether the impact
N/A
In order to identify monetary policy shocks from long-term rate fluctuations, we construct an event study from the variation of interest rate volatility around each FOMC
N/A