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Assessing the Determinants of Interest Rate Transmission Through Conditional Impulse Response Functions1

Assessing the Determinants of Interest Rate Transmission Through Conditional Impulse Response Functions1 »

Source: Assessing the Determinants of Interest Rate Transmission Through Conditional Impulse Response Functions

Volume/Issue: 2013/23

Series: IMF Working Papers

Author(s): Christian Saborowski , and Sebastian Weber

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 January 2013

ISBN: 9781475525717

Keywords: Interest Rate Pass-Through, Monetary Policy Transmission, inflation, banking, money market, General,

We employ a structural panel VAR model with interaction terms to identify determinants of effective transmission from central bank policy rates to retail lending rates in a large country sample. The framework allow...

Assessing the Determinants of Interest Rate Transmission Through Conditional Impulse Response Functions

Assessing the Determinants of Interest Rate Transmission Through Conditional Impulse Response Functions »

Volume/Issue: 2013/23

Series: IMF Working Papers

Author(s): Christian Saborowski , and Sebastian Weber

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 January 2013

DOI: http://dx.doi.org/10.5089/9781475525717.001

ISBN: 9781475525717

Keywords: Interest Rate Pass-Through, Monetary Policy Transmission, inflation, banking, money market, General,

We employ a structural panel VAR model with interaction terms to identify determinants of effective transmission from central bank policy rates to retail lending rates in a large country sample. The framework allow...

Sources of Inflation in Sub-Saharan Africa

Sources of Inflation in Sub-Saharan Africa »

Volume/Issue: 2007/32

Series: IMF Working Papers

Author(s): Shanaka Peiris , and Régis Barnichon

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2007

DOI: http://dx.doi.org/10.5089/9781451865967.001

ISBN: 9781451865967

Keywords: Phillips curve, Panel Cointegration, Growth Accounting, real money, monetary policy, money stock, Business Fluctuations, And Cycles, Central Banking, And The Supply Of Money And Credit

This paper explores the sources of inflation in Sub-Saharan Africa by examining the relationship between inflation, the output gap, and the real money gap. Using heterogeneous panel cointegration estimation techniq...

Sources of Inflation in Sub-Saharan Africa

Sources of Inflation in Sub-Saharan Africa »

Source: Sources of Inflation in Sub-Saharan Africa

Volume/Issue: 2007/32

Series: IMF Working Papers

Author(s): Shanaka Peiris , and Régis Barnichon

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2007

ISBN: 9781451865967

Keywords: Phillips curve, Panel Cointegration, Growth Accounting, real money, monetary policy, money stock, Business Fluctuations, And Cycles, Central Banking, And The Supply Of Money And Credit

This paper explores the sources of inflation in Sub-Saharan Africa by examining the relationship between inflation, the output gap, and the real money gap. Using heterogeneous panel cointegration estimation techniq...