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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...

Retail Bank Interest Rate Pass-Through

Retail Bank Interest Rate Pass-Through »

Source: Retail Bank Interest Rate Pass-Through : Is Chile Atypical?

Volume/Issue: 2003/112

Series: IMF Working Papers

Author(s): Alessandro Rebucci , and Marco Espinosa-Vega

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2003

ISBN: 9781451853629

Keywords: Interest Rates, Pass-Through, Central Bank, money market, banking, deposit rates, money market rate, money market rates, Words,

This paper investigates empirically the pass-through of money market interest rates to retail banking interest rates in Chile, the United States, Canada, Australia, New Zealand, and five European countries. Overall...

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...

Retail Bank Interest Rate Pass-Through
			: Is Chile Atypical?

Retail Bank Interest Rate Pass-Through : Is Chile Atypical? »

Volume/Issue: 2003/112

Series: IMF Working Papers

Author(s): Alessandro Rebucci , and Marco Espinosa-Vega

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2003

DOI: http://dx.doi.org/10.5089/9781451853629.001

ISBN: 9781451853629

Keywords: Interest Rates, Pass-Through, Central Bank, money market, banking, deposit rates, money market rate, money market rates, Words,

This paper investigates empirically the pass-through of money market interest rates to retail banking interest rates in Chile, the United States, Canada, Australia, New Zealand, and five European countries. Overall...