Interest Rate Pass-Through in Romania and Other Central European Economies /

Interest rate pass-through from policy interest rates to market rates and inflation has been hypothesized to play a lesser role in Romania than in other Central European transition economies. This paper tests this hypothesis and concludes that it cannot be supported by the data. Hence pass-through i...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Tieman, Alexander
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2004.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2004/211
Online Zugang:Full text available on IMF
Beschreibung
Zusammenfassung:Interest rate pass-through from policy interest rates to market rates and inflation has been hypothesized to play a lesser role in Romania than in other Central European transition economies. This paper tests this hypothesis and concludes that it cannot be supported by the data. Hence pass-through in Romania is concluded to be in line with that in comparable economies in the region. Moreover, the interest rate pass-through has become more pronounced over time.
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Beschreibung:1 online resource (20 pages)
Format:Mode of access: Internet
ISSN:1018-5941
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