Assessing the Determinants of Interest Rate Transmission Through Conditional Impulse Response Functions /
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 allows deriving country specific pass-through estimates broken down into the contributions...
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| Format: | Zeitschrift |
| Sprache: | English |
| Veröffentlicht: |
Washington, D.C. :
International Monetary Fund,
2013.
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| Schriftenreihe: | IMF Working Papers; Working Paper ;
No. 2013/023 |
| Online Zugang: | Full text available on IMF |