Monetary Transmission : Are Emerging Market and Low Income Countries Different? /

We use two alternative representations of the yield curve to test the functioning of the interest rate transmission mechanism along the yield curve based on government paper in a sample of emerging market and low-income countries. We find a robust link from shortterm policy and interbank rates to lo...

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Bibliografiske detaljer
Hovedforfatter: Bulir, Ales
Andre forfattere: Vlcek, Jan
Format: Tidsskrift
Sprog:English
Udgivet: Washington, D.C. : International Monetary Fund, 2015.
Serier:IMF Working Papers; Working Paper ; No. 2015/239
Online adgang:Full text available on IMF
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245 1 0 |a Monetary Transmission :   |b Are Emerging Market and Low Income Countries Different? /  |c Ales Bulir, Jan Vlcek. 
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300 |a 1 online resource (37 pages) 
490 1 |a IMF Working Papers 
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500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a We use two alternative representations of the yield curve to test the functioning of the interest rate transmission mechanism along the yield curve based on government paper in a sample of emerging market and low-income countries. We find a robust link from shortterm policy and interbank rates to longer-term bond yields. Two policy implications emerge. First, the presence of well-developed secondary financial markets does not seem to affect transmission of short term rates along the yield curve. Second, the strength of the transmission mechanism seems to be affected by the choice of the monetary regime: countries with a credible inflation targeting regime seem to have 'better behaved' yield curves than those with other monetary regimes. 
538 |a Mode of access: Internet 
700 1 |a Vlcek, Jan. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2015/239 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2015/239/001.2015.issue-239-en.xml  |z IMF e-Library