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New Evidence on Monetary Transmission : Interest Rate Versus Inflation Target Shocks

Lukmanova, Elizaveta; Rabitsch, Katrin - 2022

interest rate shock and a persistent inflation target shock. In an estimated DSGE model under imperfect information, where … agents may be unable to distinguish these shocks, we find delayed Neo-Fisherian behavior in response to the persistent shock … aftermath of the persistent shock, however, not on impact …

Persistent link: https://www.econbiz.de/10014080507

Are there asymmetries in the response of bank interest rates to monetary shocks?

Gambacorta, Leonardo - 2005

Persistent link: https://www.econbiz.de/10013439474

Credit risk and the transmission of interest rate shocks

Palazzo, Berardino; Yamarthy, Ram - In: Journal of monetary economics 130 (2022), pp. 120-136

Persistent link: https://www.econbiz.de/10013396267

Does monetary policy affect the net interest margin of credit institutions? : evidence from Colombia

Pirateque-Niño, Javier Eliecer; Rodríguez-Novoa, Daniela - 2022

Persistent link: https://www.econbiz.de/10013327063

Revisiting of interest rate channel : nonlinear transmission of monetary policy shocks to the Turkish economy

Yıldırım, Durmuş Çağrı; Turan, Tugba - In: Journal of central banking theory and practice 12 (2023) 1, pp. 199-223

This study examines the effectiveness of non-linear monetary policy interest rate channel shocks for the Turkish economy using the threshold VAR analysis in the period of 2006-2019. The interest channel is examined with the two models for both consumption transfer and investment transfer models....

Persistent link: https://www.econbiz.de/10014316625

Can we use high-frequency yield data to better understand the effects of monetary policy and its communication? : yes and no!

Hambur, Jonathan; Haque, Qazi - 2023

Persistent link: https://www.econbiz.de/10014317984

Monetary policy spillover to small open economies : is the transmission different under low interest rates?

Cao, Jin; Dinger, Valeriya; Gómez, Tomás; Gric, Zuzana; … - In: Journal of financial stability 65 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014289872

Can we use high-frequency yield data to better understand the effects of monetary policy and its communication? : yes and no!

Hambur, Jonathan; Haque, Qazi - 2023

Persistent link: https://www.econbiz.de/10014308971

Macro and micro of external finance premium and monetary policy transmission

Altavilla, Carlo; Gürkaynak, Refet S.; Quaedvlieg, Rogier - 2024

We establish basic facts about the external finance premium. Tens of millions of individual loan contracts extended to euro area firms allow studying the determinants of the external finance premium at the country, bank, firm, and contract levels of disaggregation. At the country level, the...

Persistent link: https://www.econbiz.de/10014527119

Macro and micro of external finance premium and monetary policy transmission

Altavilla, Carlo; Gürkaynak, Refet S.; Quaedvlieg, Rogier - In: Journal of monetary economics 147 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015071490