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Retail Interest Rate Pass-Through: The Irish Experience

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Author Info
Bredin, Don (Central Bank and Financial Services Authority of Ireland)
Fitzpatrick, Trevor (Central Bank and Financial Services Authority of Ireland)
O'Reilly, Gerard (Central Bank and Financial Services Authority of Ireland)

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Abstract

Most central banks use a short-term interest rate such as the one-month money market interest rate as their main instrument of monetary policy. Changes to this short-term interest rate are the first important step in the transmission of monetary policy. Consumption and investment decisions made by households and firms will be affected by the rate of interest rate charged to them by banks and other financial intermediaries. A critical element of the transmission of monetary policy is the degree and speed at which changes in the short-term policy rate are transmitted to retail rates faced by firms and households. The term pass through refers to the extent to which changes in money market rates are reflected in changes in retail rates. This paper aims at increasing our understanding of this particular aspect of the monetary transmission mechanism in an Irish context between 1980 and 2001. In particular, we seek to answer two questions. 1) To what extent are changes in the one-month money-market rate passed through to various retail lending rates? 2) What is the speed at which changes in this money market rate transmitted to these lending rates? Understanding this process is important since it will determine in part how sensitive the domestic economy is to monetary policy changes as well as determining the speed at which the real economy responds to such policy rate changes. One of our main findings is that pass through from the money market rates to retail lending rates is not complete. In other words, lending rates respond less than one for one to changes in money market rates. For example, a one per cent change in the money market rate results in less than 0.8 of one per cent pass through to mortgage rates. Our results for the speed of adjustment are consistent with those of previous international studies. A significant part of our analysis is that we document the effect of a number of the more substantial developments in the financial environment over the sample period, namely, the institutional arrangements regarding the setting of retail rates, changes in competition and regulatory regimes in financial markets and changes in the conduct and operation of monetary policy. We find that such structural change has had a significant effect on the relationship between the money market rate and the various lending rates both in terms of pass through and speed of adjustment during this period. For example, we find that the dismantling of so called ‘matrix’ (an agreement on the setttng of various retail rates between the Central Bank and the Associated Banks) led to an increase in the degree of pass through between the money market rate and all lending rates considered. Failure to account for such change will lead to biased estimates of both the degree of and speed of pass through from money market rates to lending rates.

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Paper provided by Central Bank & Financial Services Authority of Ireland (CBFSAI) in its series Research Technical Papers with number 6/RT/01.

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Length: 30 pages
Date of creation: Nov 2001
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Handle: RePEc:cbi:wpaper:6/rt/01

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  1. Benoît Mojon, 2000. "Financial structure and the interest rate channel of ECB monetary policy," Working Paper Series 40, European Central Bank. [Downloadable!]
  2. Pesavento, Elena, 2004. "Analytical evaluation of the power of tests for the absence of cointegration," Journal of Econometrics, Elsevier, vol. 122(2), pages 349-384, October. [Downloadable!] (restricted)
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  3. Neumark, David & Sharpe, Steven A, 1992. "Market Structure and the Nature of Price Rigidity: Evidence from the Market for Consumer Deposits," The Quarterly Journal of Economics, MIT Press, vol. 107(2), pages 657-80, May. [Downloadable!] (restricted)
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  4. Michael Ehrmann, 2000. "Comparing monetary policy transmission across European countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 136(1), pages 58-83, March. [Downloadable!] (restricted)
  5. Carlo Cottarelli & Angeliki Kourelis, 1994. "Financial Structure, Bank Lending Rates, and the Transmission Mechanism of Monetary Policy," IMF Working Papers 94/39, International Monetary Fund.
  6. Barry Scholnick, 1999. "Interest Rate Asymmetries in Long-Term Loan and Deposit Markets," Journal of Financial Services Research, Springer, vol. 16(1), pages 5-26, September. [Downloadable!] (restricted)
  7. Neil R. Ericsson & James G. MacKinnon, 1999. "Distributions of error correction tests for cointegration," International Finance Discussion Papers 655, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  8. Benoit Mojon & Gert Peersman, 2001. "A VAR description of the effects of monetary policy in the individual countries of the Euro area," Working Paper Series 092, European Central Bank. [Downloadable!]
  9. Gerlach, Stefan & Smets, Frank, 1995. "The Monetary Transmission Mechanism: Evidence from the G-7 Countries," CEPR Discussion Papers 1219, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  10. Haug, Alfred A., 1996. "Tests for cointegration a Monte Carlo comparison," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 89-115. [Downloadable!] (restricted)
  11. Marvin Goodfriend, 1993. "Interest rate policy and the inflation scare problem: 1979-1992," Proceedings, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  12. Gonzalo, Jesus, 1994. "Five alternative methods of estimating long-run equilibrium relationships," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 203-233. [Downloadable!] (restricted)
  13. Ericsson, Neil R., 1992. "Cointegration, exogeneity, and policy analysis: An overview," Journal of Policy Modeling, Elsevier, vol. 14(3), pages 251-280, June. [Downloadable!] (restricted)
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  1. Christoffer Kok Sorensen & Thomas Werner, 2006. "Bank interest rate pass-through in the euro area: a cross country comparison," Working Paper Series 580, European Central Bank. [Downloadable!]
  2. Óscar Reinaldo Becerra & Luis Fernando Melo Velandia., 2009. "Transmisión de Tasas de Interés bajo el Esquema de Metas de Inflación: Evidencia para Colombia," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 46(133), pages 107-134. [Downloadable!]
    Other versions:
  3. Abdul Qayyum & Sajawal Khan & Idrees Khawaja, 2005. "Interest Rate Pass-through in Pakistan: Evidence from Transfer Function Approach," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 44(4), pages 975-1001. [Downloadable!]
    Other versions:
  4. Ana-Maria Fuertes & Shelagh A. Heffernan, 2009. "Interest rate transmission in the UK: a comparative analysis across financial firms and products," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(1), pages 45-63. [Downloadable!]
  5. Gianluca Di Lorenzo & Giuseppe Marotta, 2006. "Multiple breaks in lending rate pass-through A cross country study for the euro area," Heterogeneity and monetary policy 0602, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica. [Downloadable!]
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  6. Jesús Crespo-Cuaresma & Balázs Égert & Thomas Reininger, 2004. "Interest Rate Pass-Through in New EU Member States: The Case of the Czech Republic, Hungary and Poland," William Davidson Institute Working Papers Series 2004-671, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
  7. Lahura Erick, 2005. "El efecto traspaso de la tasa de interés y la política monetaria en el Perú: 1995-2004," Working Papers 2005-008, Banco Central de Reserva del Perú. [Downloadable!]
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