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Interest rate pass-through in Poland. Evidence from individual bank data

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Abstract

The paper employs on individual bank data with aim to analyse interest rate pass-through from money market rates to banks’ deposits and lending rates. In the first step, the speed and completeness of interest rate adjustment is assessed. As the sample covers period prior to and after the outburst of the financial crisis, some comparisons of interest rate transmission process in these periods are made. In the second step, the influence of individual banks characteristics, like size, strength of deposit base, quality of credit portfolio, etc., on the features of interest rate transmission is examined. It seems that t heir impact i s not strong, as they affect rather the speed of adjustment than its scale in the long term.

Suggested Citation

  • Ewa Stanisławska, 2014. "Interest rate pass-through in Poland. Evidence from individual bank data," NBP Working Papers 179, Narodowy Bank Polski.
    • Handle: RePEc:nbp:nbpmis:179
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    File URL: https://static.nbp.pl/publikacje/materialy-i-studia/179_en.pdf
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    Citations

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    Cited by:

    1. Ilyas Siklar, 2021. "Transmission of Monetary Policy through Credit Interest Rates in Turkey: A Microeconomic Perspective," Business and Economic Research, Macrothink Institute, vol. 11(4), pages 122-140, December.
    2. Afsin Sahin, 2019. "Loom of Symmetric Pass-Through," Economies, MDPI, vol. 7(1), pages 1-25, February.
    3. Thai V. H. Nguyen & Agyenim Boateng & Tra Thi Thu Pham, 2019. "Involuntary excess reserve and heterogeneous transmission of policy rates to bank lending rates in China," Empirical Economics, Springer, vol. 57(3), pages 1023-1044, September.

    More about this item

    Keywords

    interest rates pass-through; monetary policy transmission mechanism; interest rate channel;
    All these keywords.

    JEL classification:

    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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