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  • 标题:The role of market structure in monetary policy transmission
  • 本地全文:下载
  • 作者:Javier Gutiérrez Rueda ; Andrés Murcia Pabón
  • 期刊名称:Ensayos sobre Política Económica
  • 印刷版ISSN:0120-4483
  • 出版年度:2015
  • 卷号:33
  • 期号:76
  • 页码:44-52
  • DOI:10.1016/j.espe.2014.12.003
  • 出版社:Banco de la Republica, Bogotà
  • 摘要:

    Credit channel efficiency is of high importance for monetary policy pass-through. Literature has shown that certain market structure characteristics have a negative effect on policy transmission. In this paper we aim to measure credit interest rate rigidities as a measure of monetary policy transmission, as well as to identify the effect that market structure has on policy pass-through. The results suggest that policy transmission is incomplete in the short run; while in the long run interest rates fully adjust to changes in the intervention rate. Also, we find that market power increases interest rate rigidities and that the largest and more leveraged banks transfer changes in the intervention rate in a less degree.

  • 关键词:Monetary policy transmission. Market power. Competition.
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