The University of Dublin | Trinity College -- Ollscoil Átha Cliath | Coláiste na Tríonóide
Trinity's Access to Research Archive
Home :: Log In :: Submit :: Alerts ::

Economic and Social Review >
Economic and Social Review Archive: Complete Collection 1969- >

Please use this identifier to cite or link to this item:

Title: Retail interest rate pass-through: the Irish experience
Author: Bredin, Don
Fitzpatrick, Trevor
O'Reilly, Gerard
Keywords: Interest rates
Money market
Retail lending rates
Issue Date: 2002
Publisher: Economic & Social Research Institute
Citation: Berdin, Don; Fitzpatrick, Trevor; O'Reilly, Gerard. 'Retail interest rate pass-through: the Irish experience'. - Economic & Social Review, Vol. 33, No. 2, Summer/Autumn, 2002, pp. 223-246, Dublin: Economic & Social Research Institute
Abstract: In this paper, we examine the extent to which changes in the money market interest rate are passed through to a number of retail lending rates between 1980 and 2001. In addition, we analyse the speed of adjustment of these lending rates with respect to such changes in the money market rate. Our main findings are: (1) pass-through from the money market rate to lending rates is not complete (2) the speed of adjustment varies quite considerably across alternative lending rates and (3) there has been significant structural change in the relationship between the money market rate and lending rates both in terms of pass-through and speed of adjustment during this period.
ISSN: 00129984
Appears in Collections:Economic and Social Review Archive: Complete Collection 1969-
The Economic and Social Review, Vol. 33, No. 2, Summer/Autumn, 2002

Files in This Item:

File Description SizeFormat
Vol33_2Bredin.pdfPublished (publisher's copy) - Peer Reviewed343.79 kBAdobe PDFView/Open

This item is protected by original copyright

Please note: There is a known bug in some browsers that causes an error when a user tries to view large pdf file within the browser window. If you receive the message "The file is damaged and could not be repaired", please try one of the solutions linked below based on the browser you are using.

Items in TARA are protected by copyright, with all rights reserved, unless otherwise indicated.


Valid XHTML 1.0! DSpace Software Copyright © 2002-2010  Duraspace - Feedback