Working Papers

Working Paper 118
Interest Rate Pass-Through, Monetary Policy Rules and Macroeconomic Stability

Claudia Kwapil and Johann Scharler

March 20, 2006

 

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Editorial

In this paper the authors analyze equilibrium determinacy in a sticky price model in which the pass-through from policy rates to retail interest rates is sluggish and potentially incomplete. In addition, they empirically characterize and compare the interest rate pass-through process in the euro area and the U.S. It is found that if the pass-through is incomplete in the long run, the standard Taylor principle is insufficient to guarantee equilibrium determinacy. The empirical analysis indicates that this result might be particularly relevant for bank-based financial systems as for instance that in the euro area.

 



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