This paper surveys the empirical literature on the retail bank interest rate pass-through in the
euro area countries. We provide an in-depth discussion of the econometric issues …

This paper surveys recent advances in empirical studies of the monetary transmission
mechanism (MTM), with special attention to Central and Eastern Europe. In particular, while …

This study aims at unifying the empirical research on interest-rate pass-through in the euro
zone. After endogenously determining structural breaks we select optimal pass-through …

This article analyses the impact of loan market competition on the interest rates applied by
euro area banks to loans during the period 1994–2004, using a novel measure of …

This paper investigates the interest rate pass-through in the euro-zone's retail banking
markets by differentiating between expected and unexpected monetary policy impulses. The …

This paper analyses the impact of loan market competition on the interest rates applied by
euro area banks to loans and deposits during the 1994-2004 period, using a novel measure …

This paper analyses the pricing of bank loans and deposits in euro area countries. We show
that retail bank interest rates adjust not only to changes in short-term interest rates but also …

This paper studies the implications of excess bank liquidity for the effectiveness of monetary
policy in a simple model with credit market imperfections. The demand for excess reserves is …

This study analyzes the interest rate pass-through (IRPT) from money market rates to various
loan rates for up to 12 countries of the European Monetary Union (EMU) between 2003 and …

We examine the interest rate transmission mechanism for the Eurozone and the USA and
discuss this issue in the light of the recent financial market tensions. For an efficient …