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Kamatni prijenos u eurozoni u razdoblju postpandemijske restriktivne monetarne politike

Author

Listed:
  • Josip Tica

    (Faculty of Economics and Business, University of Zagreb)

  • Maksimilijan Balatinec

    (Faculty of Economics and Business, University of Zagreb)

Abstract

Ovaj rad istražuje prijenos kamatnih stopa s referentnih kamatnih stopa Europske središnje banke na aktivne i pasivne kamatne stope poslovnih banaka u razdoblju postpandemijske restriktivne monetarne politike. Istraživanje obuhvaća europodručje kao cjelinu, kao i razlike u kamatnom prijenosu između pojedinih zemalja članica, s ciljem identifikacije potencijalnih heterogenih učinaka kamatnog kanala u transmisiji monetarne politike. Stupanj kamatnog prijenosa kvantificira se postotnim omjerom promjene bankovnih kamatnih stopa u odnosu na promjenu u referentnim kamatnim stopama. Dodatno, rezultati se potvrđuju ekonometrijskom procjenom koeficijenata dugoročne ravnoteže u okviru ARDL modela. Rezultati su otkrili heterogen kamatni prijenos kako među članicama europodručja, tako i među različitim bankovnim proizvodima, što ukazuje na razlike u efikasnosti transmisijskog mehanizma zajedničke monetarne politike između članica u Europskoj monetarnoj uniji.

Suggested Citation

  • Josip Tica & Maksimilijan Balatinec, 2025. "Kamatni prijenos u eurozoni u razdoblju postpandemijske restriktivne monetarne politike," EFZG Working Papers Series 2502, Faculty of Economics and Business, University of Zagreb.
    • Handle: RePEc:zag:wpaper:2502
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    More about this item

    Keywords

    kamatni prijenos; europodručje; monetarna politika; ARDL model;
    All these keywords.

    JEL classification:

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

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