Tag: Monetary policy
Currency depreciation is linked to higher non-performing assets in Indian banks
Explore how currency depreciation, inflation, and monetary policy drive non-performing assets in Indian banking. Study of 30 banks reveals exchange rate management matters more than GDP growth for.
Unfunded fiscal shocks were not the main driver of Japan’s inflation
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Analysis of how fiscal shocks influenced inflation in Japan over four decades, revealing demand and monetary factors rather than fiscal imbalances as primary drivers.
U.S. monetary policy effects on inflation appear to have strengthened
Machine learning analysis reveals strengthened monetary policy transmission but flattened Phillips curve dynamics, with regime-dependent behavior during post-pandemic inflation.
Positive CBDC stance linked to higher bank net interest margin
Study shows CBDC development leads banks to widen interest margins by raising both deposit and lending rates to counter increased competition from digital currencies.
U.S. rate cuts appreciated the dollar during the Great Recession
Forward guidance monetary policy easings appreciated the dollar during the Great Recession through flight-to-safety effects and inflation expectations, contradicting interest rate parity.
Inflation weakens the sovereign-bank doom loop
Study examines how inflation and money supply influence the sovereign-bank relationship and the debt-lending feedback loop using quantile VAR analysis.
Supply chain shocks raise macro-financial downside risk
Study examines how global supply chain shocks increase macro-financial downside risk and whether monetary policy can buffer these transmission channels using quantile models and vector autoregression.
Morocco’s bank credit shows short-run inertia, not immediate policy-rate response
ARDL–ECM analysis reveals limited short-run monetary transmission to bank credit in Morocco, with dynamics driven by prudential and balance-sheet channels rather than interest-rate mechanisms.
Bank diversification has mixed effects on performance
Systematic review of bank diversification and performance 2006-2025, examining how monetary policy and macroeconomic conditions influence diversification strategy outcomes and risk-adjusted returns.
European housing markets mediate monetary policy effects
Analyze how monetary policy affects European housing markets over 30 years, revealing housing prices respond more strongly than inflation and output to policy shocks.
