Interest Rate Pass-Through in Ukraine: Estimates and Determinants

In this study, we apply ARDL models to estimate the strength of long-run interest rate pass-through in Ukraine. We focus on the transmission of the overnight interbank interest rate to the rates on term deposits of households and loans to non-financial corporations – both in national currency. Contr...

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Bibliographic Details
Main Authors: Nadiia Shapovalenko, Artem Vdovychenko
Format: Article
Language:English
Published: National Bank of Ukraine 2023-06-01
Series:Visnyk of the National Bank of Ukraine
Subjects:
Online Access:https://journal.bank.gov.ua/en/article/2023/255/02
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