The Effects of Monetary Policy on Mortgage Rates

2014 ◽  
Author(s):  
Saty Patrabansh ◽  
William M. Doerner ◽  
samuel asin
Keyword(s):  
Monetary Policy ◽  
Mortgage Rates

scholarly journals Mexico

2016 ◽  
Vol 2016 (360) ◽  
Author(s):  
Keyword(s):  
Monetary Policy ◽  
Deposit Rate ◽  
Percentage Point Increase ◽  
Point Increase ◽  
Mortgage Rates ◽  
Pass Through ◽  
Long Term Impact ◽  
Transmission Of Monetary Policy

This Selected Issues paper analyzes transmission of monetary policy rates to lending and deposit rates in Mexico. The results show that transmission of the policy rate to market rates is statistically significant in all cases, except for mortgage rates. For sight deposits, pass-through is low, with a 1 percentage point increase in the policy rate leading to a 0.2 percentage point rise in the deposit rate. For term deposits the pass-through is stronger, but remains below unity at 0.7. The pass-through to both lending and deposit rates is very rapid. The dynamic specifications show that pass-through is significant in either the current or the following month, and the long-term impact is achieved during the second month.

scholarly journals Monetary policy, mortgage rates and the housing bubble

2013 ◽  
Vol 1 (1) ◽  
pp. 82-91 ◽  
Author(s):  
John F. McDonald ◽  
Houston H. Stokes
Keyword(s):  
Monetary Policy ◽  
Housing Bubble ◽  
Mortgage Rates

U.S. Monetary Policy Surprises and Mortgage Rates

2012 ◽  
Vol 40 (3) ◽  
pp. 461-507 ◽  
Author(s):  
Pisun Xu ◽  
Yufeng Han ◽  
Jian Yang
Keyword(s):  
Monetary Policy ◽  
Mortgage Rates

U.S. Monetary Policy Surprises and Mortgage Rates

2010 ◽  
Author(s):  
Tracy Xu ◽  
Yufeng Han ◽  
Jian Yang
Keyword(s):  
Monetary Policy ◽  
Mortgage Rates

Measuring the Impact of Monetary Policy on Mortgage Rates

2020 ◽  
Vol 42 (2) ◽  
pp. 285-313
Author(s):  
Hany S. Guirguis ◽  
John Trieste
Keyword(s):  
Monetary Policy ◽  
Mortgage Rates ◽  
The Impact

Imperfect Knowledge and Monetary Policy

2006 ◽  
Author(s):  
Vítor Gaspar ◽  
Otmar Issing ◽  
Oreste Tristani ◽  
David Vestin
Keyword(s):  
Monetary Policy ◽  
Imperfect Knowledge
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