Analyse du pass-through du taux d’intérêt au Maroc
Analysis of the interest rate in Morocco
MPRA Paper from University Library of Munich, Germany
This article is devoted in particular to examining the relationship between the money market rate and bank rates through pass-through analysis and also to studying the presence of asymmetry in the transmission dynamics of the policy. at the level of the Moroccan banking system. For this, an Error Correction Model is used to measure the degree of responsiveness of bank rates following changes in monetary conditions.
Keywords: Pass-through; monetary policy; transmission channels; lending rates; credit rates; interbank rate; Error Correction Model (ERM) (search for similar items in EconPapers)
JEL-codes: E43 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ara, nep-mac and nep-mon
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:94968
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