У статті застосовано авторегресійну модель з розподіленими лагами (ARDL) для оцінки сили довгострокового ефекту перенесення процентної ставки в Україні. У фокусі уваги перенесення міжбанківських процентних ставок овернайт на ставки за строковими депозитами і кредитами, виданими нефінансовим корпораціям у національній валюті. Крім лінійних розрахунків, наведено оцінки асиметричності ефекту перенесення, які є різними залежно від зниження чи підвищення міжбанківської ставки, а також розрахунки змінної в часі сили трансмісії. Застосовуючи цю методологію до даних окремих банків, ми отримали оцінки еволюції сили трансмісії на мікро-рівні. Це дозволило проаналізувати визначальні фактори сили перенесення, шляхом побудови ряду панельних регресій, включаючи в них макроекономічні змінні та показники, взяті з балансових звітів банків.
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