Working Papers

Working Paper 164
Bank-Lending Standards, the Cost Channel and Inflation Dynamics

Kaufmann, Scharler

September 8, 2010 

 

The opinions are strictly those of the authors and in no way commit the OeNB.


Editorial

If firms borrow working capital to finance production, then nominal interest rates have a direct influence on inflation dynamics, which appears to be the case empirically. However, interest rates may only partly mirror the cost of working capital. In this paper the authors explore the role of bank lending standards as a potential additional cost source and evaluate their empirical importance in explaining inflation dynamics in the US and in the euro area.



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