The facility interest rate is one of the most important macroeconomic variables. The bank facility interest rate is associated with other macro-economic variables, one of which is the bank deposit interest rate. Using the time series data of the 1973-2017 period and the simultaneous equation system, the researchers estimated four equations using the three-stage least squares method.The result o...

The purpose of this paper is to predict the lending interest rate and deposit Bangladesh using Autoregressive Integrated Moving Average (ARIMA) model by Box Jenkins. It has been found that ARIMA (1, 0, 1) appropriate in predicting both rates from 2022 2026 data presented World Bank Open Data 1976 2021. To test goodness fit, AIC (Akaike Information Criterion) BIC (Bayesian index values have calc...

in literature about inflation targeting, main factor is interest rate. in new surveys, price of some assets as housing is important in inflation targeting. iran inflation targeting is based on money changes and is not based on interest rate and housing price. in this paper, we want to survey problems of wrong policy of iran policy makers. we reveal that, using rate of deposit profit and growth ...

Usually non-maturity deposits form a considerable part of banks' assets and funding and thus hedging the interest rate risk of them is important. However, the available research addressing non-maturity deposit valuation is very limited. In this Thesis, we compare models for estimating the deposit rate and stock evolution and suggest suitable hedging possibilities for non-maturity deposits. Non-...

The bank interest rate is one of the most important macroeconomic variable in each country economic. The purpose of this paper is find the relationship between the facility interest rate and three main variable of the money market.In Iran. this issue for equations the interest rate facility, the interest rate of deposit, inflation and credit risk utilizing the model simultaneous equation system...

Measuring value and interest rate risk in retail financial markets such as the market for consumer deposits has proven to be a very difficult problem for financial firms. Standard models of value and interest rate risk (duration), based on the competitive market paradigm, are inappropriate in retail markets characterized by sluggish price and quantity behavior. Although the penetration of sophi...

Experts believe that by lowering the interest rate on bank accounts, total cost of goods and services decreases, and secondly, investment production increases,  both of which lead to lower inflation and provide stable employment field, on the other hand, are concerned about the negative effects of lowering the interest rate without lowering inflation and know the underlying requirement of nomin...