Determinants of short-term interest rates in the Philippines : (an application of sargent's loanable funds model)

• Main Author: Ong, Janone K.
• Format: text
• Language: English
• Published: Animo Repository 1999
• Subjects: Determinants; Interest rates > Philippines; Econometric models; Loans; Finance; Public; Econometrics; Economic Theory; Growth and Development
• Online Access: https://animorepository.dlsu.edu.ph/etd_masteral/1997
• Institution: De La Salle University

This paper investigates the effect of government deficit, inflation expectations, change in money supply, level of income, and the changes in the level of income, to the level of nominal short-term interest rates in the Philippines. Sargent's Loanable Funds Model was used as the initial model f...