Market Structure and the Nature of Price Rigidity: Evidence from the Market for Consumer Deposits

S-Tier
Journal: Quarterly Journal of Economics
Year: 1992
Volume: 107
Issue: 2
Pages: 657-680

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Panel data on consumer bank deposit interest rates reveal asymmetric impacts of market concentration on the dynamic adjustment of prices to shocks. Banks in concentrated markets are slower to raise interest rates on deposits in response to rising market interest rates, but are faster to reduce them in response to declining market interest rates. Thus, banks with market power skim off surplus on movements in both directions. Since deposit interest rates are inversely related to the price charged by banks for deposits, the results suggest that downward price rigidity and upward price flexibility are a consequence of market concentration.

Technical Details

RePEc Handle
repec:oup:qjecon:v:107:y:1992:i:2:p:657-680.
Journal Field
General
Author Count
2
Added to Database
2026-01-26