Vanuatu police are investigating a 16-centimetre hole in a glass wall of the building of the Reserve Bank of Vanuatu.
They were called after the bank's security staff heard glass being shattered in the early hours of Sunday.
The governor, Andrew Kausiama, says no object has been found that could have been thrown through the glass.
Our correspondent says the incident is believed to be linked to the partial destruction of a fence surrounding the home of the finance minister, Sela Molisa.
Political observers believe the incidents are linked to members of political parties objecting to new taxes.