Central Bank Independence and Macro-Prudential Regulation /

We consider the optimality of various institutional arrangements for agencies that conduct macro-prudential regulation and monetary policy. When a central bank is in charge of price and financial stability, a new time inconsistency problem may arise. Ex-ante, the central bank chooses the socially op...

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書目詳細資料
主要作者: Valencia, Fabian
其他作者: Ueda, Kenichi
格式: 雜誌
語言:English
出版: Washington, D.C. : International Monetary Fund, 2012.
叢編:IMF Working Papers; Working Paper ; No. 2012/101
在線閱讀:Full text available on IMF
實物特徵
總結:We consider the optimality of various institutional arrangements for agencies that conduct macro-prudential regulation and monetary policy. When a central bank is in charge of price and financial stability, a new time inconsistency problem may arise. Ex-ante, the central bank chooses the socially optimal level of inflation. Ex-post, however, the central bank chooses inflation above the social optimum to reduce the real value of private debt. This inefficient outcome arises when macro-prudential policies cannot be adjusted as frequently as monetary. Importantly, this result arises even when the central bank is politically independent. We then consider the role of political pressures in the spirit of Barro and Gordon (1983). We show that if either the macro-prudential regulator or the central bank (or both) are not politically independent, separation of price and financial stability objectives does not deliver the social optimum.
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實物描述:1 online resource (27 pages)
格式:Mode of access: Internet
ISSN:1018-5941
訪問:Electronic access restricted to authorized BRAC University faculty, staff and students