Leaning Against the Wind and the Timing of Monetary Policy /

If monetary policy is to aim also at financial stability, how would it change? To analyze this question, this paper develops a general-form framework. Financial stability objectives are shown to make monetary policy more aggressive: in reaction to negative shocks, cuts are deeper but shorter-lived t...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Agur, Itai
Weitere Verfasser: Demertzis, Maria
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2013.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2013/086
Online Zugang:Full text available on IMF
Beschreibung
Zusammenfassung:If monetary policy is to aim also at financial stability, how would it change? To analyze this question, this paper develops a general-form framework. Financial stability objectives are shown to make monetary policy more aggressive: in reaction to negative shocks, cuts are deeper but shorter-lived than otherwise. By keeping cuts brief, monetary policy tightens as soon as bank risk appetite heats up. Within this shorter time span, cuts must then be deeper than otherwise to also achieve standard objectives. Finally, we analyze how robust this result is to the presence of a bank regulatory tool, and provide a parameterized example.
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Beschreibung:1 online resource (29 pages)
Format:Mode of access: Internet
ISSN:1018-5941
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