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...

Szczegółowa specyfikacja

Opis bibliograficzny
1. autor: Agur, Itai
Kolejni autorzy: Demertzis, Maria
Format: Czasopismo
Język:English
Wydane: Washington, D.C. : International Monetary Fund, 2013.
Seria:IMF Working Papers; Working Paper ; No. 2013/086
Dostęp online:Full text available on IMF
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245 1 0 |a Leaning Against the Wind and the Timing of Monetary Policy /  |c Itai Agur, Maria Demertzis. 
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300 |a 1 online resource (29 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a 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. 
538 |a Mode of access: Internet 
700 1 |a Demertzis, Maria. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2013/086 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2013/086/001.2013.issue-086-en.xml  |z IMF e-Library