Deposit rate ceilings and monetary transmission in the US

A-Tier
Journal: Journal of Monetary Economics
Year: 2008
Volume: 55
Issue: 7
Pages: 1290-1302

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

Abstract

Establishing the existence and nature of changes in the conduct and transmission of monetary policy is key in understanding the remarkable macroeconomic performance of the US since the mid-1980s. This paper presents evidence on a phenomenon of disintermediation occurring during the major recessions in the 1960s and 1970s, but absent ever since, and shows that disintermediation is closely linked to the existence of deposit rate ceilings under regulation Q. In a monetary DSGE model that incorporates deposit rate ceilings as occasionally binding constraints, the regulation alters the behavior of money aggregates and exacerbates the drop in economic activity following a monetary tightening. The results of a threshold VAR lend support to the main theoretical predictions of the model.

Technical Details

RePEc Handle
repec:eee:moneco:v:55:y:2008:i:7:p:1290-1302
Journal Field
Macro
Author Count
1
Added to Database
2026-01-26