A Simple Model of Voluntary Reserve Targets with Tolerance Bands

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2023
Volume: 55
Issue: 2-3
Pages: 655-672

Authors (2)

GARTH BAUGHMAN (Federal Reserve Board (Board o...) FRANCESCA CARAPELLA (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

This paper presents a version of the model of voluntary reserve targets (VRT) developed in Baughman and Carapella (2020) simplified to have a Walrasian instead of frictional interbank market. First, the model makes transparent the role of target setting in controlling the market rate. Second, the simplicity of the model allows for an analysis of the interaction between VRT and tolerance bands, which are a common tool for controlling rate variability. We find that the persistent overshooting of interbank rates observed during the Bank of England's experiment with VRT may derive from the interaction between target setting and tolerance bands, a new explanation relative to the literature. We also suggest a simple remedy.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:55:y:2023:i:2-3:p:655-672
Journal Field
Macro
Author Count
2
Added to Database
2026-01-24