The Transmission of Monetary Policy under the Microscope

S-Tier
Journal: Journal of Political Economy
Year: 2021
Volume: 129
Issue: 10
Pages: 2861 - 2904

Score contribution per author:

2.681 = (α=2.01 / 3 authors) × 4.0x S-tier

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

Abstract

We investigate the transmission of monetary policy to household consumption using administrative data on the universe of households in Norway. On the basis of identified monetary policy shocks, we estimate the dynamic responses of consumption, income, and saving along the liquid asset distribution of households. For low-liquidity but also for high-liquidity households, changes in disposable income are associated with a sizable consumption reaction. The impact consumption response is closely linked to interest rate exposure, which is negative at the bottom but positive at the top of the distribution. Indirect effects of monetary policy gradually build up and eventually outweigh the direct effects.

Technical Details

RePEc Handle
repec:ucp:jpolec:doi:10.1086/715416
Journal Field
General
Author Count
3
Added to Database
2026-01-28