Optimal central bank lending

A-Tier
Journal: Journal of Economic Theory
Year: 2015
Volume: 157
Issue: C
Pages: 485-516

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

We analyze optimal monetary policy in a sticky price model with open market operations. The central bank sets the policy rate and can, additionally, control the amount of money by rationing money supplied against eligible securities. Optimal policy under money rationing is shown to enhance welfare in the long-run and in the short-run compared to a conventional optimal policy regime where money supply is not rationed and satiates money demand. Specifically, this property is shown to apply when privately issued debt is eligible in open market operations, which allows the central bank to separately alter costs of borrowing and the size of transactions for which money is required.

Technical Details

RePEc Handle
repec:eee:jetheo:v:157:y:2015:i:c:p:485-516
Journal Field
Theory
Author Count
1
Added to Database
2026-01-29