Interest on reserves, interbank lending, and monetary policy

A-Tier
Journal: Journal of Monetary Economics
Year: 2019
Volume: 101
Issue: C
Pages: 14-30

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

A two-sector general equilibrium banking model is constructed to study the functioning of a floor system of central bank intervention. Only retail banks can hold reserves, and these banks are subject to a capital requirement, creating “balance sheet costs” of holding reserves. An increase in the interest rate on reserves has different qualitative effects from a reduction in the central bank’s balance sheet. Increases in the central bank’s balance sheet can have redistributive effects, and can reduce welfare. A reverse repo facility at the central bank puts a floor under the interbank interest rate, and is always welfare improving.

Technical Details

RePEc Handle
repec:eee:moneco:v:101:y:2019:i:c:p:14-30
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29