Monetary policy and credit flows: A tale of two effective lower bounds

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2025
Volume: 175
Issue: C

Authors (2)

Bianco, Timothy (not in RePEc) Herrera, Ana María (University of Kentucky)

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 evaluates the quantitative effects of monetary policy on credit flows. Using Compustat data and a factor-augmented vector autoregression where monetary policy shocks are identified via an external instrument, we show that monetary policy promotes long-term credit creation while delaying or preventing long-term credit destruction. In parallel, it reduces short-term credit creation and destruction, effectively reallocating credit toward longer maturities. Focusing on two effective lower bound periods, we show that monetary policy prompted a reshuffling of credit toward financially constrained firms, notably small, young, and high-default-probability firms. Our findings underscore the effectiveness of monetary policy in steering credit toward financially constrained firms and stimulating future economic activity near the effective lower bound.

Technical Details

RePEc Handle
repec:eee:dyncon:v:175:y:2025:i:c:s0165188925000508
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25