Announcements and the effectiveness of monetary policy: A view from the US prime rate

B-Tier
Journal: Journal of Banking & Finance
Year: 2009
Volume: 33
Issue: 12
Pages: 2253-2266

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

Until 1994, the US prime rate was said to be sticky because of its irresponsiveness to short-term interest rates. After the Fed started the practice of announcing its intended funds rate in 1994, however, the prime rate has come to react immediately to shifts in the target rate. This paper attempts to explain how the Fed's policy announcements changed the behavior of the prime rate by using a simple menu cost model. It shows that an increase in the expected duration of funds rate targets was essential to the improvement in the target rate pass-through.

Technical Details

RePEc Handle
repec:eee:jbfina:v:33:y:2009:i:12:p:2253-2266
Journal Field
Finance
Author Count
1
Added to Database
2026-01-25