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3541 Results

Optimal Monetary and Macroprudential Policies

Staff working paper 2021-21 Josef Schroth
Optimal coordination of monetary and macroprudential policies implies higher risk weights on (safe) bonds any time that banks are required to hold additional capital buffers. Coordination also implies a somewhat tighter monetary-policy stance whenever such capital buffers are released.

Monetary Policy Transmission to Small Business Loan Performance: Evidence from Loan-Level Data

Staff working paper 2024-41 Rodrigo Sekkel, Tamon Takamura, Yaz Terajima
We analyze the dynamic and heterogeneous responses of small-business loan performance to a monetary-policy shock using loan-level data in Canada. We find evidence of monetary policy transmission through the cash-flow channel and the aggregate demand channel as well as some, though limited, impact of collateral to discipline loan repayment.

The Distributional Effects of Conventional Monetary Policy and Quantitative Easing: Evidence from an Estimated DSGE Model

Staff working paper 2019-6 Stefan Hohberger, Romanos Priftis, Lukas Vogel
This paper compares the distributional effects of conventional monetary policy and quantitative easing (QE) within an estimated open-economy DSGE model of the euro area.

Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rates?

Does the transmission of monetary policy change when interest rates are low or negative? We shed light on this question by analyzing the international bank lending channels of monetary policy using regulatory data on banks from four small open economies: Canada, Chile, the Czech Republic and Norway.
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