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Interest Rate Control in a Model of Monetary Policy

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Author Info
Dale, Spencer
Haldane, Andrew G
Abstract

The authors extend the model of B. S. Bernanke and A. S. Blinder (1988) to consider formally interactions between the monetary authorities and the banking sector. Monetary policy is characterized in terms of the authorities control over prices in the base money market, rather than quantities. But those market rates directly impinging upon real activity are distinct from--although not independent of--this administered rate. Imperfect control over market interest rates obtains. An empirical illustration is given for the United Kingdom and the model is then extended into a stochastic setting. Copyright 1998 by Blackwell Publishers Ltd and The Victoria University of Manchester

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Publisher Info
Article provided by Blackwell Publishing in its journal The Manchester School of Economic & Social Studies.

Volume (Year): 66 (1998)
Issue (Month): 3 (June)
Pages: 354-75
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Handle: RePEc:bla:manch2:v:66:y:1998:i:3:p:354-75

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  1. Kierzenkowski, Rafal, 2002. "The Multi-Regime Bank Lending Channel and the Effectiveness of the Polish Monetary Policy Transmission During Transition," CEPR Discussion Papers 3624, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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