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Loan Commitments and Optimal Monetary Policy

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Author Info
Duca, John V
Vanhoose, David D

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Abstract

This paper analyzes how increased reliance on floating rate loan commitments by firms affects the optimal interest-rate-conditioned monetary policy. The analysis uses a stylized Poole-type IS-LM structure that explicitly integrates the interaction between credit and goods markets. By endogenizing the choice between traditional loans and floating-rate commitments, the model can analyze interaction between central bank monetary policy decisions and the choice of loan contract types. A key implication is that, when this joint decision problem is taken into account, the separation between the monetary and goods sectors assumed in the standard IS-LM paradigm breaks down. Copyright 1990 by Ohio State University Press.

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Publisher Info
Article provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.

Volume (Year): 22 (1990)
Issue (Month): 2 (May)
Pages: 178-94
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Handle: RePEc:mcb:jmoncb:v:22:y:1990:i:2:p:178-94

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879

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  1. Anjan V. Thakor, 2002. "Banking stability, reputational rents, and the stock market: should bank regulators care about stock prices?," Conference Series ; [Proceedings], Federal Reserve Bank of Boston. [Downloadable!]
  2. Eirik Gaard Kristiansen, 2005. "Strategic bank monitoring and firms’ debt structure," Working Paper 2005/10, Norges Bank. [Downloadable!]
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