On the optimality of interest-bearing reserves in economies of overlapping generations (*)
Abstract
Paying interest on required reserves is considered in an overlapping generations model in which the return to capital dominates the return to fiat money. As Smith (1991) showed, financing interest on reserves benefits the initial old at the expense of future generations. We show that the transfer of wealth associated with interest on reserves can be offset by an accommodating open market purchase, so that the payment of interest on reserves is a Pareto improvement. We also show that paying interest on reserves improves welfare even when financed by distorting taxes on capital.Download Info
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Bibliographic Info
Article provided by Springer in its journal Economic Theory.
Volume (Year): 7 (1996)
Issue (Month): 3 ()
Pages: 557-565
Note: Received: March 25, 1994; revised version July 28, 1994
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Related research
Keywords:Other versions of this item:
- Freeman, Scott & Haslag, Joseph H, 1996. "On the Optimality of Interest-Bearing Reserves in Economies of Overlapping Generations," Economic Theory, Springer, vol. 7(3), pages 557-65, April.
- Scott Freeman & Joseph H. Haslag, 1993. "On the optimality of interest-bearing reserves in economies of overlapping generations," Research Paper 9328, Federal Reserve Bank of Dallas.
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- O11 - Economic Development, Technological Change, and Growth - - Economic Development - - - Macroeconomic Analyses of Economic Development
- O47 - Economic Development, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Measurement of Economic Growth; Aggregate Productivity; Cross-Country Output Convergence
References
References listed on IDEASPlease report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Freeman, Scott, 1987. "Reserve requirements and optimal seigniorage," Journal of Monetary Economics, Elsevier, vol. 19(2), pages 307-314, March.
- Joseph H. Haslag & Scott E. Hein, 1989. "Reserve requirements, the monetary base, and economic activity," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Mar, pages 1-15.
- Sargent, Thomas & Wallace, Neil, 1985. "Interest on reserves," Journal of Monetary Economics, Elsevier, vol. 15(3), pages 279-290, May.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Mark G. Guzman, 2006.
"The impact of paying interest on reserves in the presence of government deficit financing,"
Economics & Management Discussion Papers
em-dp2006-39, Henley Business School, Reading University.
- Mark G. Guzman, 2008. "The Impact Of Paying Interest On Reserves In The Presence Of Government Deficit Financing," Economic Inquiry, Western Economic Association International, vol. 46(4), pages 624-642, October.
- Mark G. Guzman, 2007. "The Impact of Paying Interest on Reserves in the Presence of Government Deficit Financing," Money Macro and Finance (MMF) Research Group Conference 2006 92, Money Macro and Finance Research Group.
- Mark G. Guzman, 2006. "The impact of paying interest on reserves in the presence of government deficit financing," Economic Analysis Research Group Working Papers earg-wp2006-08, Henley Business School, Reading University.
- Mark G. Guzman, 2004. "The impact of paying interest on reserves in the presence of government deficit financing," Working Papers 04-06, Federal Reserve Bank of Dallas.
- Bhattacharya, Joydeep & Haslag, Joseph & Russell, Steven, 2005.
"The role of money in two alternative models: When is the Friedman rule optimal, and why?,"
Journal of Monetary Economics,
Elsevier, vol. 52(8), pages 1401-1433, November.
- Bhattacharya, Joydeep & Haslag, Joseph & Russell, Steven, 2004. "The Role of Money in Two Alternative Models: When is the Friedman Rule Optimal, and Why?," Staff General Research Papers 11950, Iowa State University, Department of Economics.
- Russell Cooper & Hubert Kempf & Dan Peled, 2010.
"Insulation Impossible : Fiscal Spillovers in a Monetary Union,"
Documents de travail du Centre d'Economie de la Sorbonne
10045, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Russell Cooper & Hubert Kempf & Dan Peled, 2009. "Insulation Impossible: Fiscal Spillovers in a Monetary Union," NBER Working Papers 15176, National Bureau of Economic Research, Inc.
- Russell Cooper & Hubert Kempf & Dan Peled, 2009. "Insulation impossible: fiscal spillovers in a monetary union," Globalization and Monetary Policy Institute Working Paper 30, Federal Reserve Bank of Dallas.
- Russell Cooper & Hubert Kempf & Dan Peled, 2010. "Insulation Impossible : Fiscal Spillovers in a Monetary Union," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00497430, HAL.
- Russell Cooper & Hubert Kempf & Dan Peled, 2010. "Insulation Impossible: Fiscal Spillovers in a Monetary Union," Economics Working Papers ECO2010/20, European University Institute.
- Brent Hueth & Maro Ibarburu & James Kliebenstein, 2005.
"Business Organization and Coordination in Marketing Specialty Hogs: A Comparative Analysis of Two Firms from Iowa,"
Center for Agricultural and Rural Development (CARD) Publications
05-wp415, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Hueth, Brent & Ibarburu, Maro & Kliebenstein, James, 2006. "Business Organization and Coordination in Marketing Specialty Hogs: A Comparative Analysis of Two Firms from Iowa," Staff General Research Papers 11328, Iowa State University, Department of Economics.
- Marco Espinosa-Vega & Steven Russell, 1998.
"A public finance analysis of multiple reserve requirements,"
Working Paper
98-1, Federal Reserve Bank of Atlanta.
- Marco Espinosa-Vega & Steven Russell, 1999. "A public finance analysis of multiple reserve requirements," Working Paper 99-19, Federal Reserve Bank of Atlanta.
- Jagjit S Chadha & Luisa Corrado & Jack Meaning, 2012.
"Reserves, liquidity and money: an assessment of balance sheet policies,"
BIS Papers chapters,
in: Bank for International Settlements (ed.), Are central bank balance sheets in Asia too large?, volume 66, pages 294-347
Bank for International Settlements.
- Jagjit S. Chadha & Luisa Corrado & Jack Meaning, 2012. "Reserves, Liquidity and Money: An Assessment of Balance sheet Policies," Studies in Economics 1208, Department of Economics, University of Kent.
- Jagjit S. Chadha & Luisa Corrado & Jack Meaning, 2012. "Reserves, Liquidity and Money: An Assessment of Balance Sheet Policies," CEIS Research Paper 230, Tor Vergata University, CEIS, revised 18 Apr 2012.
- Fernandez, Esther, 2005. "Distorting taxes and interest on reserves," Economic Modelling, Elsevier, vol. 22(6), pages 975-1000, December.
- William Whitesell, 2006. "Monetary policy implementation without averaging or rate corridors," Finance and Economics Discussion Series 2006-22, Board of Governors of the Federal Reserve System (U.S.).
- repec:hal:journl:halshs-00497430 is not listed on IDEAS
- Evan F. Koenig, 1994. "Capacity utilization and the evolution of manufacturing output: a closer look at the "bounce-back effect."," Working Papers 94-02, Federal Reserve Bank of Dallas.
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