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A Political Model of Monetary Policy with Application to the Real Fed Funds Rate

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Author Info
Caporale, Tony
Grier, Kevin B

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Abstract

We construct an empirical model of U.S. monetary policy assuming that the Federal Reserve is an ordinary federal bureaucracy. We use the real Federal Funds rate as our policy measure and show the existence of significant executive, legislative, and bureaucratic influence on the real rate of interest from 1961 to 1996. We find that presidential party is an adequate statistical measure of executive influence and that the voting scores of the Senate Banking Committee leadership best represent legislative influence. We argue that political changes cause systematic and predictable changes in monetary policy. Copyright 1998 by the University of Chicago.

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Publisher Info
Article provided by University of Chicago Press in its journal Journal of Law & Economics.

Volume (Year): 41 (1998)
Issue (Month): 2 (October)
Pages: 409-28
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Handle: RePEc:ucp:jlawec:v:41:y:1998:i:2:p:409-28

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  1. Dino Falaschetti, 2003. "Does Partisan Heritage Matter? The Case of the Federal Reserve," Microeconomics 0311003, EconWPA. [Downloadable!]
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