This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Dealing with forward-looking expectations and policy rules in quantifying the channels of transmission of monetary policy

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Filippo Altissimo () (Bank of Italy, Economic Research Department)
Alberto Locarno () (Bank of Italy, Economic Research Department)
Stefano Siviero () (Bank of Italy, Economic Research Department)

Additional information is available for the following registered author(s):

Abstract

The issue of appraising the transmission process through which monetary policy affects the economy is receiving wider and increasing attention. In Europe, much of the interest in the effects of monetary policy is arguably a reflection of the introduction of the single currency: to the extent that transmission mechanism differ significantly across euro area countries, heterogenous responses of economic activity and prices to the policy instrument should be expected, an occurrence whose policy implications are of major relevance. To gain some insight into the likely causes of those differences recent studies have attempted to identify and assess separately the channels of transmission of monetary policy. This paper proposes a simple methodology to quantify separately the different parts of the overall impulse response that are transmitted through the various mechanisms at play in a model of the economy. It is shown that, under the maintained assumption of linearity, the decomposition of the effects of monetary policy into a number of channels delivered by our approach is exact (i.e., it leaves no unexplained residual). This conclusion holds regardless of the nature of the expectation formation mechanism and the way in which policy decisions are modelled. The features of the proposed approach are illustrated with an empirical application, using a model that features two distinct transmission channels and assumes rational expectations and a monetary policy reaction rule. We show that our approach produces an exact decomposition of the effects of a monetary policy shock. Moreover, and perhaps more interestingly, our approach gives a deeper insight than do standard impulse responses into the specific features of the model that are most relevant in shaping its observed reaction to the shock.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.bancaditalia.it/pubblicazioni/econo/temidi/td02/td460_02/td460/tema_460_02.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by Bank of Italy, Economic Research Department in its series Temi di discussione (Economic working papers) with number 460.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: Dec 2002
Date of revision:
Handle: RePEc:bdi:wptemi:td_460_02

Contact details of provider:
Postal: Via Nazionale, 91 - 00184 Roma
Web page: http://www.bancaditalia.it
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: ().

Related research
Keywords: Monetary policy transmission channels; decomposition;

Other versions of this item:

References listed on IDEAS
Please 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.:
  1. Marchetti, D.J., 1999. "Markup and the Business Cycle: Evidence from Italian Manufacturing Branches," Papers 362, Banca Italia - Servizio di Studi.
  2. Domenica J. Marchetti, 1999. "Markup and the Business Cycle: Evidence from Italian Manufacturing Branches," Temi di discussione (Economic working papers) 362, Bank of Italy, Economic Research Department. [Downloadable!]
  3. Filippo Altissimo & Eugenio Gaiotti & Alberto Locarno, 2004. "Is money informative? Evidence from a large model used for policy analysis," Macroeconomics 0404018, EconWPA, revised 24 Apr 2004. [Downloadable!]
    Other versions:
  4. Bonaccorsi di Patti, Emilia & Gobbi, Giorgio, 2001. "The changing structure of local credit markets: Are small businesses special?," Journal of Banking & Finance, Elsevier, vol. 25(12), pages 2209-2237, December. [Downloadable!] (restricted)
  5. Piero Cipollone, 2001. "La convergenza dei salari manifatturieri in Europa," Temi di discussione (Economic working papers) 398, Bank of Italy, Economic Research Department. [Downloadable!]
  6. Alberto Baffigi & Roberto Golinelli & Giuseppe Parigi, 2002. "Real-time GDP forecasting in the euro area," Temi di discussione (Economic working papers) 456, Bank of Italy, Economic Research Department. [Downloadable!]
  7. Eileen Mauskopf & Jeffrey Fuhrer & Peter Tinsley, 1990. "The transmission channels of monetary policy: how have they changed?," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Dec, pages 985-1008.
  8. Andrea Gerali & Francesco Lippi, 2002. "On the 'conquest' of inflation," Temi di discussione (Economic working papers) 444, Bank of Italy, Economic Research Department. [Downloadable!]
    Other versions:
Full references

Cited by:
(explanations, Please 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.)

  1. André Minella & Nelson F. Souza-Sobrinho, 2009. "Monetary Channels in Brazil through the Lens of a Semi-Structural Model," Working Papers Series 181, Central Bank of Brazil, Research Department. [Downloadable!]
Statistics
Access and download statistics

Did you know? All top Economics journals are listed on RePEc.

This page was last updated on 2009-12-4.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.