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Monetary Policy Rules and Transmission Mechanisms Under Inflation Targeting in Israel

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Author Info
Leonardo Leiderman
Hadas Bar-Or
Abstract

This paper analyzes Israel's recent inflation targeting policies and their role in the disinflation process in the 1990s. Special features of Israel underlying inflation targeting are: a high-inflation history; lack of consensus about the benefits from reducing inflation and thereby lack of full credibility of monetary policy; the existence of monetary policy overburdening in its attempts to meet the inflation targets; the coexistence of an exchange rate band together with the inflation targets. A key finding of the econometric analysis is that there is a time-varying passthrough from exchange rates to prices, which depends on the state of the business cycle and the size of exchange rate fluctuations. In the present empirical specifications, monetary conditions are shown to have played a key role in accounting for the various turning points along the disinflation process. Estimates of an analogue of a 'Taylor rule' indicate that in contrast with the monetary accommodation that prevailed in the past, monetary policy in the more recent years has acted as an inflation stabilizer.

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Paper provided by Central Bank of Chile in its series Working Papers Central Bank of Chile with number 71.

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Date of creation: 2000
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Handle: RePEc:chb:bcchwp:71

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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. Bernanke, Ben S & Woodford, Michael, 1997. "Inflation Forecasts and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(4), pages 653-84, November.
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  2. Svensson, Lars E. O., 1999. "Inflation targeting as a monetary policy rule," Journal of Monetary Economics, Elsevier, vol. 43(3), pages 607-654, June. [Downloadable!] (restricted)
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  1. Carlos Ibarra, 2005. "The Behavior of Interest Rate Differentials Under Shifting Exchange Rate Regimes: The Experience of Chile, Colombia and Israel," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 42(125), pages 103-131. [Downloadable!]
  2. Reginaldo P. Nogueira Junior & Miguel Leon-Ledesma, 2008. "Exchange Rate Pass-Through Into Inflation: The Role of Asymmetries and NonLinearities," Studies in Economics 0801, Department of Economics, University of Kent. [Downloadable!]
  3. Bennett T. McCallum, 2000. "The Present and Future of Monetary Policy Rules," NBER Working Papers 7916, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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