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Monetary policy transmission in the euro area: any changes after EMU?

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Author Info
Ignazio Angeloni () (Italian Finance Ministry - International Financial Relations, Via XX Settembre 97, 00187 Rome, Italy.)
Michael Ehrmann () (European Central Bank, Postfach 160319, 60311 Frankfurt am Main, Germany.)

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Abstract

We examine the euro area monetary policy transmission process using post-1999 data, with two main questions in mind: has it changed after - and because of - EMU and, if so, is it becoming homogeneous across countries. Given the data limitations, we concentrate on three blocks of transmission: the banking, interest-rate and asset-market channels. We find evidence that the transmission through banks has become more potent and homogeneous across countries because of EMU. On the financial-market channels, our evidence is somewhat weaker but suggestive. The interest-rate channel appears to have changed even before EMU, and to now affect national economies in a broadly similar way. The asset-market channel (proxied by the stock-market effects of monetary policy) also seems to work rather homogeneously across national markets (no comparison with pre-EMU is available here). A positive answer to both questions raised above represents, in our view, the best working hypothesis under current knowledge. JEL Classification: E43; E52; G21.

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Paper provided by European Central Bank in its series Working Paper Series with number 240.

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Length: 50 pages
Date of creation: Jul 2003
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Handle: RePEc:ecb:ecbwps:20030240

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Keywords: Monetary policy transmission; euro; bank and financial integration.;

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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. Julian Benedict Morgan & Alberto Locarno & Jean-Pierre Villetelle & Peter van Els, 2001. "Monetary policy transmission in the Euro area: what do aggregate and national structural models tell us?," Working Paper Series 094, European Central Bank. [Downloadable!]
    Other versions:
  2. Frank Smets & Gert Peersman, 2001. "The monetary transmission mechanism in the Euro area: more evidence from VAR analysis (MTN conference paper)," Working Paper Series 091, European Central Bank. [Downloadable!]
  3. Ignazio Angeloni & Benoit Mojon & Anil K. Kashyap & Daniele Terlizzese, 2002. "Monetary transmission in the Euro Area: where do we stand?," Working Paper Series 114, European Central Bank. [Downloadable!]
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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. Fiorella De Fiore & Harald Uhlig, 2005. "Bank finance versus bond finance: what explains the differences between US and Europe?," SFB 649 Discussion Papers SFB649DP2005-042, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    Other versions:
  2. Michael Ehrmann & Marcel Fratzscher, 2004. "Taking stock: monetary policy transmission to equity markets," Working Paper Series 354, European Central Bank. [Downloadable!]
  3. Philipp Hartmann & Simone Manganelli & Angela Maddaloni, 2003. "The Euro area financial system: structure, integration and policy initiatives," Working Paper Series 230, European Central Bank. [Downloadable!]
    Other versions:
  4. Ignacio Hernando & Jorge Martinez-Pages, 2001. "Is there a bank lending channel of monetary policy in Spain?," Working Paper Series 099, European Central Bank. [Downloadable!]
  5. Sophocles N. Brissimis & Ifigeneia Skotida, 2007. "Optimal Monetary Policy in the Euro Area in the Presence of Heterogeneity," Working Papers 62, Bank of Greece. [Downloadable!]
    Other versions:
  6. Karlo Kauko, 2005. "Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data," Finance 0508020, EconWPA. [Downloadable!]
  7. De Fiore, Fiorella & Uhlig, Harald, 2005. "Bank Finance versus Bond Finance: What Explains the Differences Between the US and Europe?," CEPR Discussion Papers 5213, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  8. Juan Francisco Rubio-Ramírez & Daniel Waggoner & Tao Zha, 2005. "Markov-switching structural vector autoregressions: theory and application," Working Paper 2005-27, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:
  9. Kauko , Karlo, 2005. "Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data," Research Discussion Papers 9/2005, Bank of Finland. [Downloadable!]
  10. Michele Manna, 2004. "Developing statistical indicators of the integration of the euro area banking system," Working Paper Series 300, European Central Bank. [Downloadable!]
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