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Asymmetric Information in Credit Markets and Monetary Policy

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Author Info
Neyer, Ulrike (Martin-Luther-University)
Abstract

This paper analyzes the consequences of asymmetric information in credit markets for monetary policy transmission mechanism. It is shown that asymmetric information can reinforce, weaken or overcompensate the effects of the conventional interest rate channel. Crucial is that informational problems lead to an external finance premium, which can be positive or negative for marginal entrepreneurs, i. e. they either have to bear the costs or actually benefit from informational problems. Monetary policy influences this premium, which implies that there is a credit channel of monetary policy due to asymmetric information, but its direction of influence is ambiguous.

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File URL: http://repec.org/res2002/Neyer.pdf
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Publisher Info
Paper provided by Royal Economic Society in its series Royal Economic Society Annual Conference 2002 with number 148.

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Date of creation: 29 Aug 2002
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Handle: RePEc:ecj:ac2002:148

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