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Bank intermediation and persistent liquidity effects in the presence of a frictionless bond market

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Author Info
Tor Einarsson
Milton H. Marquis

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Abstract

An “expansionary” monetary policy that increases the growth rate of bank reserves is generally believed by policy makers to induce a “liquidity effect”, or a persistent decline in short-term nominal interest rates, that stimulates real activity. Christiano, et al. (1991,1995,1997) have incorporated this feature of the economy into equilibrium business cycle models by introducing a commercial bank that acquires deposits from households and channels those funds to firms, which use them to fund their working capital expenses. Bank deposits are the only interest-bearing financial asset available to households, and bank loans are the only source of working capital finance available to firms. To obtain a liquidity effect in response to an unanticipated reserves injection, those models rely on an information friction whereby households precommit to a liquid asset position prior to the monetary shock. In practice, the capital markets are a major source of working capital finance, and U.S. data indicate that bank financing as a share of total short-term working capital finance is countercyclical. This paper extends this literature by introducing a bond market that allows for nonintermediated loans directly from households to firms, and examines the information friction that could induce liquidity effects and countercyclicality in the degree of bank intermediation of working capital finance. The results indicate: (i) “sticky prices” are neither necessary nor sufficient to induce a liquidity effect; (ii) deposit precommitment by households along with a presetting of the deposit rate by banks does induce persistent liquidity effects, but results in excess volatility of consumption and investment; (iii) minimizing the deposit precommitment, while maintaining the preset deposit rate induces a weaker liquidity effect that is more in line with the data, without the excess volatility in consumption and investment; and (iv) the share of bank intermediation in working capital finance is countercyclical in all cases, including the absence of an information friction.

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Paper provided by Federal Reserve Bank of San Francisco in its series Working Papers in Applied Economic Theory with number 2000-08.

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Date of creation: 2000
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Handle: RePEc:fip:fedfap:2000-08

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Keywords: Bonds Liquidity (Economics) Banks and banking

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This paper has been announced in the following NEP Reports: References listed on IDEAS
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  1. Chari, V V & Christiano, Lawrence J & Eichenbaum, Martin, 1995. "Inside Money, Outside Money, and Short-Term Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(4), pages 1354-86, November. [Downloadable!] (restricted)
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  1. Tor Einarsson & Milton H. Marquis, 2002. "Banks, bonds, and the liquidity effect," Economic Review, Federal Reserve Bank of San Francisco, pages 35-50. [Downloadable!]
  2. Richard K. Lyons, 2002. "Foreign exchange: macro puzzles, micro tools," Economic Review, Federal Reserve Bank of San Francisco, pages 51-69. [Downloadable!]
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