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! ]

A short-term model of the Fed's portfolio choice

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Dean Croushore

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

Abstract

What would happen if the Federal Reserve were to change the assets in its portfolio? Suppose that instead of using open-market operations in Treasury securities to increase the monetary base, the Fed were to engage in open-market operations in private securities or to use discount loans via a mechanism that allowed banks to borrow as much as they would like at a fixed discount rate. The analysis in this paper shows the impact on the economy in a static general-equilibrium model. This model follows Santomero (1983), adapted to evaluate a change in the Fed's portfolio and how that affects the economy's general equilibrium at a point in time. The nature of the exercise done here is completely static in nature and does not evaluate the economy's response to a disappearance of government debt, analysis of which would require a more complete model that's dynamic in nature and incorporates real effects. The present model focuses on the more narrow issue of the direction of portfolio changes with no real-side economic effects. But the model is general equilibrium in nature and thus performs a reasonable comparative-static exercise. In what follows, the author first describes the model in Section I. Next, the author models a situation in which the Fed changes its portfolio in such a way as to keep the interest rate on deposits from changing (Section II). Section III generates results under a special set of assumptions that lock most interest rates together. Section IV attempts to generalize the results to a situation in which the monetary base is unchanged. Section V summarizes the results.

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.philadelphiafed.org/research-and-data/publications/working-papers/2003/wp03-8.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by Federal Reserve Bank of Philadelphia in its series Working Papers with number 03-8.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: 2003
Date of revision:
Handle: RePEc:fip:fedpwp:03-8

Contact details of provider:
Postal: 10 Independence Mall, Philadelphia, PA 19106-1574
Web page: http://www.philadelphiafed.org/
More information through EDIRC

Order Information:
Email:
Web: http://www.phil.frb.org/econ/wps/index.html

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

Related research
Keywords:

This paper has been announced in the following NEP Reports:

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. Santomero, Anthony M, 1983. " Controlling Monetary Aggregates: The Discount Window," Journal of Finance, American Finance Association, vol. 38(3), pages 827-43, June. [Downloadable!] (restricted)
Full references

Statistics
Access and download statistics

Did you know? You may want to explore EconPapers, which displays the same data as IDEAS in a different way.

This page was last updated on 2009-11-18.


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.