Monetary Policies
A. The government exercises power over money supplies.
B. Equation of exchange
D. Monetary policies are part of the government but are handled by an autonomous agency of the executive branch. This agency is the Federal Reserve System.
E. The Federal Reserve System (FRS)
4. Terms:
a. Fiat Money: money that is worthless as a commodity and which has
value
only because of its use as a medium of exchange
b. Gresham's Law: Bad money brings out good money
c. Seigniorage: The profits make by governments when they coin or print
money
d. Barter: Direct trade of goods for goods and requires double
coincidence
e. Legal Tender: Decree by a central bank or a currency commission
(FRS)
as being acceptable for discharge of financial obligations public or
private
in the country
I. Introduction
B. For every real transaction, there is a financial transaction that
mirrors
it.
1. The financial sector is central to almost all macroeconomic debates
because
behind every real transaction, there is a financial transaction that
mirrors
it.
2. All trade's in the goods market involves both the real sector and
the
financial sector.
C. Why is the financial sector so important to macro?
1. The financial sector is important to macroeconomics because of it
role
in channeling flows out of the circular flows, such as savings - back
into
the circular flow in the form of:
a. Consumer loans.
b. Business loans.
c. Loans to government.
2. Flow from the spending stream is channeled into the financial sector
as
savings when individuals buy financial assets such as stocks or bonds
and
back into the spending stream as investment.
a. These obligations by the issuer of the financial asset are called
financial
liabilities.
b. For every financial asset there is a corresponding financial
liability.
D. The role of interest rates in the financial sector.
1. While price is the mechanism that balances supply and demand in the
real
sector, interest rates do the same in the financial sector.
2. The interest rate is the price paid for use of a financial asset.
3. When financial assets make fixed interest payments, as do bonds -
promises
to pay a certain amount plus interest in the future - the price of the
financial
asset is determined by the market interest rate.
a. As the market interest rates go up, price of the bond goes down.
b. As the market interest rates go down, the price of the bond goes up.
E. Savings that escape the circular flow.
1. Some economists do not believe that the interest rate balances
demand and
supply for savings.
2. In order to make sense of the problem, macroeconomics divides the
flows
into two types of financial assets.
a. The first type works its way into the system. Examples
include bonds and loans.
b. The second type, money held by individuals, is not
necessarily assumed
to work its way back into the flow.
II. The Definition and Functions of Money
A. Money is a highly liquid financial asset that is generally
accepted in exchange for other goods, is used as a reference in
valuing other goods,
and can be stored as wealth.
1. To be liquid means to be easily changeable into another asset or
good.
2. Social customs and standard practices are central to the liquidity of money.
B. The U.S. Central Bank: the Fed.
1. American currency is printed with the caption 'Federal Reserve
Note,' meaning
that it is a liability of the Federal Reserve Bank (the Fed)- the
U.S.
central bank whose liabilities (Federal Reserve Notes) serve as cash in
the
U.S. [Internet address of the Fed: http://www.bos.frb.fed.us.
a. A bank is a financial institution whose primary function is holding
money
for, and lending money to, individuals and firms.
b. Individuals' deposits in savings and checking accounts serve the
same
purpose as does currency and are also considered money.
2. The Fed, being the nation's central bank has the right to issue
these
notes and by convention the notes are acceptable for payment to all the
people
of the country.
B. Functions of money.
1. Money as a medium of exchange.
a. Without money, we would have to barter -a direct exchange
of goods
and services.
b. Money facilitates exchange by reducing the cost of trading.
c. All that is necessary for money to work is that everyone believes
that
other people will exchange it for their goods.
(1) If there is too much money, compared to the goods and services at
existing
prices, the goods and services will sell out, or the prices will rise.
(2) If there is too little money, compared to the goods and services at
existing
prices, there will be a shortage of money and people will have to
resort
to barter, or prices will fall.
d. Thus, the Fed's job is to not issue too much or too little money.
2. Money as a unit of account.
a. Money prices are actually relative prices.
b. A single unit of account saves our limited memories and helps us
make
reasonable decisions based on relative costs.
c. Money is a useful unit of account only as long as its value relative
to
other prices does not change too quickly.
d. In a hyperinflation, all prices rise so much that our frame of
reference is lost and money loses its usefulness as a unit of account.
3. Money as a store of value.
a. Money is a financial asset. It is simply a government bond that
pays
no interest.
b. As long as money is serving as a medium of exchange, it
automatically also
serves as a store of wealth.
c. Money's usefulness as a store of wealth also depends upon how well
it
maintains its value. Hyperinflations destroy money's usefulness as a
store
of value.
d. Why do people keep currency under the mattress if they do not
receive interest
on it? It is because our ability to spend money for goods makes money
worthwhile
to hold even if it does not pay interest.
4. Unit of deferred payments. past, present and future value
C. Alternative definitions of money.
1. Since it is difficult to define money unambiguously, economists have
defined
different concepts of money and have called them M1, M2, and L.
a. M1.
(1) M1 consists of currency in the hands of the public,
checking account
balances, and travelers' checks.
(2) Checking account deposits are included in all definitions
of money.
b. M2.
(1) M2 is made up of M1 plus savings deposits, small denomination time
deposits
(certificates of deposit or CDs), and money market mutual fund shares,
along
with some other esoteric financial instruments.
(2) The money in savings accounts is counted as money because it is
readily
available.
(3) All M2 components are highly liquid and play an important role in
providing
reserves and lending capacity for commercial banks.
(4) The M2 definition is important because economic research has shown
that
the M2 definition most closely correlates with the price level and
economic
activity.
c. Beyond M2:
(1) The broadest definition of the money supply is L (which
stands
for liquidity - the ability to change an asset into an immediately
spendable
asset). It consists of almost all short term financial assets.
(2) Because of the difficulty of defining money in an ever changing
world,
measures of money have lost some their appeal, and broader concepts of
asset
liquidity have taken their place.
2. Distinguishing between money and credit.
a. Credit card balances cannot be money since they are assets of a
bank.
In a sense, they are the opposite of money.
b. Credit cards are prearranged loans.
c. Credit cards affect the amount of money people hold - generally,
credit
card holders carry less cash.
III. Banks and the Creation of Money
A. The functions of banks.
1. Banks take in deposits and use the money they borrow to make loans
to
others.
2. Banks make a profit by charging a higher interest on the money they
lend
out than they pay for the money they borrow.
3. Banks can be analyzed from the perspective of asset management - how
a
bank handles its loans and other assets and liability management - how
a
bank attracts deposits and how it pays for them.
4. Thus, banks are both borrowers and lenders.
5. Banks operate in a regulated environment, the primary regulator
being
the Fed.
B. How banks create money.
1. Banks create money because a bank's liabilities are defined as
money.
So when a bank incurs liabilities it creates money.
2. When a bank places the proceeds of a loan it makes to you in your
checking
account, it is creating money.
3. The first step in the creation of money.
a. The Fed creates money by simply printing currency and exchanging
it
for bonds.
b. Currency is a financial asset to the bearer and a liability to
the
Fed.
4. The second step in the creation of money.
a. The bearer deposits the currency in a checking account at the bank.
b. The bank holds your money and keeps track of it until you write a
check.
5. Banking and goldsmiths.
a. In the past, gold was used as payment for goods and
services.
b. But gold is heavy and the likelihood of being robbed as great.
6. From gold to gold receipts.
a. It was safer to leave gold with a goldsmith who gave you a receipt.
b. The receipt could be exchanged for gold whenever you needed gold.
c. People soon began using the receipts as money since they knew the
receipts
were backed 100 percent by gold.
d. At this point, there were two forms of money: gold and gold
receipts.
7. The third step in the creation of money. Gold receipts
become
money.
a. Since so little gold was redeemed, the goldsmith began issuing more
receipts
than he had in gold, and charged interest on the newly created gold
receipts.
He created money.
b. The goldsmith realized he could make more money in interest than he
could
earn in goldsmithing.
c. The gold receipts were backed partly by gold and partly by people's
trust
that the goldsmith would pay off in gold on demand. The goldsmith had
become
a banker.
8. Banking is profitable.
a. As the goldsmiths became wealthy, others jumped in offering to hold
gold
for free, or even offering to pay for the privilege of holding the
public's
gold.
b. That is why most banks today are willing to hold the public's money
at
not charge - they can lend it out and in the process, make profits.
C. The Money multiplier.
1. Reserves and reserve ratios.
a. Reserves are cash and deposits a bank keeps on hand or at the Fed or
central
bank, enough to manage the normal cash inflows and outflows.
b. The reserve ratio is the ratio of cash (or deposits at the
central
bank) to deposits a bank keeps as a reserve against cash withdrawals.
The
reserve ratio consists of required and excess ratios.
(1) When banks are required by the Fed to hold a percentage of
deposits, that
percentage is called the required reserve ratio.
(2) If banks choose to hold an additional amount, this is called the
excess
reserve ratio.
c. Banks 'hold' currency for people and in return allow individuals to
write
checks for the amount they have on deposit at the bank.
2. Determining how many demand deposits will be created.
a. It is possible to determine the total amount of money that will
eventually
be created by multiplying the original amount, say a $100 loan, that
was
deposited and redeposited by 1/r, where r is the reserve ratio.
b. For a reserve ratio of 10 percent, the formula would be: 1/r = 1/.10
=
10. (10 X $100 (the original loan) = $1,000.
c. This means that $900 of new money was created ($1,000 - $100).
3. Calculating the money multiplier.
a. The ratio 1/r is called the simple money multiplier -the
measure
of the amount of money ultimately created per dollar deposited in the
banking
system, when people hold no cash.
b. The higher the reserve ratio, the smaller the money multiplier, and
the
less money will be created.
4. An example of the creation of money.
a. The process through 10 rounds assuming a deposit of $10,000 and a
reserve
ratio of 20 percent.
b. If banks keep excess reserves for safety reasons, the money
multiplier decreases
5. Calculating the approximate real world money multiplier.
a. The approximate real world money multiplier in the economy is 1/(r
+c)
where r = the percentage of deposits banks hold in reserve and c is the
ratio
of money people hold in cash to the money they hold as deposits .
b. An example: assume banks keep 8 percent in reserve and the ratio of
individuals'
cash holdings to their deposits is 20 percent. The approximate real
world
money multiplier is: 1/(.08 +.20) = 1/.28 = 3.57.
D. Faith as the backing of our money supply.
1. Promises to pay underlie any financial system.
2. All that backs the modern money supply are bank loan customers'
promises
to pay and the guarantee of the government to see that banks'
liabilities
to individuals will be met.
IV. Regulation of Banks and the Financial Sector
A. Financial panics.
1. The financial history of the world is filled with stories of
financial upheavals and monetary problems.
2. In the U.S. in the 1800s, local banks were allowed to issue
their
own notes, which were often worthless.
B. Anatomy of a financial panic.
1. Financial systems are based on trust that expectations will be
fulfilled. Banks borrow short and lend long, which means that if people
lose faith in
banks, the banks cannot keep their promises .
2. If all the people, all at once, decided to ask for their money ('a
run
on a bank'), there would not be nearly enough to satisfy everyone.
C. Government policy to prevent panic.
1. To prevent financial panics, the U.S. government has guaranteed the
obligations
of various government institutions.
2. The most important guaranteeing program is the Federal Deposit
Insurance
Corporation (FDIC).
a. The financial institutions, say a bank, pay a small premium for each
dollar
of deposit to the FDIC.
b. The FDIC puts the money into a fund used to bail out banks
experiencing a run on deposits.
3. These guarantees have two effects:
a. They prevent the unwarranted fear that causes financial
crises.
b. They prevent warranted fears.
D. The benefits and problems of guarantees.
1. The fact that deposits are guaranteed does not serve to inspire
banks
to make certain deposits are covered by loans in the long run.
2. Since deposits are covered up to $100,000 by the FDIC, some
financial institutions
make risky loans knowing that the guarantee is good.
3. The savings and loan fiasco of the late 1980s and early 1990s.
4. How could the savings and loan fiasco happen?
a. Part of the answer lay in out-and-out fraud.
b. The spread is the difference between a bank's costs of funds and the
interest
it receives on lending out those funds.
(1) The Samp; Ls' cost of funds grew because of competition from other
Samp;
Ls.
(2) The Samp; Ls were forced to make riskier loans to maintain the
spread.
c. Samp; Ls bet there would be no recession - they lost.
Outline Chapter 13: Money and Monetary Policies
I. Introduction.
A. In the real sector of the economy, real goods and services are
exchanged.
B. For every real transaction, there is a financial transaction that
mirrors
it.
1. The financial sector is central to almost all macroeconomic debates
because
behind every
real transaction, there is a financial transaction that mirrors it.
2. All trade's in the goods market involves both the real sector and
the
financial sector.
II. Why Is the Financial Sector So Important to Macro?
A. The financial sector is important to macroeconomics because of its
role
in channeling
flows out of the circular flows -- such as savings -- back into the
circular
flow in the form of
consumer loans, business loans, and loans to government.
B. Flow from the spending stream is channeled into the financial sector
as
savings when
individuals buy financial assets such as stocks or bonds and back into
the
spending stream
as investment.
C. These obligations by the issuer of the financial asset are called
financial
liabilities. For
every financial asset there is a corresponding financial liability.
D. Interest rates equilibrate supply and demand in the financial
sector.
1. The interest rate is the price paid for use of a financial asset.
2. When financial assets make fixed interest payments, as do bonds --
promises
to pay a
certain amount plus interest in the future -- the price of the
financial asset
is determined by
the market interest rate.
a. As the market interest rates go up, price of the bond goes down.
b. As the market interest rates go down, the price of the bond goes up.
3. This relationship exists because when the interest rate rises, the
value
of the flow of
payments from fixed interest rate bonds goes down since one can earn
more
on new bonds
that pay the new, higher interest.
E. Saving escapes the circular flow in the form of money.
1. Some economists do not believe that the interest rate balances
demand and
supply for
savings.
2. In order to make sense of the problem, macroeconomics divides the
flows
into two types
of financial assets.
a. The first type works its way into the system. Examples include bonds
and
loans.
b. The second type, money held by individuals, is not necessarily
assumed to work its way
back into the flow.
III. The Definition and Functions of Money.
A. Money is a highly liquid financial asset that is generally accepted
in
exchange for other
goods, is used as a reference in valuing other goods, and can be stored
as
wealth.
1. To be liquid means to be easily changeable into another asset or
good.
2. Social customs and standard practices are central to the liquidity
of
money.
B. The U.S. central bank is the Fed.
1. American currency is printed with the caption "Federal Reserve
Note," meaning
that it is
a liability of the Federal Reserve Bank (the Fed) -- the U.S. central
bank
whose
liabilities (Federal Reserve Notes) serve as cash in the U.S. [Internet
address
of the Fed:
http://www.federalreserve.gov
.
a. A bank is a financial institution whose primary function is holding
money
for, and lending
money to, individuals and firms.
b. Individuals' deposits in savings and checking accounts serve the
same
purpose as does
currency and are also considered money.
2. The Fed, being the nation's central bank has the right to issue
these
notes and by
convention the notes are acceptable for payment to all the people of
the
country.
B. Money serves three functions.
1. Money is a medium of exchange.
a. Without money, we would have to barter -- a direct exchange of goods
and
services.
b. Money facilitates exchange by reducing the cost of trading.
c. All that is necessary for money to work is that everyone believes
that
other people will
exchange it for their goods.
(1) If there is too much money, compared to the goods and services at
existing
prices, the
goods and services will sell out, or the prices will rise.
(2) If there is too little money, compared to the goods and services at
existing
prices, there
will be a shortage of money and people will have to resort to barter,
or
prices will fall.
2. Money is a unit of account.
a. Money prices are actually relative prices.
b. A single unit of account saves our limited memories and helps us
make
reasonable
decisions based on relative costs.
c. Money is a useful unit of account only as long as its value relative
to
other prices does not
change too quickly.
d. In a hyperinflation, all prices rise so much that our frame of
reference is lost and money
loses its usefulness as a unit of account.
3. Money is a store of wealth.
a. Money is a financial asset. It is simply a government bond that pays
no
interest.
b. As long as money is serving as a medium of exchange, it
automatically also
serves as a
store of wealth.
c. Money's usefulness as a store of wealth also depends upon how well
it
maintains its
value. Hyperinflations destroy money's usefulness as a store of value.
d. Why do people keep currency under the mattress if they do not
receive interest
on it? It
is because our ability to spend money for goods makes money worthwhile
to
hold even if it
does not pay interest.
IV. Money is measured in different ways.
A. Since it is difficult to define money unambiguously, economists have
defined
different
concepts of money and have called them M1, M2, and L.
B. M1.
1. M1 consists of currency in the hands of the public, checking account
balances,
and
travelers' checks.
2. Checking account deposits are included in all definitions of money.
C. M2.
1. M2 is made up of M1 plus savings deposits, small denomination time
deposits
(certificates of deposit or CDs), and money market mutual fund shares.
2. The money in savings accounts is counted as money because it is
readily
available.
3. All M2 components are highly liquid and play an important role in
providing
reserves and
lending capacity for commercial banks.
4. The M2 definition is important because economic research has shown
that
the M2
definition most closely correlates with the price level and economic
activity.
D. Beyond M2: L.
1. The broadest definition of the money supply is L (which stands for
liquidity
-- the ability
to change an asset into an immediately spendable asset). It consists of
almost
all short term
financial assets.
2. Because of the difficulty of defining money in an ever changing
world,
measures of money
have lost some their appeal, and broader concepts of asset liquidity
have
taken their place.
E. Money is not credit; credit is not money.
1. Credit card balances cannot be money since they are assets of a
bank.
In a sense, they
are the opposite of money.
2. Credit cards are prearranged loans.
3. Credit cards affect the amount of money people hold -- generally,
credit
card holders
carry less cash.
V. Banks and the Creation of Money.
A. What do banks do?
1. Banks take in deposits and use the money they borrow to make loans
to
others.
2. Banks make a profit by charging a higher interest on the money they
lend
out than they
pay for the money they borrow.
3. Banks can be analyzed from the perspective of asset management --
how
a bank
handles its loans and other assets -- and liability management -- how a
bank
attracts
deposits and how it pays for them.
4. Thus, banks are both borrowers and lenders.
B. Banks create money.
1. Banks create money because a bank's liabilities are defined as
money. So
when a bank
incurs liabilities (lends) it creates money (Chapter Objective 5).
2. When a bank places the proceeds of a loan it makes to you in your
checking
account, it
is creating money.
3. The first step in the creation of money is the Fed issues currency.
4. The second step in the creation of money is the holder of currency
deposits
it.
5. Banking and goldsmiths.
a. In the past, gold was used as payment for goods and services.
b. But gold is heavy and the likelihood of being robbed as great.
6. From gold to gold receipts.
a. It was safer to leave gold with a goldsmith who gave you a receipt.
b. The receipt could be exchanged for gold whenever you needed gold.
c. People soon began using the receipts as money since they knew the
receipts
were
backed 100 percent by gold.
d. At this point, there were two forms of money: gold and gold
receipts.
7. The third step in the creation of money. Gold receipts become money.
a. Since so little gold was redeemed, the goldsmith began issuing more
receipts
than he had
in gold, and charged interest on the newly created gold receipts. He
created
money.
b. The goldsmith realized he could make more money in interest than he
could
earn in
goldsmithing.
c. The gold receipts were backed partly by gold and partly by people's
trust
that the
goldsmith would pay off in gold on demand. The goldsmith had become a
banker.
8. Banking is profitable.
a. As the goldsmiths became wealthy, others jumped in offering to hold
gold
for free, or
even offering to pay for the privilege of holding the public's gold.
b. That is why most banks today are willing to hold the public's money
at
not charge -- they
can lend it out and in the process, make profits.
C. The money multiplier.
1. Reserves and reserve ratios.
a. Reserves are cash and deposits a bank keeps on hand or at the Fed or
central
bank,
enough to manage the normal cash inflows and outflows.
b. The reserve ratio is the ratio of cash (or deposits at the central
bank)
to deposits a
bank keeps as a reserve against cash withdrawals. The reserve ratio
consists
of required
and excess ratios.
(1) When banks are required by the Fed to hold a percentage of
deposits, that
percentage
is called the required reserve ratio.
(2) If banks choose to hold an additional amount, this is called the
excess
reserve ratio.
c. Banks "hold" currency for people and in return allow individuals to
write
checks for the
amount they have on deposit at the bank.
2. Determining how many demand deposits will be created.
a. It is possible to determine the total amount of money that will
eventually
be created by
multiplying the original amount, say a $100 loan, that was deposited
and
redeposited by 1/r,
where r is the reserve ratio.
b. For a reserve ratio of 10 percent, the formula would be: 1/r =
1/0.10 =
10. (10 X $100
(the original loan) = $1,000.
c. This means that $900 of new money was created ($1,000 - $100).
3. Calculating the money multiplier.
a. The ratio 1/r is called the simple money multiplier -- the measure
of
the amount of
money ultimately created per dollar deposited in the banking system,
when
people hold no
cash (Chapter Objective 6a).
b. The higher the reserve ratio, the smaller the money multiplier, and
the
less money will be
created.
4. An example of the creation of money.
a. Figure 29-3 shows the process through 10 rounds assuming a deposit
of
$10,000 and a
reserve ratio of 20 percent.
b. If banks keep excess reserves - reserves held by banks in excess of
what
banks are
required to hold -- for safety reasons, the money multiplier decreases
5. Calculating the approximate real world money multiplier.
a. The approximate real world money multiplier in the economy is 1/(r
+c)
where r =
the percentage of deposits banks hold in reserve and c is the ratio of
money
people hold in
cash to the money they hold as deposits.
b. An example: assume banks keep 8 percent in reserve and the ratio of
individuals'
cash
holdings to their deposits is 20 percent. The approximate real world
money
multiplier is:
1/(.08 +.20) = 1/.28 = 3.57.
D. Faith as the backing of our money supply.
1. Promises to pay underlie any financial system.
2. All that backs the modern money supply are bank loan customers'
promises
to pay and
the guarantee of the government to see that banks' liabilities to
individuals will be met.
VI. Regulation of Banks and the Financial Sector.
A. Financial panics.
1. The financial history of the world is filled with stories of
financial upheavals and monetary
problems.
2. In the U.S. in the 1800s, local banks were allowed to issue their
own
notes, which were
often worthless.
B. Anatomy of a financial panic.
1. Financial systems are based on trust that expectations will be
fulfilled. Banks borrow
short and lend long, which means that if people lose faith in banks,
the
banks cannot keep
their promises.
2. If all the people, all at once, decided to ask for their money ("a
run
on a bank"), there
would not be nearly enough to satisfy everyone.
C. Government policy to prevent panic.
1. To prevent financial panics, the U.S. government has guaranteed the
obligations
of
various government institutions.
2. The most important guaranteeing program is the Federal Deposit
Insurance Corporation
(FDIC).
a. The financial institutions, say a bank, pay a small premium for each
dollar
of deposit to
the FDIC.
b. The FDIC puts the money into a fund used to bail out banks
experiencing a run on
deposits.
3. These guarantees have two effects:
a. They prevent the unwarranted fear that causes financial crises.
b. They prevent warranted fears.
D. The benefits and problems of guarantees.
1. The fact that deposits are guaranteed does not serve to inspire
banks
to make certain
deposits are covered by loans in the long run.
2. Since deposits are covered up to $100,000 by the FDIC, some
financial institutions
make risky loans knowing that the guarantee is good.
E. The savings and loan bailout.
1. The deregulated S&Ls made so many bad loans that they failed.
2. The S&Ls could not repay depositors their money, so the
government had to step in and
do it for them.
3. Banks and bad loans. How can banks make so many bad loans?
a. Part of the answer lay in out-and-out fraud. Part of it lies in the
spread.
b. The spread is the difference between a bank's costs of funds and the
interest
it receives
on lending out those funds.
c. The S&Ls' cost of funds grew because of competition from other
S&Ls.
d. The S&Ls were forced to make riskier loans to maintain the
spread.
e. S&Ls bet there would be no recession -- they lost.
NOTE: For an in depth view of financial institutions and financial
markets, see Appendix A,
"A Closer Look at Financial Institutions and Financial Markets."
NOTE: For an alternative approach to explaining the creations of
money, see Appendix B,
"Creation of Money Using T-Accounts."
Lecture Notes Ch. 14 Monetary Policy and Macro Policies
I. Introduction
A. Monetary policy is that influences the economy through
changes in
the money supply and available credit.
1. Monetary policy, one of the two main traditional macroeconomic tools
by
which government attempts to control the aggregate economy.
2. Government (the President and Congress) control fiscal policy.
3. The Federal Reserve (The Fed) controls monetary policy.
4. What is the effect of monetary policy on the macro policy model?
a. Expansionary monetary policy shifts the AED curve to the
right.
b. Contractionary monetary policy shifts the AED curve to the
left.
c. In Range A, where the AS path is flat, real income will rise with
expansionary
monetary policy and decline with contractionary monetary policy. The
price
level is unaffected.
d. In Range C, where the AS path is vertical, real income does not
change;
the effect is on the price level and inflation.
e. In Range B, the effects are divided between real income and the
price
level.
B. Thus, the AS path is central to the effect one believes monetary policy will have on the economy.
II. Duties and Structure of the Fed
A. A central bank is a bankers' bank.
1. It conducts monetary policy and acts as financial adviser to the
government.
2. If banks need to borrow money, they go to the central bank.
3. If there is a run on a bank, the central bank lends money to the
imperiled
bank until the danger has passed.
4. Its IOUs are cash, so simply issuing an IOU it can create money.
B. Historical influences in the Federal Reserve Bank's structure.
1. In Great Britain, the Bank of England is part of the government.
2. In the U.S., the Fed is not part of the government.
C. Structure of the Fed.
1. The Fed is a semi autonomous organization composed of 12 regional
banks.
It is run by a Board of Governors appointed by the President with the
advice
and consent of the Senate .
2. The Fed, although an agency of the federal government, has much more
independence
than most agencies.
a. The considerable profits the Fed earns are turned over to the U.S.
Treasury,
not to the 'owners,' the member banks.
b. Once appointed for a term of 14 years, governors cannot be
removed
from office, which means they can pretty well do what they think is
right.
3. The seven Fed governors are paid less than they could
receive in
the private sector. Generally, the governors do not serve out their
full
terms but are recruited by private businesses for substantially higher
salaries.
4. The President appoints one of the seven members to chairman of the Board
of Governors for a four year term, generally conceded to be the
second
most powerful official in government.
5. Geographically, the Fed's districts reflects its political history,
with
nine of the twelve banks situated in the East and Midwest.
D. Duties of the Fed
1. Conducting monetary policy (influencing the supply of money and
credit
in the economy). This the most important job the Fed has to do.
2. Supervising and regulating financial institutions.
3. Serving as a lender of last resort to financial institutions.
4. Providing banking services to the U.S. government.
5. Issuing coin and currency.
6. Providing financial services such as check clearing to commercial
banks,
savings and loan associations, savings banks, and credit unions.
III. The Importance of Monetary Policy
A. Monetary policy is the Fed's most important job, and the most
used
policy in macroeconomics.
1. The Fed conducts it and controls it.
2. Actual decisions about monetary policy are made by the Federal
Open
Market Committee (FOMC) - the Fed's chief policymaking body.
a. The membership is made up of the seven members of the Board of
Governors, together with the president of the New York Fed and a
rotating group of four
of the presidents of the other regional banks.
b. The actions of this group are closely watched - indeed some
observers have
made a career out of guessing with the Fed is likely to do in the
future.
B. The conduct of monetary policy.
1. Bank reserves are IOUs of the Fed - either vault cash or deposits
are
the Fed. These are called the monetary base.
2. By controlling the monetary base, the Fed can influence the amount
of
money in the economy and the activities of commercial banks.
3. Other things being equal, as reserves decline, the interest rate
will
rise; and as reserves increase, interest rates will fall. Thus,
monetary policy
is concerned with the cost of money interest rates.
IV. Tools of Monetary Policy.
A. Changing the reserve requirement.
1. By law, the Fed controls the minimum percentage of deposits banks
keep
in reserve by controlling the reserve requirement of all U.S. banks.
2. The minimum is called the reserve requirement - the percentage the
Federal
Reserve System sets as the minimum amount of reserves a bank must have.
3. Required reserves and excess reserves.
a. For most banks, the Fed's reserve requirement determines what they
hold
as reserves.
(1) Banks hold as little in reserves as possible since they earn no
interest
on them
(2) In the late 1990s, required reserves for demand deposits were about
10
percent, and zero for all other accounts, making the reserve
requirement for
all liabilities a little under 2 percent.
b. In some situations, as in the Spring of 1992, banks have excess
reserves
available, but do not lend them out.
4. The reserve requirement and the money supply.
a. By changing the reserve requirement, the Fed can increase or
decrease the
money supply.
(1) If the Fed increases the reserve requirement, it contracts
the
money supply.
(2) Since they have less money to lend out, the decreased money
multiplier (the multiple contraction of deposits occurring in response
to a change in
reserves) further contracts the money supply.
(3) If the Fed decreases the money supply, it expands the money
supply.
(4) The money multiplier further expands the money supply.
b. The approximate real world money multiplier in the economy is 1/(r
+c)
where r = the percentage of deposits banks hold in reserve and c is the
ratio
of money people hold in cash to the money they hold as deposits.
c. An example: assume banks keep 8 percent in reserve and the ratio of
individuals'
cash holdings to their deposits is 20 percent. The approximate real
world
money multiplier is: 1/(.08 +.20) = 1/.28 = 3.57. So $1,000,000 in
vault
cash will support a total $3,570,000 money supply.
d. In reality, the cash-to-deposit ratio (c) is about 0.4 percent. As
mentioned
above, the average reserve requirement for demand deposits (r) is about
0.1
. So the realistic approximate money multiplier for demand deposits
(M1)
is: 1/(0.1 + 0.4) = 1/.5 = 2
e. An example: A $1,000,000 increase of reserves will support a
$2,000,000 increase in demand deposits. For other deposits, the reserve
requirement is
much lower, so the money multiplier is larger for those.
f. What to do if there is a shortage of reserves.
(1) Go to the Federal funds market where the bank can borrow reserves
from
another bank that has excess reserves.
(2) If the Federal funds market dries up, the bank may stop making new
loans
and keep as reserves the proceeds of loans that are paid off.
(3) Sell Treasury bonds in order to get reserves. The bonds themselves
cannot
be used as reserves (they are sometimes called secondary reserves) but
the
cash that comes from their sales does.
B. Changing the discount rate.
1. This second tool of the Fed concerns an alternative to those listed
above-borrow
reserves directly from the Fed, the bankers' bank.
2. The discount rate is the rate of interest the Fed charges for
those
loans it makes to banks.
a. An increase in the rate of interest makes it more expensive for
banks
to borrow from the Fed.
b. A decrease in the rate of interest makes it less expensive for banks
to
borrow from the Fed.
c. Therefore, by changing the discount rate, the Fed can
expand
or contract the money supply.
3. In practice, the discount rate is generally lower than other rates
banks
would have to pay to borrow reserves? So why not just go to the Fed and
pay
the discount rate?
a. The Fed discourages banks from using this option.
b. Therefore, most banks do this as a last resort.
c. Fed auditors may show up if this option is overused.
4. The Fed uses announced changes in the discount rate as a signal that
the
Fed wants the money supply to either expand or contract.
C. Open market operations.
1. Changes in the discount rate and reserve requirements are not used
in
day-to-day operations of the Fed. These tools are used for major
changes.
2. For day-to-day operations the Fed uses a third tool, open market
operations
- the Fed's buying and selling of government securities (the only type
of
asset the Fed is allowed by law to hold in any appreciable quantity).
a. To expand money supply, the Fed buys bonds.
b. To contract money supply, the Fed sells bonds.
3. Open market operations are the Fed's most used tool in
controlling money
supply.
4. Periodically, the FOMC decides what its open market operations will
be
and whether it want to expand or contract the money supply.
5. Examples of open market operations.
a. An open market purchase.
(1) When the Fed buys bonds, it deposits the money in federal
government accounts
at a bank.
(2) When the Fed pays the government for its bonds, bank cash reserves
rise,
encouraging the banks to lend out the excess.
(3) Money supply rises.
(4) Thus, an open market purchase is an example of expansionary
monetary policy
- usually defined to be a monetary policy that tends to reduce interest
rates
and raise income.
b. An open market sale.
(1) Here, the Fed sells bonds.
(2) In return for the bond, the Fed receives a check drawn against a
bank.
(3) The bank's reserve assets are reduced and money supply falls.
(4) Thus, an open market sale is an example of contractionary monetary
policy
- usually defined to be a monetary policy that tends to raise interest
rates
and lower income.
c. What happens to bond prices and interest rates during this process?
(1) An open market purchase.
(a) When the Fed buys bonds in an open market purchase, it raises the
demand
for bonds.
(b) Bond prices rise and interest rates fall.
(c) This happens in an expansionary monetary policy.
(2) An open market sale.
(a) When the Fed sells bonds in an open market sale, the supply of
bonds
moves to the right, thereby lowering the demand for bonds.
(b) Bond prices fall and interest rates rise.
(c) This happens in a contractionary monetary policy.
G. The Fed funds market.
1. How the Fed funds market works.
a. Banks with surplus reserves can lend money to banks with a reserve
shortage.
b. It is lent overnight as Fed funds - loans of their reserves banks
make
to each other.
c. Banks with surplus reserves will call a Federal funds dealer to
learn
the Federal funds rate - the interest rate banks charge each other for
Fed
funds.
d. This is all done electronically.
e. The Federal funds market - the market in which banks lend and borrow
reserves
is highly efficient.
(1) When banks have shortages of reserves (tight money) the
interest
rates are high; when banks have a surplus of reserves (loose money)
interest rates are low.
(2) Generally, large city banks are borrowers of Fed funds, while small
country
banks are lenders of Fed funds.
2. Offensive and defensive actions.
a. The Federal funds rate is an important intermediate target.
b. At times of national emergencies, such as floods or earthquakes,
when
it is impossible for businesses or individuals to get to the bank to
make
loan payments - the Fed will step in and buy or sell bonds to offset
such
changes. These actions are called defensive actions.
c. Defensive actions are meant to maintain the current monetary
policy.
d. Offensive actions are those meant to make monetary policy
have
expansionary or contractionary effects on the economy.
3. The Fed funds rate as an intermediate target.
a. Monetary policy affects interest rates such as the Federal funds
rate.
b. The Fed looks at the Federal funds rate to determine whether
monetary policy
is tight or loose.
c. If the Federal funds rate goes above the Fed's target range, it buys
bonds,
which increases reserves and lowers the Federal funds rate.
d. If the Federal funds rate goes below the Fed's target range, it
sells
bonds, which decreases reserves and raises the Federal funds rate.
H. International considerations in the conduct of monetary
policy.
1. A rise in the domestic interest rate tends to increase the
demand
for a nation's currency, and push up that nation's exchange rate. That
currency
will cost more in terms of the currencies of other nations.
2. A fall in a nation's interest rate works in the opposite direction.
3. An example:
a. A nation has decided to run an expansionary monetary policy, pushing
its
interest rate down.
b. The fall in the interest rate leads investors to invest elsewhere,
lowering
the value of that nation's currency and causing an outflow of financial
resources.
c. The outflow tends to push interest rates back up.
d. If the nation has international agreements to keep its exchange rate
at
a certain level, this outflow must be offset in some manner.
I. Contrasting views of the channels of monetary policy- Keynesians vs.
Classicals.
V. Monetary Policy in the Keynesian Model
A. In Keynesian terms, monetary policy is seen working primarily
through its
effect on interest rates.
1. The Fed decreases money supply (uses contractionary monetary
policy).
a. The interest rates go up.
b. As interest rates go up, the quantity of investment goes down.
c. As investment goes down, aggregate demand goes down.
d. Through repercussion effects, aggregate equilibrium demand and
income go
down by a multiple of decrease in investment.
e. The AED curve shifts to the left by a multiple of the shift in
investment.
2. Expansionary monetary policy works in the opposite direction.
B. Keynesian monetary policy in the circular flow.
1. If monetary and fiscal policy are needed, it is because the
financial sector
is in some ways clogged and is not correctly translating savings into
investment.
2. Monetary policy works to unclog the financial sector.
3. Fiscal policy provides an alternative route for savings around the
financial
sector.
4. A government budget deficit absorbs excess savings and translates it
back
into the spending stream.
5. A government budget surplus supplements the shortage of savings and
reduces
the flow back into the spending stream.
C. The Keynesian emphasis on the interest rate.
1. They interpret a rising interest rate as a tightening monetary
policy.
2. They interpret a falling interest rate as a loosening of monetary
policy.
3. The early Keynesians advocated keeping the interest rate low.
4. Keynesians today advocate keeping the interest rate low enough to
foster
growth, but high enough to keep inflation in check - a difficult task
indeed.
VI. Monetary Policy in the Classical Model
A. The quantity theory of money the theory that the price level
varies in response to changes in the quantity of money.
1. The Classical quantity theory of money centers around the equation
of
exchange - an equation of 'quantity of money times velocity of money
equals
price level times the quantity of real goods sold.' This equation
is:
MV = PQ
2. Where:
M = money supply
V = velocity of money (is constant and determined by institutional
forces).
P = price level
Q = real output (is relatively constant and determined by real, not
monetary
forces)
3. PQ is the economy's nominal output (nominal GDP- the quantity of
goods
valued at whatever price level exists at the time.
4. V, the velocity of money, is the number of times per year, on
average, a dollar goes around to generate a dollar's worth of income.
5. The Classicals make certain assumptions about the variables in the
equation
of exchange.
a. Velocity is constant.
(1) Its rate is determined by the economy's institutional structure.
(2) If velocity is constant, the quantity theory can be used to predict
how
much nominal GDP will grow if we know how much the money supply grows.
b. The second assumption is that Q is independent of the money supply.
That
is, Classicals believe Q is autonomous, meaning real output is
determined by forces outside the quantity theory.
(1) If Q grows, it is because of incentives in the real economy.
(a) Thus, their policy analysis is on the real economy - the supply
side
of the economy, not the demand side.
(b) This assumption is called the veil of money assumption, which holds
that
real output is not influenced by changes in the money supply.
(c) The veil of money assumption allows Classical economists to
separate
two puzzles - how the real economy works, and how the financial sector
works.
(2) With both V and Q unaffected by changes in M, the only thing that
can
change is P. Classicals say that M and P would change by equivalent
percentages.
c. The third assumption is the direction of causation - changes in
money
supply cause changes in the price level. The arrow of causation goes
from
left to right: MV = PQ
6. In summary, the Classicals view expansionary monetary policy as
increasing
M, and in the long run they believe this will simply increase the price
level,
P. Contractionary monetary policy will do the opposite. In the long
run,
monetary policy has no effect on real economic variables such as income
or
employment.
B. The Classical emphasis on money supply.
1. A large increase in money supply indicates expansionary monetary
policy.
2. A large decrease in money supply indicates contractionary monetary
policy.
C. 'Steady-as-you-go' policy.
1. Classicals favor a monetary policy that increases the money supply
just
enough each year to allow for the normal real growth of the economy.
2. They oppose the Keynesian policy of an activist monetary policy.
3. They feel that in the short run no one knows exactly what the
outcome will
be for an activist monetary policy.
4. They feel the markets are doing a pretty good job of coordinating
savings
and investment.
D. Real and nominal interest rates.
1. Classical point out the difference between real and nominal interest
rates.
a. Nominal interest rates are those you actually see and pay.
b. Real interest rates are those adjusted for expected inflation.
2. The real interest rate cannot be observed since it depends on
expected inflation, which cannot be directly
observed. Nominal interest rate = Real interest
rate + Expected inflation rate.
E. Real and nominal interest rates and monetary policy.
1. The linkage between real and nominal interest rates and monetary
policy
is that if the expansionary monetary policy (for example) leads to
expectations
of increased inflation, nominal interest rates will go up.
2. The distinction between nominal and real interest rates strengthens
the
Classical case that the best monetary policy is an unchanging policy,
since
in the short run, the monetary policy's effects are too uncertain, and
in
the long run, they limply lead to changes in the price level.
3. Monetary policy in the Fed model of the 1990s.
a. The Fed is eclectic; sometimes it uses the Keynesian model and
sometimes the Classical model.
b. Thus, they use both interest rates and money supply measures in
their
planning.
VII. Problems in the Conduct of Monetary Policy.
A. Knowing what policy to use.
1. The potential level of income must be known.
2. Otherwise you don't know whether to use expansionary or
contractionary monetary policy.
B. Understanding the policy you're using.
1. In order to use monetary policy effectively, you must know whether
the
monetary policy you are using is expansionary or contractionary.
2. The money multiplier is influenced by both the amount of cash people
hold
as well as the lending process at the bank. Neither of these are stable
numbers.
3. Then there are interest rates. If interest rates rise, is it because
of
expected inflation or is it that the real interest rate is going up?
C. Lags in monetary policy.
1. Monetary policy takes time to work. Just because the Fed drops
interest rates, that does not necessarily mean that people or
businesses will go out
and borrow money.
2. In the face of a contractionary monetary policy, banks have been
creative
in circumventing cuts in the money supply.
D. Political pressure.
1. The Fed is not totally insulated from political pressure.
2. Presidents place great pressure on the Fed to loosen the purse
strings, especially during an election year.
E. Conflicting international goals.
1. Monetary policy is conducted in an international arena.
2. It must be coordinated with other nations.
Lecture Outline: Chapter 14 The federal Reserve System and Its Macro Monetary Policy
I. Introduction.
A. Monetary policy is that which influences the economy through changes
in
the money supply and available credit.
1. Monetary policy is one of the two main traditional macroeconomic
tools
by which government attempts to control the
aggregate economy.
2. Government (the President and Congress) control fiscal policy.
3. The Federal Reserve (the Fed) controls monetary policy.
B. What is the effect of monetary policy on the AS/AD model?
1. Expansionary monetary policy shifts the AD curve to the right.
2. Contractionary monetary policy shifts the AD curve to the left.
3. What effect contractionary or expansionary monetary policy will have
on
equilibrium income and the price level depends on
whether or not inflationary pressures will be set in motion.
4. That in turn depends on how close the economy is to potential
income.
5. The supply conditions of the economy are central to the effect one
believes
monetary policy will have on the economy.
6. The general rule states that expansionary monetary policy increases
nominal
income. Its effect on real income depends on
how the price level responds.
% Real Income = % Nominal Income - % Price Level
II. Duties and Structure of the Fed
A. A central bank is a bankers' bank.
1. It conducts monetary policy.
2. If banks need to borrow money, they go to the central bank.
3. If there is a run on a bank, the central bank lends money to the
imperiled
bank until the danger has passed.
4. Its IOUs are cash, so by simply issuing an IOU it can create money.
5. In Great Britain, the Bank of England is part of the government.
6. In the U.S., the Fed is not part of the government.
B. Structure of the Fed is as follows:
1. The Fed is a semiautonomous organization composed of 12 regional
banks.
It is run by a Board of Governors appointed by
the President with the advice and consent of the Senate.
2. The Fed, although an agency of the federal government, has much more
independence
than most agencies.
a. The considerable profits the Fed earns are turned over to the U.S.
Treasury,
not to the "owners," the member banks.
b. Once appointed for a term of 14 years, governors cannot be removed
from
office, which means they can pretty well do what
they think is right.
3. The seven Fed governors are paid less than they could receive in the
private
sector. Generally, the governors do not serve
out their full terms but are recruited by private businesses for
substantially higher salaries.
4. The President appoints one of the seven members to chairman of the
Board
of Governors for a four year term, generally
conceded to be the second most powerful official in government.
5. Geographically, the Fed's districts reflect its political history,
with
nine of the twelve banks situated in the East and Midwest.
D. Duties of the Fed
1. Conducting monetary policy (influencing the supply of money and
credit
in the economy). This the most important job the
Fed has to do.
2. Supervising and regulating financial institutions.
3. Serving as a lender of last resort to financial institutions.
4. Providing banking services to the U.S. government.
5. Issuing coin and currency. The disastrous Susan B. Anthony minted
dollar
was initially distributed through the banking
system. It bombed. When the new Sacagawea minted dollar was initially
distributed
not only through the Fed but also through
Wal-Mart and Sam's Club, the banks and small retailers howled. It
worked. The demand for the new coin reached 200 million
in the first month. It took the Susan B. Anthony four years to reach
that
level. See: Julia Angwin, "Bankers Assail Mint for Deal
With Wal-Mart," The Wall Street Journal, February 9, 2000, p. B1.
6. Providing financial services such as check clearing to commercial
banks,
savings and loan associations, savings banks, and
credit unions.
E. The Importance of Monetary Policy
1. Monetary policy is the Fed's most important job, and the most - used
policy
in macroeconomics.
2. The Fed conducts it and controls it.
3. Actual decisions about monetary policy are made by the Federal Open
Market
Committee (FOMC) -- the Fed's chief
policymaking body.
a. The membership is made up of the seven members of the Board of
Governors, together with the president of the New York
Fed and a rotating group of four of the presidents of the other
regional banks.
b. The actions of this group are closely watched -- indeed some
observers have made a career out of guessing with the Fed is
likely to do in the future.
F. The conduct of monetary policy.
1. Bank reserves are IOUs of the Fed -- either vault cash or deposits
are
the Fed. The monetary base is vault cash, currency
in circulation, and deposits at the Fed.
2. By controlling the monetary base, the Fed can influence the amount
of
money in the economy and the activities of
commercial banks.
3. Other things being equal, as reserves decline, the interest rate
will
rise; and as reserves increase, interest rates will fall. Thus,
monetary policy is concerned with the cost of money -- interest rates.
III. Tools of Monetary Policy
A. Changing the reserve requirement.
1. By law, the Fed controls the minimum percentage of deposits banks
keep
in reserve by controlling the reserve requirement
of all U.S. banks.
2. The minimum is called the reserve requirement -- the percentage the
Federal
Reserve System sets as the minimum amount
of reserves a bank must have.
B. Required reserves and excess reserves.
1. For most banks, the Fed's reserve requirement determines what they
hold
as reserves.
a. Banks hold as little in reserves as possible since they earn no
interest
on them
b. In the late 1990s, required reserves for demand deposits were about
10
percent, and zero for all other accounts, making the
reserve requirement for all liabilities a little under 2 percent.
2. In the late 1990s, excess reserves were about $1 billion.
C. The reserve requirement affects the money supply.
1. By changing the reserve requirement, the Fed can increase or
decrease the
money supply.
a. If the Fed increases the reserve requirement, it contracts the money
supply.
b. Since they have less money to lend out, the decreased money
multiplier (the multiple contraction of deposits occurring in
response to a change in reserves) further contracts the money supply.
c. If the Fed decreases the money supply, it expands the money supply.
d. The money multiplier further expands the money supply.
2. The approximate real world money multiplier in the economy is 1/(r
+c)
where r = the percentage of deposits banks hold in
reserve and c is the ratio of money people hold in cash to the money
they
hold as deposits.
3. An example: assume banks keep 8 percent in reserve and the ratio of
individuals'
cash holdings to their deposits is 20
percent. The approximate real world money multiplier is: 1/(.08 +.20) =
1/.28
= 3.57. So $1,000,000 in vault cash plus
currency will support a total $3,570,000 money supply.
4. In reality, the cash-to-deposit ratio (c) is about 0.4 percent. As
mentioned
above, the average reserve requirement for
demand deposits (r) is about 0.1 . So the realistic approximate money
multiplier
for demand deposits (M1) is: 1/(0.1 + 0.4) =
1/.5 = 2
5. An example: A $1,000,000 increase of reserves plus currency will
support
a $2,000,000 increase in demand deposits. For
other deposits, the reserve requirement is much lower, so the money
multiplier
is larger for those.
6. What to do if there is a shortage of reserves?
a. Go to the Federal funds market where the bank can borrow reserves
from
another bank that has excess reserves. This is
called the Federal Funds market. The rate of interest charged is the
Federal
Funds rate.
b. If the Federal funds market dries up, the bank may stop making new
loans
and keep as reserves the proceeds of loans that
are paid off.
c. Sell Treasury bonds in order to get reserves. The bonds themselves
cannot
be used as reserves (they are sometimes called
secondary reserves) but the cash that comes from their sales does.
D. Changing the discount rate.
1. This second tool of the Fed concerns an alternative to those listed
above
-- borrow reserves directly from the Fed, the
bankers' bank.
2. The discount rate is the rate of interest the Fed charges for those
loans
it makes to banks.
a. An increase in the rate of interest makes it more expensive for
banks
to borrow from the Fed.
b. A decrease in the rate of interest makes it less expensive for banks
to
borrow from the Fed.
c. Therefore, by changing the discount rate, the Fed can expand or
contract
the money supply.
3. In practice, the discount rate is generally lower than other rates
banks
would have to pay to borrow reserves. So why not
just go to the Fed and pay the discount rate?
a. The Fed discourages banks from using this option.
b. Therefore, most banks do this as a last resort.
c. Fed auditors may show up if this option is overused.
4. The Fed uses announced changes in the discount rate as a signal that
the
Fed wants the money supply to either expand or
contract.
E. Executing open market operations.
1. Changes in the discount rate and reserve requirements are not used
in
day-to-day operations of the Fed. These tools are
used for major changes.
2. For day-to-day operations the Fed uses a third tool, open market
operations
-- the Fed's buying and selling of
government securities (the only type of asset the Fed is allowed by law
to
hold in any appreciable quantity).
a. To expand money supply, the Fed buys bonds.
b. To contract money supply, the Fed sells bonds.
3. Periodically, the FOMC decides what its open market operations will
be
and whether it want to expand or contract the
money supply.
F. Examples of open market operations.
1. An open market purchase.
a. When the Fed buys bonds, it deposits the money in federal government
accounts
at a bank.
b. When the Fed pays the government for its bonds, bank cash reserves
rise,
encouraging the banks to lend out the excess.
c. Money supply rises.
d. Thus, an open market purchase is an example of expansionary monetary
policy
-- usually defined to be a monetary policy
that tends to reduce interest rates and raise income.
2. An open market sale.
a. Here, the Fed sells bonds.
b. In return for the bond, the Fed receives a check drawn against a
bank.
c. The bank's reserve assets are reduced and money supply falls.
d. Thus, an open market sale is an example of contractionary monetary
policy
-- usually defined to be a monetary policy
that tends to raise interest rates and lower income.
3. What happens to bond prices and interest rates during this process?
a. An open market purchase.
(1) When the Fed buys bonds in an open market purchase, it raises the
demand
for bonds.
(2) Bond prices rise and interest rates fall.
(3) This happens in an expansionary monetary policy.
b. An open market sale.
(1) When the Fed sells bonds in an open market sale, the supply of
bonds
moves to the right, thereby lowering the demand for
bonds.
(2) Bond prices fall and interest rates rise.
(3) This happens in a contractionary monetary policy.
G. The Fed funds market.
1. How the Fed funds market works.
a. Banks with surplus reserves can lend money to banks with a reserve
shortage.
b. It is lent overnight as Fed funds -- loans of their reserves banks
make
to each other.
c. Banks with surplus reserves will call a Federal funds dealer to
learn
the Federal funds rate -- the interest rate banks charge
each other for Fed funds
d. This is all done electronically.
(1) A fall in bond prices means a rise in interest rates.
(2) When the price of bonds rises, the interest rate falls.
(3) Thus, the price of bonds and the interest rate are inversely
related.
e. The Federal funds market -- the market in which banks lend and
borrow reserves
-- is highly efficient.
(1) When banks have shortages of reserves (tight money) the interest
rates
are high; when banks have a surplus of reserves
(loose money) interest rates are low.
(2) Generally, large city banks are borrowers of Fed funds, while small
country
banks are lenders of Fed funds.
2. Offensive and defensive actions.
a. The Federal funds rate is an important intermediate target.
b. At times of national emergencies, such as floods or earthquakes --
when
it is impossible for businesses or individuals to get
to the bank to make loan payments -- the Fed will step in and buy or
sell
bonds to offset such changes. These actions are
called defensive actions.
c. Defensive actions are meant to maintain the current monetary policy.
d. Offensive actions are those meant to make monetary policy have
expansionary or contractionary effects on the economy.
3. The Fed funds rate as an intermediate target.
a. Monetary policy affects interest rates such as the Federal funds
rate.
b. The Fed looks at the Federal funds rate to determine whether
monetary policy
is tight or loose.
c. If the Federal funds rate goes above the Fed's target range, it buys
bonds,
which increases reserves and lowers the Federal
funds rate.
d. If the Federal funds rate goes below the Fed's target range, it
sells
bonds, which decreases reserves and raises the Federal
funds rate.
4. The Taylor rule. For every percentage point inflation is above
(below) the Fed's inflation target, the Fed funds rates will rise
(fall) by 1.5 percentage points; for every percentage point the
economy's total output is above (below) its potential output, the
Fed funds rate will rise (fall) by half a percentage point.
IV. Monetary Policy in the AS/AD Model
A. In the AS/AD model, monetary policy works primarily through its
effect
on interest rates..
1. The Fed decreases money supply (uses contractionary monetary
policy).
a. Interest rates go up.
b. As interest rates go up, the quantity of investment goes down.
c. As investment goes down, aggregate demand goes down.
d. Through multiplier effects, aggregate equilibrium demand and income
down
up by a multiple of decrease in investment.
e. The AD curve shifts to the left by a multiple of the shift in
investment.
f. Thus:
2. Expansionary monetary policy works in the opposite direction.
B. Monetary policy in the circular flow
1. If monetary and fiscal policies are needed, it is because the
financial sector is in some ways clogged and is not correctly
translating savings into investment.
2. Monetary policy works to unclog the financial sector.
C. The emphasis on the interest rate.
1. A rising interest rate indicates a tightening monetary policy.
2. A falling interest rate indicates a loosening of monetary policy.
3. A natural conclusion is that the Fed should target interest rates in
setting
monetary policy.
D. Real and nominal interest rates.
1. There is a problem in using interest rates as a measure of the
tightness or looseness of monetary policy. That problem is the
real/nominal interest rate problem.
a. Nominal interest rates are those you actually see and pay.
b. Real interest rates are those adjusted for expected inflation.
2. The real interest rate cannot be observed since it depends on
expected inflation, which cannot be directly observed.
Nominal interest rate = Real interest rate + Expected inflation rate.
E. Real and nominal interest rates and monetary policy.
1. Making a distinction between nominal and real interest rates adds
another
uncertainty to the effect on monetary policy.
a. If expansionary monetary policy leads to expectations of increased
inflation,
expansionary expansionary monetary policy can
increase nominal interest rates and leave real interest rates
unchanged.
b. Why? Because of expectations of increased inflation.
2. The possible effect of monetary policy on expectations of inflation
has
led most economists to conclude that a monetary
regime, not a monetary policy is the best approach to policy.
a. A monetary regime is a rule; it is a predetermined statement of the
policy
that will be followed in various situations.
b. On the other hand, a monetary policy is a policy response to events.
It
is chosen without a predetermined framework.
3. The monetary regime the Fed is currently following involves feedback
rules
that center on the federal funds rate.
a. If inflation is above its target, the Fed raises the federal funds
rate
by selling bonds thereby increasing the money supply, in an
attempt to slow inflation down.
b. If inflation is below its target, and if the economy is sliding into
a
recession, the Fed lowers the federal funds rate by buying
bonds thereby decreasing the money supply.
V. Problems in the Conduct of Monetary Policy
A. Knowing what policy to use.
1. The potential level of income must be known.
2. Otherwise you don't know whether to use expansionary or
contractionary monetary policy.
B. Understanding the policy you're using.
1. In order to use monetary policy effectively, you must know whether
the
monetary policy you are using is expansionary or
contractionary.
2. The money multiplier is influenced by both the amount of cash people
hold
as well as the lending process at the bank.
Neither of these are stable numbers.
3. Then there are interest rates. If interest rates rise, is it because
of
expected inflation or is it that the real interest rate is going
up?
C. Lags in monetary policy.
1. Monetary policy takes time to work. Just because the Fed drops
interest rates, that does not necessarily mean that people or
businesses will go out and borrow money.
2. In the face of a contractionary monetary policy, banks have been
creative
in circumventing cuts in the money supply.
D. Political pressure.
1. The Fed is not totally insulated from political pressure.
2. Presidents place great pressure on the Fed to loosen the purse
strings, especially during an election year.
E. Conflicting international goals.
1. Monetary policy is conducted in an international arena.
2. It must be coordinated with other nations.