Fundamentals of Monetary Policy Chen Wu, Ph.D. Assistant Professor of Economics Plymouth State University The Uses of Money • Barter is the direct (exchange ) of one good for another, without the use of (money). • The three functions of money (anything serving these purposes is money): • Medium of exchange–is accepted as (payment ) for goods and services and debts. • Store of value–can be held for future (purchases). • Standard of value–serves as a (yardstick) for measuring the prices of goods and services. 13-2 McGraw-Hill/Irwin LO-1 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Cash versus Money • The concept of money includes more than dollar bills and coins. • (Checking) (accounts) can and do perform the same market function as cash. • Money is anything generally accepted as a medium of (exchange). • A transactions account is a bank account that permits direct (payments) to a third party (e.g., with a check). • The balance in your transactions account substitutes for cash and, therefore, is a form of (money). 13-3 McGraw-Hill/Irwin LO-1 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Basic Money Supply (M1) • The basic money supply is typically referred to by the abbreviation M1. • M1 is (currency) held by the public, plus balances in (transactions) accounts. • Cash is only part of the money supply; most money consists of balances in transactions accounts. • Credit cards are another popular medium of exchange. • Credit cards are (not) a form of money. • They are simply a payment service, not a store of value. • The money supply (M1) includes: • (Currency) in circulation • (Transaction-account) balances • Traveler’s (checks) McGraw-Hill/Irwin 13-4 LO-2 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Figure 13.1 13-5 McGraw-Hill/Irwin Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Near Money • • • • Savings accounts Certificates of deposit (CDs) Money-market mutual funds These represent additional measures of the money supply (M2, M3, etc.). • We will limit our discussion to M1, the basic money supply. 13-6 McGraw-Hill/Irwin LO-2 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Cashless Society? We’re keeping a smaller percentage of the money supply as cash as we: • Rely more on (credit) cards for purchases. • Receive (direct) (deposit) for paychecks. • Use more checks instead of cash. • Rely more on (debit) (cards) for transactions. • Complete many transactions via direct wire transfer of money. McGraw-Hill/Irwin 13-7 LO-2 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Creation of Money: Deposit Creation • The Bureau of Engraving and Printing and the U.S. Mint play only a minor role in creating money. • Most of what we call money is bank balances, not cash. • Deposit Creation: • In making a loan, a bank effectively creates money, because transactions-account balances are counted as part of the money supply. • Banks create (transactions-account) balances by making (loans). • Deposit creation–the creation of transactions deposits by bank lending. McGraw-Hill/Irwin 13-8 LO-3 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Example of Deposit Creation • A Monopoly Bank: • Assume: one bank in a town, and no one regulates bank behavior. • You deposit $100 from your piggy bank into the monopoly bank and receive a new (checking) (account). • When you deposit cash or coins in a bank, you are changing the composition of the money supply, not its size. • An Initial Loan: • The monopoly bank loans $100 to Campus Radio. • It deposits $100 into Campus Radio’s (checking) account. • (Money) has been created because the checking account is considered to be money. • Using the Loan: • The money supply does not contract when Campus Radio 13-9 spends the $100. • The ownership of the deposit (changes). McGraw-Hill/Irwin LO-3 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Fractional Reserves • Bank Reserves are assets held by a bank to fulfill its (deposit) obligations. • Bank reserves are only a fraction of total transactions deposits. • The Reserve Ratio is the ratio of a bank’s (reserves) to its total transactions (deposits): bank reserves Reserve ratio = total deposits • The ability of a monopoly bank to hold fractional reserves results from two facts: • People use (checks) for most transactions. 13• There is no other bank. 10 McGraw-Hill/Irwin LO-3 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Required Reserves • If a bank could create money at will, it would have a lot of control over aggregate demand. • In reality, no private bank has that much power. • The power to create money resides in the banking system, not in any single bank. • The Federal Reserve System requires banks to maintain some minimum reserve ratio. • Required Reserves are the minimum amount of (reserves) a bank is required to hold by government regulation. • The minimum reserve requirement directly (limits) depositcreation possibilities. • Required Reserves are equal to the required reserve ratio times transactions deposits: Required required total = X reserves reserve ratio deposits McGraw-Hill/Irwin 1311 LO-3 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Excess Reserves • Excess reserves are bank reserves in excess of (required) reserves: Excess Reserves = (Total) Reserves – (Required) Reserves • The ability of banks to make loans depends on access to (excess ) reserves. • So long as a bank has excess reserves, it can make additional (loans). • If a bank currently has $100 in reserves and is required to hold $75, it can (lend out) 1312 the excess $25. McGraw-Hill/Irwin LO-3 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. The Money Multiplier • A Multibank World: • In reality there is more than one bank in town. • The key issue is not how much excess reserves any specific bank holds but how much excess reserves exist in the entire banking system. • (Excess) (reserves) are the source of bank lending authority. • The cumulative amount of new loans is determined by the money multiplier. • The money multiplier is the number of deposit (loan) dollars that the banking system can create from $1 of excess reserves: Money multiplier = McGraw-Hill/Irwin 1 required reserve ratio 1313 LO-4 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. The Money Multiplier Process: Example • An initial deposit of $100 is made at University Bank. • University Bank keeps $75 (75% of the $100 new deposit) on reserve and loans out $25, which is deposited in Bank Two. • Bank Two keeps 75% of the new deposit on reserve ($18.75) and loans out $6.25 • Bank Three keeps 75% of the new deposit on reserve ($4.69) and loans out $1.56. • This process continues until all (excess) reserves have disappeared. 13- 14 McGraw-Hill/Irwin LO-4 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Figure 13.2 McGraw-Hill/Irwin 1315 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Limits to Deposit Creation • The potential of the money multiplier to create (loans) is summarized by the equation: Potential deposit creation = money multiplier x excess reserves of banking system • If the required reserve ratio = .75: • The multiplier = (1.33) • If the banking system has $25 in excess reserves: • Potential deposit creation is ($25) x (1.33) = ($33.25) • Excess Reserves as Lending Power: • Each bank may lend an amount equal to its (excess) reserves and no more. • The entire banking system can increase the volume of loans by the total amount of (excess) reserves in the banking system multiplied 13by the (money) (multiplier). 16 McGraw-Hill/Irwin LO-4 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. The Macro Role of Banks • Banks can create (money). • Since virtually all market transactions involve the use of money, banks must have some influence on macro outcomes. • Financing Aggregate Demand • Banks perform two essential functions: • • Banks transfer money from savers to spenders by (lending) funds (reserves) held on deposit. The banking system creates additional money by making (loans) in excess of 1317 McGraw-Hill/Irwin LO-5 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Constraints on Money Creation • There are four major constraints on banks’ lending ability: • Bank Deposits • Bank reserves will be lower if people prefer to hold (cash) rather than make (deposits) in their transactions accounts. • Willing Borrowers and Lenders • If consumers, businesses, and governments don’t want to borrow, (fewer) deposits will be created. • Banks may not be willing to satisfy credit demands, choosing instead to hold (excess) reserves. • Government Regulation 13• The Federal Reserve regulates bank (lending) practices. 18 McGraw-Hill/Irwin LO-5 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Recent Development in Money • Digital Money • The most common forms of money used in brick-and-mortar malls cannot be used as a medium of exchange in electronic malls. • Credit Cards • Almost all Internet purchases are completed with a credit card. • Dependence on credit cards limits the potential of e-commerce because of: • Security issues such as credit card number (theft). • Use and sale of credit card databases by e-retailers for (undisclosed) purposes. • E-Payments • Some companies offer a quasi-banking service by storing (purchasing) (power) that consumers and e-retailers can access. • Consumers must “deposit” e-cash with credit card advances. • Speed of Spending • Consumers still need cash and checking-account balances to pay for their e-purchases. • Virtual malls allow consumers to spend money balances (faster), 13thereby (boosting) aggregate demand. 19 McGraw-Hill/Irwin LO-5 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. The Federal Reserve System • The Federal Reserve System (the Fed) is the central banking system of the United States • Created in 1913, it consists of two components: • Headquarters in Washington, D.C. • (12) District Banks • Monetary Policy • A central responsibility of the Federal Reserve is monetary policy—the use of (money) and (credit) controls to influence macroeconomic activity. McGraw-Hill/Irwin 1420 LO-1 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Figure 14.1 McGraw-Hill/Irwin 1421 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Figure 14.2 McGraw-Hill/Irwin 1422 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. The Board of Governors • The key decision maker for (monetary) policy. • Located in Washington, D.C • Consists of (seven) members appointed by the President and confirmed by the U.S. Senate. • Board members are appointed for (14)-year terms and cannot be reappointed. • Terms are staggered every two years. 1423 McGraw-Hill/Irwin LO-1 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Federal Reserve District Banks • The 12 district banks perform many critical services, including the following: • Clearing (checks) between private banks • Holding bank (reserves) • Providing (currency) • Providing (loans) (called discounting) • The Fed Chairman • The Chairman is the most visible member of the Federal Reserve System. • This person is selected by the President for a (four)-year term and may be reappointed. • (Janet Yellen) is the current Chairman of the 14Fed. 24 McGraw-Hill/Irwin LO-1 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Monetary Tools • The Fed has the power to alter the money supply through three tools (4 tools since 2009): • Reserve requirements • Discount rate • Open market operations • Changes in the interest rate paid on reserves 1425 McGraw-Hill/Irwin LO-2 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Reserve Requirements • By changing the reserve requirement, the Fed can directly alter the (lending) capacity of the banking system. • Required reserves are the minimum amount of reserves a bank is required to hold by government regulation. • The ability of the banking system to make additional loans (create deposits) is determined by the amount of (excess) reserves banks hold and the (money) (multiplier): Available lending capacity of the banking system McGraw-Hill/Irwin = Money Excess x multiplier Reserves 1426 LO-2 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Reserve Requirements • A decrease in required reserves directly (increases) excess reserves. • Excess reserves are bank reserves in excess of (required) reserves: Excess = reserves Total reserves Required – reserves • A change in the reserve requirement causes: • A change in (excess) reserves • A change in the money (multiplier) • A lower reserve requirement (increases) the value of the money multiplier: • Money Multiplier = 1 Reserve Requirement Ratio McGraw-Hill/Irwin 1427 LO-2 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Table 14.1 McGraw-Hill/Irwin 1428 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. The Discount Rate • The discount rate is the rate of interest charged by the Federal Reserve Banks for lending reserves to (private) banks. • Sometimes bank reserves run low and they must replenish their reserves temporarily. • There are three sources of last-minute extra reserves: • Federal Funds Market, where banks may borrow from a reserve-rich bank • Securities Sales • Discounting – obtaining reserve credits from the Federal Reserve System • By raising or lowering the discount rate, the Fed changes the (cost) of money for banks and the incentive to (borrow) reserves. 1429 McGraw-Hill/Irwin LO-2 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Open-Market Operations • Open-market operations are the principal mechanism for directly altering the reserves of the banking system.ed to affect portfolio decisions and the decision to hold money or bonds. 1430 McGraw-Hill/Irwin LO-3 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Hold Money or Bonds? • The Fed attempts to influence whether individuals hold idle funds in (transaction) accounts (in banks) or government (bonds). • Open-Market Activity • Open-market operations–Federal Reserve purchases and sales of government (bonds) for the purpose of altering bank (reserves) (and thus money supply): • If the Fed buys bonds, it (increases) bank reserves (and money supply). • If the Fed sells bonds, it (reduces) bank reserves. hanges in bond prices alter portfolio choices. McGraw-Hill/Irwin 1431 LO-3 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Changes in the interest rate paid on reserves • In October 2008, Congress granted the Fed authority to pay (interest) on reserves of banks • If the Fed raises the interest rate on reserves and thereby reduces the differential between the federal funds rate and the interest rate on reserves, banks have (less) incentive to lend reserves in the federal funds market • Federal Funds Market (FFM) – A private overnight market (made up mostly of banks) in which banks can borrow reserves from other (banks) that want to lend them • Federal Funds Rate - The interest rate that banks pay to borrow reserves in the interbank (FFM) 32 McGraw-Hill/Irwin Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Powerful Levers • To summarize, there are three levers of monetary policy: • Reserve (requirements) • (Discount) rates • Open-market (operations) • Changes in the interest rate paid on (reserves) • The Fed has effective control of the nation’s money supply. • Shifting Aggregate (Demand) • The ultimate goal of all macro policy is to stabilize the economy at its (full-employment) potential. 14• Monetary policy may be used to shift AD 33 McGraw-Hill/Irwin LO-2 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Expansionary Policy • Monetary policy can be used to move the economy to its full-employment potential. • The Fed can increase AD by (increasing) the money supply by: • • • • (Lowering) reserve requirements (Dropping) the discount rate (Buying) more bonds to increase bank lending capacity (Lower) the interest rate paid on reserves • As a result of the near financial meltdown and recession of 2008-09, the Fed took on a massive expansionary policy by expanding its balance sheet, e.g. (purchasing) many government securities and non-government assets) and 14(lowering) interest rates to historic levels. 34 McGraw-Hill/Irwin LO-4 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Restrictive Policy • Monetary policy can also be used to (cool) an overheating economy. • The Fed can decrease AD by (decreasing) the money supply by: • (Raising) reserve requirements • (Increasing) the discount rate • (Selling) bonds in the open market • (Increase) the interest rate paid on reserves McGraw-Hill/Irwin 1435 LO-4 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Interest-Rate Targets • Interest rates are a key link between changes in the money supply and shifts of the (AD) curve. • Price versus Output Effects • The success of monetary policy depends on the conditions of AD and AS. • Increases in the money supply shift AD to the (right). • The shape of the AS curve determines the effectiveness of expansionary monetary policy. • Horizontal AS–output (increases) without any (inflation). • Vertical AS– (inflation) occurs without changing (output). • Upward-sloped AS – both prices and output are affected 14by monetary policy. 36 McGraw-Hill/Irwin LO-4 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Figure 14.7 McGraw-Hill/Irwin 1437 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Fixed Rules or Discretion? • The shape of the AS curve spotlights a central policy debate. • Should the Fed try to fine-tune the economy with constant adjustments of the money supply? • Or should the Fed instead simply keep the money supply growing at a steady pace? • The near financial meltdown of 2008 has raised the tone of this debate. 1438 McGraw-Hill/Irwin LO-5 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Discretionary Policy • The economy is constantly beset by positive and negative (shocks). • There is a need for continual (adjustments) to the money supply. • This view is supported by (Keynesian) economists who believe the economy is relatively unstable and needs help. 1439 McGraw-Hill/Irwin LO-5 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. Fixed Rules • Critics of discretionary monetary policy raise objections linked to the shape of the AS curve. • The AS curve could be (vertical) or at least (upward-sloping). • With an upward-sloping AS curve, too much expansionary monetary policy leads to (inflation). • Fixed rules for money-supply management are less prone to error than discretionary policy. • The Fed should increase the money supply by a constant (fixed) rate each year. • The growth rate of Ms should be consistent with the (economic) growth rate. • This idea was supported by economists such as Milton Friedman. McGraw-Hill/Irwin 1440 LO-5 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved. The Fed’s Eclecticism • The Fed currently uses a pragmatic, eclectic approach of: • (Flexible) rules • (Limited) discretion • The Fed mixes money-supply and interest-rate adjustments to do whatever is necessary to promote price (stability) and economic (growth). • Inflation Targeting • Ben Bernanke, the former Fed Chairman, has been a bit more specific about the Fed’s policy. • He believes the Fed should set an (upper) (limit) on inflation (called inflation targeting), then manipulate (interest) (rates) and 14the (money) (supply) to achieve it. 41 McGraw-Hill/Irwin LO-5 Copyright © 2011 by The McGraw-Hill Companies, Inc. All Rights Reserved.