Monetary Policy

Macroeconomics: Lecture 8 - Monetary Policy

Aim of this Lecture

  • Introduce monetary policy.
  • Discuss tools of monetary policy.
  • Describe inflation targeting in the UK.

Monetary Policy

  • Definition: Monetary policy involves the central bank altering the supply of money in the economy and/or manipulating interest rates.
    • Bank of England (BoE): Actions to influence the amount of money in the economy and the cost of borrowing.
    • European Central Bank (ECB): Decisions taken by central banks to influence the cost and availability of money.
    • Federal Reserve (FED): Actions and communications to promote maximum employment, stable prices, and moderate long-term interest rates.

Monetary Policy Setting

  • Government Sets Policy (Pre-1997 UK): The government sets the policy and decides on measures to achieve it.
  • Government Sets Targets, Central Bank Independent (Current UK): The government sets the policy targets, but the central bank has independence in deciding monetary policy.
  • Central Bank Independent (European Central Bank): The central bank has independence both in setting policy targets and running monetary policy.

Inflation Targets

  • Many countries use inflation targets as a key part of their monetary policy.
  • Examples of countries and their inflation targets:
    • Australia: 2–3% (Average over the business cycle)
    • Brazil: 3.5% (Tolerance band of ±1.5%)
    • Canada: 2% (Tolerance band of ±1%)
    • Chile: 3% (Tolerance band of ±1%)
    • Czech Republic: 2% (Tolerance band of ±1%)
    • Eurozone: 2% (Average for eurozone; over medium term)
    • Hungary: 3% (Tolerance band of ±1%; over medium term)
    • Iceland: 2.5% (Tolerance band of ±1.5%)
    • Israel: 1–3%
    • Japan: 2%
    • Mexico: 3% (Tolerance band of ±1%)
    • New Zealand: 2% (Tolerance band of ±1%)
    • Norway: 2% (Close to 2% over time)
    • Peru: 2% (Tolerance band of ±1%)
    • Poland: 2.5% (Tolerance band of ±1%)
    • South Africa: 3–6%
    • South Korea: 2%
    • Sweden: 2% (1–2 year horizon; tolerance band of ±1%)
    • Switzerland: <2% (Close to 2%)
    • Thailand: 1–3% (Tolerance band of ±1.5%)
    • UK: 2% (Forward looking; tolerance band of ±1%)
    • USA: 2% (Average rate of 2% over time; consistent with dual mandate of stable prices and maximum employment)

Monetary Policy Tools

  • Controlling Interest Rates:
    • Announcing changes in interest rates.
    • Backing up announcements with repo market operations.
  • Controlling the Money Supply:
    • Open market operations.
    • Quantitative easing/tightening.

Techniques to Control Interest Rates

  • Bank Rate: The interest rate the Bank of England charges when lending to commercial banks; also the interest rate it pays to commercial banks holding reserves with the BoE.
    • The central bank can choose the rate of interest to charge, which will have a knock-on effect on other interest rates throughout the banking system.
  • Pass-through Effect: The effect on other interest rates in the economy when the central bank changes its rate(s).
    • When Bank Rate is increased, the base rate charged by commercial banks increases, too.
    • Changes in central bank interest rates, however, will not necessarily have an identical effect on other interest rates (e.g., mortgage rate).

Techniques to Control Money Supply

  • Open-Market Operations (OMOs): Sale (or purchase) by the authorities of government securities (bonds or bills) in the open market in order to reduce (or increase) money supply.
    • To reduce the money supply, the central bank sells government securities.
      • When people buy securities, they draw on their bank accounts.
      • Thus, banks’ reserve balances with the central bank are reduced.
      • Banks reduce advances, and the money supply contracts.
    • To increase the money supply, the central bank buys government securities.
    • In response to sluggish demand after the Global Financial Crisis and during the Covid-19 pandemic.
    • Interest rates already at historical lows.
    • The process became known as quantitative easing.
  • Quantitative Easing: A deliberate attempt by the central bank to increase the money supply by buying large quantities of securities (private-sector debt or government bonds) through OMOs.
    • How quantitative easing works:
      • Central bank creates money digitally (‘central bank reserves’) to purchase securities.
      • This increases bond prices, but their ‘yield’ (that is, coupon rate/bond price) falls.
      • Yields on government bonds act as a benchmark interest rate for all sorts of other financial products (e.g., interest rates on household mortgages).
      • In turn, those lower interest rates lead to higher spending in the economy and boost AD.

Impact of Monetary Policy

  • Effect of an Increase in Interest Rates:
    • Increase return on savings, discourage consumption, reduces AD.
    • May discourage business investment, reduces AD.
    • Adds to costs of production, cost of living (increases mortgage repayments).
    • Drives up the exchange rate, by encouraging money inflow from abroad.

The Bank of England’s Approach

  • Targets inflation.
  • Monetary policy based on forecast inflation in 24 months’ time.
  • Deliberations of the Monetary Policy Committee (MPC).
    • MPC meets eight times per year.
    • Publishes a quarterly Monetary Policy Report with projections for inflation and real GDP growth for the next 3 years.
    • If projected inflation in 24 months’ time is off target, MPC changes interest rates.

Inflation Targeting in the UK

  • How successfully has the inflation target been met?
    • UK introduced inflation targeting in 1992.
    • Inflation virtually within target 1993-2007.
    • After 2007-8 more variation, but still small by historical standards.
  • Response to rise in inflation in 2022–23
    • Inflation soared in 2022 reaching at 11.1% by October – more than 9% above target.
    • BoE raised the Bank Rate, from 2.25% in September 2022 to 5.25% in August 2023, where it remained for a year, despite inflation falling.
    • Since August 2024, BoE lowered the Bank Rate four times to 4.25% where it currently stands.

Lecture Summary

  • The Bank of England administers monetary policy to achieve the 2% inflation target set by the Government.
  • In the short term, the authorities can use monetary policy to influence aggregate demand by altering money supply and/or changing interest rates.
  • After the global financial crisis and then again in response to the COVID-19 pandemic, many central banks engaged in quantitative easing to increase aggregate demand.