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Record W3136327135 · doi:10.34989/swp-2021-10

Monetary Policy Pass-Through with Central Bank Digital Currency

2021· preprint· en· W3136327135 on OpenAlexaff
Janet Hua Jiang, Yu Zhu

Bibliographic record

VenueRePEc: Research Papers in Economics · 2021
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicEconomic theories and models
Canadian institutionsBank of Canada
Fundersnot available
KeywordsHumanitiesPolitical scienceWelfare economicsEconomyEconomicsArt

Abstract

fetched live from OpenAlex

"Many central banks are considering issuing a central bank digital currency (CBDC). This would introduce a new policy tool—interest on CBDC. We investigate how this new tool would interact with traditional monetary policy tools, such as the interest on central bank reserves. We build a model in which CBDC and bank deposits are perfect substitutes as electronic payment methods. We discuss the effects (or pass-through) of two monetary policy tools: the interest on reserves and the interest on CBDC. Specifically, we examine how, in the presence of each other, these two policy tools affect the rates and quantities of deposits and loans. We find that when it is in effect, the interest on CBDC fully dictates the deposit rate and eliminates the pass-through from the interest on reserves to the deposit rate. How the interest on CBDC affects the pass-through from the interest on reserves to other economic variables depends on the market structure of the deposit market. While CBDC tends to weaken the pass-through of the interest on reserves when banks have market power, the reverse holds when the market is competitive. In turn, a high interest on reserves may weaken the pass-through of the interest on CBDC. In general, coordination between the two policy rates is needed to effectively achieve policy goals."

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.402
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.000
Bibliometrics0.0010.000
Science and technology studies0.0000.001
Scholarly communication0.0010.001
Open science0.0010.002
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.036
GPT teacher head0.278
Teacher spread0.242 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations21
Published2021
Admission routes1
Has abstractyes

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