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Monetary policy pass-through with central bank digital currency / by Janet Jiang and Yu Zhu.FB3-5/2021-10E-PDF

"This paper investigates how the introduction of an interest-bearing central bank digital currency (CBDC) that serves as a perfect substitute for bank deposits as an electronic means of payment affects monetary policy pass-through. When the deposit market is not fully competitive, the CBDC tends to weaken the pass-through of the interest on reserves. The interest on CBDC impacts the deposit market more directly compared with the interest onreserves. The CBDC rate can also have stronger pass-through to the loan market; however, the effect can be dampened by the policy on the interest on reserves. Therefore, coordination between the two policy rates is needed to effectively achieve policy goals"--Abstract, page ii.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.902739&sl=0

Publication information
Department/Agency
  • Bank of Canada, issuing body.
TitleMonetary policy pass-through with central bank digital currency / by Janet Jiang and Yu Zhu.
Series title
  • Staff working paper = Document de travail du personnel, 1701-9397 ; 2021-10
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • "Last updated: March 9, 2021."
  • Includes bibliographical references (pages 31-33).
Publishing information
  • Ottawa, Ontario, Canada : Bank of Canada = Banque du Canada, 2021.
  • ©2021
Author / Contributor
  • Jiang, Janet Hua, author.
Description1 online resource (ii, 33 pages) : charts.
Catalogue number
  • FB3-5/2021-10E-PDF
Subject terms
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