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Lecture Macroeconomics - Chapter 14: The bank of Canada and monetary policy

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Chapter 14 introduce to the bank of Canada and monetary policy. In this chapter you will learn: The main functions of the bank of Canada, how the Bank of Canada can expand or contract the money supply, the components of money demand, how the equilibrium interest rate is determined in the money market, the mechanism by which the interest rate affects GDP.

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 1

The Bank of Canada

and Monetary Policy

SLIDES PREPARED BY JUDITH SKUCE, GEORGIAN COLLEGE

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In this chapter you will learn

The main functions of the Bank of Canada

How the Bank of Canada can expand or

contract the money supply

The components of money demand

How the equilibrium interest rate is

determined in the money market

The mechanism by which the interest rate

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 3

Chapter 14 Topics

Goals of Monetary Policy

Functions of the Bank of Canada

Consolidated Balance Sheet of the Bank of

Canada

Tools of Monetary Policy

The Demand for Money

The Money Market

Monetary Policy, Real GDP, & the Price Level

Effectiveness of Monetary Policy

Current Focus: The Overnight Loans Rate

Monetary Policy & the International Economy

The “Big Picture”

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Goals of Monetary Policy

to help the economy to attain a

full-employment, noninflationary level of

total output…

by altering the economy’s money

supply and interest rates

how does this work?

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 5

Goals of Monetary Policy

Increase the money supply during a

recession to stimulate spending

Decrease the money supply during

inflation to constrain spending

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Chapter 14 Topics

Goals of Monetary Policy

Functions of the Bank of Canada

Consolidated Balance Sheet of the Bank of

Canada

Tools of Monetary Policy

The Demand for Money

The Money Market

Monetary Policy, Real GDP, & the Price Level

Effectiveness of Monetary Policy

Current Focus: The Overnight Loans Rate

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 7

Functions of the Bank of

Canada

1 The “Bankers’ Bank”

2 Issuing Currency

3 Acting As Fiscal Agent

4 Supervising the Chartered Banks

5 Regulating the Supply of Money

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Bank of Canada Independence

controversial

voters hold Parliament responsible

Bank must be protected from

political pressures

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 9

Chapter 14 Topics

Goals of Monetary Policy

Functions of the Bank of Canada

Consolidated Balance Sheet of the Bank of

Canada

Tools of Monetary Policy

The Demand for Money

The Money Market

Monetary Policy, Real GDP, & the Price Level

Effectiveness of Monetary Policy

Current Focus: The Overnight Loans Rate

Monetary Policy & the International Economy

The “Big Picture”

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Balance Sheet Of The Bank Of Canada

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 11

Gov’t of Canada deposits

Chartered bank deposits

Other deposits

Other liabilities

Balance Sheet Of The Bank Of Canada

Table 14-1

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Gov’t of Canada deposits

Chartered bank deposits

Other deposits

These deposits necessary for

These deposits necessary for

Balance Sheet Of The Bank Of Canada

Table 14-1

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 13

Gov’t of Canada deposits

Chartered bank deposits

Table 14-1

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Chapter 14 Topics

Goals of Monetary Policy

Functions of the Bank of Canada

Consolidated Balance Sheet of the Bank of

Canada

Tools of Monetary Policy

The Demand for Money

The Money Market

Monetary Policy, Real GDP, & the Price Level

Effectiveness of Monetary Policy

Current Focus: The Overnight Loans Rate

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 15

Tools of Monetary Policy

Two main instruments:

Open-Market Operations

Government Deposit Shifting

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Open-Market Operations

Bank of Canada’s buying bonds from

& selling them to chartered banks &

the general public

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 17

Open-Market Operations

Bank of Canada BUYS bonds

From the chartered banks…

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Open Market Operations Example

Bank Of Canada BUYS $1,000 Of

Securities From the Chartered Banks

Bank of Canada

Assets Liabilities

Chartered Banks Assets Liabilities

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 19

Open Market Operations Example

Bank of Canada

Assets Liabilities

Chartered Banks Assets Liabilities

+ Securities - Securities

Bank Of Canada BUYS $1,000 Of

Securities From the Chartered Banks

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Open Market Operations Example

Bank of Canada

Assets Liabilities

Chartered Banks Assets Liabilities

+ Securities + Chartered - Securities

bank deposits + Reserves

Bank Of Canada BUYS $1,000 Of

Securities From the Chartered Banks

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 21

Bank Of Canada BUYS $1,000 Of

Securities From the Chartered Banks

Open Market Operations Example

Bank Of Canada

Assets Liabilities

Chartered Banks Assets Liabilities

+ Securities + Chartered - Securities

bank deposits + Reserves

Deposits of the chartered banks at the Bank of Canada

are part of each bank’s

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Open Market Operations Example

Bank of Canada

Assets Liabilities

Chartered Banks Assets Liabilities

+ Securities + Chartered - Securities

bank deposits + Reserves

Bank Of Canada BUYS $1,000 Of

Securities From the Chartered Banks

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 23

$5,000 Chartered bank system lending

Total increase in money supply ($5,000)

Bank Of Canada Bond Purchase

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Open-Market Operations

Bank of Canada BUYS bonds

From the chartered banks…

From the public…

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 25

Open Market Operations Example

Bank of Canada BUYS $1,000 Of

Securities From the Public

Bank of Canada

Assets Liabilities

Chartered Banks Assets Liabilities

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Open Market Operations Example

Bank of Canada

Assets Liabilities

Chartered Banks Assets Liabilities

Bank of Canada BUYS $1,000 Of

Securities From the Public

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 27

Open Market Operations Example

Bank of Canada

Assets Liabilities

Chartered Banks Assets Liabilities

+ Securities + Chartered

bank deposits

Bank of Canada BUYS $1,000 Of

Securities From the Public

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Open Market Operations Example

Bank Of Canada

Assets Liabilities

Chartered Banks Assets Liabilities

+ Securities + Chartered

bank deposits

+ Reserves +Deposits

Bank of Canada BUYS $1,000 Of

Securities From the Public

system

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 29

D=E X m

= $800 X 1/.20

=$800 X 5

Total increase in money supply ($5,000)

Bank Of Canada Bond Purchase

$1000 Initial deposit

Figure 14-1

$200 Desired reserves

New reserves

$800 Excess reserves

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Open-Market Operations

Bank of Canada BUYS bonds

Bank of Canada SELLS bonds

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 31

Switching deposits FROM FROM the

chartered banks to the Bank of

Canada reduces deposits & reserves

Switching deposits

Switching deposits TO TO the chartered

banks from the Bank of Canada

increases deposits & reserves

main method by which the Bank of Canada controls the money supply

main method by which the Bank of Canada controls the money supply

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The Bank Rate & the Overnight

Loans Rate

Bank rate is the interest rate the

Bank of Canada charges on the

loans to the chartered banks

Bank rate is set at half a percentage

point above the

point above the overnight loans rate overnight loans rate

Bank of Canada has a published

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 33

Chapter 14 Topics

Goals of Monetary Policy

Functions of the Bank of Canada

Consolidated Balance Sheet of the Bank of

Canada

Tools of Monetary Policy

The Demand for Money

The Money Market

Monetary Policy, Real GDP, & the Price Level

Effectiveness of Monetary Policy

Current Focus: The Overnight Loans Rate

Monetary Policy & the International Economy

The “Big Picture”

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The Demand for Money

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 35

The Demand For Money

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Demand, D t

Asset Demand, D a

Amount of money demanded (billions

of dollars)

10 7.5

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 37

Transactions

Demand, D t

Asset Demand, D a

Total demand for money, D m

10 7.5

5

2.5

0

Amount of money demanded (billions

of dollars)

10 7.5

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Demand, D t

Asset Demand, D a

Total demand for money, D m

10 7.5

5

2.5

0

Amount of money demanded (billions

of dollars)

10 7.5

TO FIND THE EQUILIBRIUM RATE

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 39

Transactions

Demand, D t

Asset Demand, D a

Total demand for money, D m

10 7.5

5

2.5

0

Amount of money demanded (billions

of dollars)

10 7.5

5

2.5

0 D a

0 50 100 150 200 250 300 Amount of money

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Chapter 14 Topics

Goals of Monetary Policy

Functions of the Bank of Canada

Consolidated Balance Sheet of the Bank of

Canada

Tools of Monetary Policy

The Demand for Money

The Money Market

Monetary Policy, Real GDP, & the Price Level

Effectiveness of Monetary Policy

Current Focus: The Overnight Loans Rate

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 41

The Money Market

A decline in the supply of money will

create a temporary shortage of

money & increase the equilibrium

interest rate

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The Money Market

to $150 billion S m1

0 50 100 150 200 250 300

Figure 14-3

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 43

Amount of money demanded

(billions of dollars)

0 50 100 150 200 250 300

10 7.5 5 2.5 0

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0 50 100 150 200 250 300

10 7.5 5 2.5 0

Everyone sells bonds

bond prices fall interest rates rise illustrated…

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 45

Bonds

a $1,000 bond @ 5% pays $50 annually

if you buy this bond for $667, you still

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a $1,000 bond @ 5% pays $50 annually

if you buy this bond for $667, you still

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 47

Amount of money demanded

(billions of dollars)

0 50 100 150 200 250 300

10 7.5 5 2.5 0

Everyone sells bonds

bond prices fall interest rates rise until people are happy holding the lower quantity of money

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10 7.5 5 2.5 0

Dm

After adjustments to asset holdings, a new equilibrium will be seen at a higher level

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 49

Amount of money demanded

(billions of dollars)

10 7.5 5 2.5 0

Trang 50

10 7.5 5 2.5 0

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 51

Amount of money demanded

(billions of dollars)

10 7.5 5 2.5 0

Everyone buys bonds

bond prices rise interest rates fall until people are happy holding the higher quantity of money

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10 7.5 5 2.5

0 50 100 150 200 250 300

After adjustments to asset holdings,

a new equilibrium will be seen

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 53

Chapter 14 Topics

Goals of Monetary Policy

Functions of the Bank of Canada

Consolidated Balance Sheet of the Bank of

Canada

Tools of Monetary Policy

The Demand for Money

The Money Market

Monetary Policy, Real GDP, & the Price Level

Effectiveness of Monetary Policy

Current Focus: The Overnight Loans Rate

Monetary Policy & the International Economy

The “Big Picture”

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Monetary Policy, Real GDP,

& the Price Level

Cause-Effect Chain: The

Transmission Mechanism

Money supply impacts interest rates

Interest rates affect investment

Investment is a component of AD

Equilibrium GDP is changed

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If the money supply

increases to stimulate the economy

S m1

Real GDP

© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14

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D m

Investment Demand

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D m

Investment Demand

Interest rates fall as people work off excess money by buying bonds

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D m

Investment Demand

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D m

Investment Demand

Investment increase

increase in AD (multiplier effect)

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D m

Investment Demand

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D m

Investment Demand

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D m

Investment Demand

GDP doesn’t increase as much multiplier effect weaker because of

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Problem : Recessionary Gap

© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 63

Bank of Canada buys bonds, switches

deposits to chartered banks, or both

Money supply rises Reserves increase Interest rate falls Investment spending increases Aggregate demand increases

Real GDP rises by a multiple of the increase

in investment

Table 14-2

Table 14-2

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Problem : Inflationary Gap

Bank of Canada sells bonds, switches

deposits from chartered banks, or both

Money supply falls Reserves decrease Interest rate rises Investment spending decreases Aggregate demand decreases

Table 14-2

Table 14-2

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© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 65

Monetary Policy, Real GDP,

& the Price Level

as always, the impact

of a shift in AD

on real GDP and price level depends on supply conditions and the shape

of the AS curve

Trang 66

Chapter 14 Topics

Goals of Monetary Policy

Functions of the Bank of Canada

Consolidated Balance Sheet of the Bank of

Canada

Tools of Monetary Policy

The Demand for Money

The Money Market

Monetary Policy, Real GDP, & the Price Level

Effectiveness of Monetary Policy

Current Focus: The Overnight Loans Rate

Trang 67

© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 67

Effectiveness of Monetary Policy

Strengths of Monetary Policy

Speed & Flexibility

Isolation from Political Pressure

Success During the 1980s & 1990s

Shortcomings & Problems

Less Control?

Changes in Velocity

Cyclical Asymmetry

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Chapter 14 Topics

Goals of Monetary Policy

Functions of the Bank of Canada

Consolidated Balance Sheet of the Bank of

Canada

Tools of Monetary Policy

The Demand for Money

The Money Market

Monetary Policy, Real GDP, & the Price Level

Effectiveness of Monetary Policy

Current Focus: The Overnight Loans Rate

Trang 69

© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 69

Current Focus: The Overnight

Loans Rate

Bank of Canada communicates

changes in monetary policy by

announcing changes in the bank rate

The bank rate is set at the upper limit

of the Bank of Canada’s operating

band for the overnight loans rate

Trang 70

Chapter 14 Topics

Goals of Monetary Policy

Functions of the Bank of Canada

Consolidated Balance Sheet of the Bank of

Canada

Tools of Monetary Policy

The Demand for Money

The Money Market

Monetary Policy, Real GDP, & the Price Level

Effectiveness of Monetary Policy

Current Focus: The Overnight Loans Rate

Trang 71

© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 71

Monetary Policy & the International Economy

Net exports effects reinforce

monetary policy

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Problem : recession, slow growth

Expansionary monetary policy

(lower interest rate) Decreased foreign demand for dollars

Dollar depreciates Net exports increase Aggregate demand increases

Table 14-3

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Problem : inflation

© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 73

Contractionary monetary policy

(higher interest rate) Increased foreign demand for dollars

Dollar appreciates Net exports decrease Aggregate demand decreases Monetary policy is reinforced

Table 14-3

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Monetary Policy & the International Economy

Macro Stability & the Trade Balance

The easy money policy that is appropriate

for the alleviation of unemployment &

sluggish growth is compatible with the

goal of correcting a balance-of-trade

deficit

The tight money policy used to alleviate

Trang 75

© 2002 McGraw-Hill Ryerson Ltd Macroeconomics, Chapter 14 75

Chapter 14 Topics

Goals of Monetary Policy

Functions of the Bank of Canada

Consolidated Balance Sheet of the Bank of

Canada

Tools of Monetary Policy

The Demand for Money

The Money Market

Monetary Policy, Real GDP, & the Price Level

Effectiveness of Monetary Policy

Current Focus: The Overnight Loans Rate

Monetary Policy & the International Economy

The “Big Picture”

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