Volume 16, Issue 5 October 2022

To Guide or Not to Guide? Quantitative Monetary Policy Tools and Macroeconomic Dynamics in China

Abstract

This paper discusses the macroeconomic effects of China's quantity-based banking regulatory tool, "window guidance," introduced in 1998. Using an open-economy DSGE model that includes a commercial banking sector, we study the stabilizing effects of this nonstandard quantitative monetary policy tool and the implications of quantity-based versus price-based monetary policy instruments for welfare. The analyses are relevant to the current overhaul of Chinese monetary policy.

Authors

  • Hongyi Chen
  • Michael Funke
  • Ivan Lozev
  • Andrew Tsang

JEL codes

  • C61
  • E32
  • E44
  • E52