11  Monetary policy under floating vs. fixed ER

11.1 Two channels of expansionary monetary policy

When the Fed eases (\uparrow M^S):

  1. Interest-rate channel. \downarrow r \Rightarrow \uparrow I^d \Rightarrow \uparrow Y.
  2. Exchange-rate channel. \downarrow r \Rightarrow capital outflow \Rightarrow home currency depreciates \Rightarrow \uparrow (X-M) \Rightarrow \uparrow Y.

11.2 Under flexible ER: both channels reinforce

Both channels push Y up. Monetary policy is potent under floating exchange rates — that’s one reason the U.S., UK, Japan, eurozone all run floating regimes.

11.3 Under fixed ER: only channel 1 operates

The central bank is committed to keep the ER stable. When monetary easing causes capital outflows that would depreciate the currency, the central bank must intervene — selling its FX reserves and buying back its own currency. That contracts M^S back toward where it started.

Net effect: monetary easing under a fixed ER is muted. Channel 1 (interest-rate) operates partially; channel 2 (FX) is dead.

11.4 The trilemma

A country can choose at most two of these three:

  1. Free capital flow.
  2. Fixed exchange rate.
  3. Independent monetary policy.
who picks what example
Free capital + floating ER, give up fixed ER U.S., UK, Japan, Eurozone
Free capital + fixed ER, give up independent monetary policy Hong Kong (USD peg), members of a currency union
Fixed ER + independent policy, give up free capital China historically (capital controls)
Important

This is why monetary unions are a big deal. Joining the Eurozone is choosing column 2 — you fix your ER (effectively, by adopting the same currency) and accept that the ECB sets monetary policy for everyone.