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MONETARY POLICY FRAMEWORK AND PASS-THROUGH IN NIGERIA: A MISSING RING

Abstract

In this paper we focus on current developments in the credit view in order to assess the results of the past decade’s research and its legacy for macroeconomics and monetary policy.  This share the idea that a key ring that can also links monetary policy to economic activity is its power to induce changes in banks’ assets (i.e. total credit to the economy), rather than in banks’ liabilities (i.e. money balances in the economy) contrary to the traditional ―money view‖ that has predominated in macroeconomics during the past half-century .We expound the main models of the “credit channels” of monetary transmission, using quarterly time series data from 1986:1 to 2010:4 within a Vector Autoregressive (VAR) model.  Drawing from impulse and forecast error variance decomposition our results suggest a potential connection between credit conditions through investment to aggregate demand. The study indicates that there is a close relationship between the bank credit and the aggregate demand, which suggests a stronger monetary transmission system via credit channels and investment multiplier in Nigeria. Note that whether the credit transmission mechanism has stronger effects than the money transmission mechanism remains for further empirical matter in Nigeria.

Key Words: Monetary Policy, Credit Channel, VAR, Nigeria

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