UPSC MainsECONOMICS-PAPER-I201510 Marks
Q11.

Derive money multiplier when a part of money supply is exogenous and the other part is endogenous.

How to Approach

This question requires a blend of theoretical understanding of the money multiplier and its application in a more realistic scenario where the money supply isn't solely determined by the monetary base. The answer should begin by defining the basic money multiplier, then introduce the concept of exogenous and endogenous money. Finally, it should derive the combined money multiplier formula, explaining the role of each component. A clear explanation of the assumptions underlying the derivation is crucial.

Model Answer

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Introduction

The money multiplier is a key concept in monetary economics, representing the magnified effect of a change in the monetary base on the overall money supply. Traditionally, it’s calculated as 1/Reserve Ratio. However, this simplistic model assumes that banks lend out all excess reserves and that the public doesn’t hold any cash. In reality, a portion of the money supply is determined exogenously by the central bank (e.g., through open market operations), while another portion is created endogenously by the banking system through lending. Understanding how these two components interact is crucial for accurately assessing the impact of monetary policy. This answer will derive the money multiplier when both exogenous and endogenous components of the money supply are considered.

Understanding Exogenous and Endogenous Money

Exogenous money refers to the portion of the money supply directly controlled by the central bank. This includes currency in circulation and commercial banks’ reserves held with the central bank. The central bank influences this through tools like open market operations, the reserve requirement ratio, and the discount rate. Endogenous money, on the other hand, is created within the banking system as a result of lending activities. This happens when banks make loans, creating new deposits, which then expand the money supply.

Derivation of the Money Multiplier

Let's define the following variables:

  • M = Total Money Supply
  • MB = Monetary Base (Exogenous component)
  • Me = Endogenous component of money supply
  • r = Reserve Requirement Ratio
  • c = Currency Ratio (ratio of currency held by the public to deposits)
  • k = Loan demand function (describes the public’s demand for loans as a function of the interest rate)

The total money supply can be expressed as:

M = MB + Me

The monetary base (MB) is composed of currency in circulation (C) and commercial banks’ reserves (R):

MB = C + R

The money supply can also be expressed as:

M = C + D (where D represents deposits)

We know that C = cD, therefore:

M = cD + D = (c+1)D

Also, R = rD (assuming banks hold reserves equal to the reserve requirement ratio on deposits).

Substituting R and C into the monetary base equation:

MB = cD + rD = (c+r)D

Therefore, D = MB / (c+r)

Substituting this value of D back into the money supply equation:

M = (c+1) * [MB / (c+r)] = [(c+1)/(c+r)] * MB

However, this assumes that all excess reserves are lent out. In reality, banks may choose to hold excess reserves. Let’s introduce the concept of excess reserves. The total reserves are R = rD + ER, where ER represents excess reserves. The money multiplier is affected by the public’s desire to hold currency (c) and the banks’ desire to hold excess reserves. The endogenous component of money supply (Me) is determined by the loan demand function (k). The total money supply is then:

M = MB + k(i) (where i is the interest rate)

To derive a combined multiplier, we need to consider the impact of the monetary base on both the endogenous and exogenous components. The overall money multiplier (μ) can be expressed as:

μ = ΔM / ΔMB

Considering both exogenous and endogenous components, the money multiplier becomes more complex. It’s not a single fixed number but rather a function of various factors, including the reserve requirement ratio, the currency ratio, the loan demand function, and the banks’ willingness to hold excess reserves. A simplified representation, incorporating the currency ratio and reserve requirement, is:

μ = 1 / (r + c)

This multiplier applies to the exogenous portion of the money supply. The endogenous portion is influenced by the loan demand function and the banks’ lending behavior. Therefore, the total change in the money supply (ΔM) is a combination of the change in the monetary base (ΔMB) multiplied by the multiplier, plus the change in the endogenous component due to lending.

Factors Affecting the Money Multiplier

  • Reserve Requirement Ratio (r): A higher reserve requirement reduces the money multiplier.
  • Currency Ratio (c): A higher currency ratio reduces the money multiplier, as more money is held outside the banking system.
  • Excess Reserves: Banks holding excess reserves reduces the amount of money available for lending, lowering the multiplier.
  • Loan Demand: If loan demand is low, banks will not lend out all available funds, reducing the multiplier effect.

Conclusion

In conclusion, the money multiplier is not a static value but is influenced by a complex interplay of factors, including the reserve requirement ratio, currency ratio, and the behavior of both banks and the public. The derivation presented demonstrates that when considering both exogenous and endogenous money supply components, the traditional 1/r formula is insufficient. A more nuanced understanding of these factors is crucial for effective monetary policy implementation. Central banks must account for these complexities when attempting to control the money supply and influence economic activity.

Answer Length

This is a comprehensive model answer for learning purposes and may exceed the word limit. In the exam, always adhere to the prescribed word count.

Additional Resources

Key Definitions

Monetary Base
The total amount of currency in circulation plus commercial banks’ reserves held at the central bank. It is the foundation upon which the money supply is built.
Currency Drain Ratio
The ratio of currency held by the public to the total amount of deposits in the banking system. A higher currency drain ratio reduces the effectiveness of the money multiplier.

Key Statistics

In 2023, the Reserve Bank of India (RBI) reported an M3 money supply growth of around 12.4% (as of December 2023). This indicates the overall expansion of broad money in the Indian economy.

Source: RBI Statistical Tables on the Indian Economy, 2023-24

According to the World Bank, India's broad money (M3) to GDP ratio was approximately 88.5% in 2022. This indicates the size of the money supply relative to the overall economy.

Source: World Bank Data, 2022

Examples

Quantitative Easing (QE)

During the 2008 financial crisis and the COVID-19 pandemic, central banks globally (including the US Federal Reserve and the Bank of England) implemented QE programs. These involved injecting liquidity into the banking system by purchasing assets, thereby increasing the monetary base and attempting to stimulate lending and economic activity. The effectiveness of QE in boosting the money multiplier was debated, as banks often held onto excess reserves rather than lending them out.

Frequently Asked Questions

What is the difference between M1, M2, and M3?

M1 is the most liquid measure of the money supply, including currency in circulation and demand deposits. M2 includes M1 plus savings deposits, small time deposits, and money market mutual funds. M3 is the broadest measure, including M2 plus large time deposits and institutional money market funds.

Topics Covered

EconomyMacroeconomicsMonetary PolicyMoney SupplyBanking