Federal Reserve Research Shows Asymmetric Effects of Monetary Policy on Firm Investment

Federal Reserve researchers have released new findings indicating that firms’ borrowing and investment responses to monetary policy differ depending on whether policy is tightened or eased. In a paper presented at the Finance and Economics Discussion Series, the authors argue that when firms face multiple financing constraints, expansionary policy has a muted effect on borrowing and investment because the most responsive constraint limits borrowing. Conversely, tightening policy is amplified, as the least responsive constraint becomes binding. Using U.S. firm‑level data and a quasi‑natural experiment, the study finds strong evidence for these asymmetric effects. When integrated into a New Keynesian model, the research shows that a contractionary shock cuts investment by twice the amount that an equivalent expansionary shock raises it.

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