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Journal of Political Economy Vol. 131 No. 5 2023

Bank Market Power and Central Bank Digital Currency: Theory and Quantitative Assessment

Jonathan Chiu1; Seyed Mohammadreza Davoodalhosseini1; Janet Hua Jiang1; Yu Zhu2

1 Bank of Canada · 2 Renmin University of China

Abstract

This paper develops a micro-founded general equilibrium model of payments to study the impact of a central bank digital currency (CBDC) on intermediation of private banks. If banks have market power in the deposit market, a CBDC can enhance competition, raising the deposit rate, expanding intermediation, and increasing output. A calibration to the US economy suggests that a CBDC can raise bank lending by 1.57% and output by 0.19%. These crowding-in effects remain robust, albeit with smaller magnitudes, after taking into account endogenous bank entry. We also assess the role of a non-interest-bearing CBDC as the use of cash declines.

DOI
10.1086/722517
Volume
131
Issue
5
Pages
1213-1248
Language
en
Sources
bibtex:phds-export.bib openalex crossref

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