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THE ECONOMICS OF MONEY,BANKING, AND FINANCIAL MARKETS 770

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738 Index Bank of Canada, 386 388, 389, 399 401 Bank of England, 397 Bank of Japan, 397 of central banks, 398, 401 European Central Bank, 396 Federal Reserve System, 292 293 indexed bonds, 79 indirect finance importance of, 168 meaning of, 29 individual life insurance, 289 Indonesia currency, collapse of, 221 stock market declines in, 220 Industrial-Alliance, 289 Industrial Bank of Japan, 281 Industrial Development Bank (IDB), 308 industrial production, 620 industrialized countries, and exchange rate targeting, 543 inflation adaptive expectations, 147 animal spirits, 671n and budget deficits, 676 680 consumer price index (CPI), 471n cost-push inflation, 673 674, 676 credibility, 688, 706 708 currency, collapse of, 217 defined, demand-pull inflation, 673, 674 676 expected inflation See expected inflation explanations for, fiscal policy, effect of, 670 671 and high unemployment targets, 673 676 hyperinflation, 47, 667, 678, 707n meaning of, 668 669 and money, 9, 667 668 and money growth, 669 670 negative inflation, 97 Phillips curve theory, 480 recent episodes of rapid inflation, 668 rise in Canadian inflation, 1960-1980, 680 683 supply-side phenomena, 671 672 targets, 1980-2008, 440f views of, 669 672 welfare cost of inflation, 680, 681 yield curve as forecasting tool, 132 zero inflation, 488, 488n inflation-control agreements, 488n inflation rate average, vs average rate of money growth, 8f for Canada, 1980-2008, 440f defined, NAIRU (nonaccelerating inflation rate of unemployment), 480 inflation targeting, 466 472 from 1989 to present, 487 489 advantages, 469 470 Australia, 471 Canada, 469, 471 delayed signalling, 471 disadvantages, 470 472 elements of, 467 low economic growth, 472 New Zealand, 467 468, 471 potential for increased output fluctuations, 471 472 rigidity, 471 Sweden, 471 United Kingdom, 469, 471 inflationary monetary policy, 673 683 budget deficits and inflation, 676 680 high employment targets and inflation, 673 676 welfare cost of inflation, 680, 681 information asymmetric information See asymmetric information collection, in insurance industry, 293 294 government regulation to increase, 174 175, 179 problems, in mortgage market, 206 production of information, 178 179 sale of, 173 information technology, 259 263, 283 ING Canada, 211, 269 initial public offerings (IPOs), 188, 300, 307 initiation of financial crisis, 200 202 insider information, 301 Inspector General of Banks, 241, 280 institutional investors, 303 instrument independence, 386 insurance, 288 295 cancellation, 294 coinsurance, 295 credit insurance, 291 292 deductible, 295 fraud prevention, 294 information collection and screening, 293 294 legislative framework, 292 293 life insurance, 289 290 limits on amount of insurance, 295 management, 293 295 property and casualty insurance, 290 291 restrictive provisions, 294 risk-based insurance premiums, 245, 294 Insurance Bureau of Canada, 285 Insurance Companies Act, 239t insurance holding companies, 282n interbank deposits, 52, 317 interest rate after-tax real interest rate, 78n annual percentage rate (APR), 235 bank rate, 24, 324, 407 and bond market, and bond prices, 71 business cycle expansion, 95 97, 96f changes, impact of, 3, 510 changes in equilibrium level of, 601 603 channel/corridor system, 436 credit market instruments, types of, 62 63 and default risk, 114 116 defined, and demand for bonds, 91 and demand for money, 566, 568 deposit rate ceilings, 264 and equilibrium exchange rate, 510 equilibrium interest rates, changes in, 88 99, 101 109 ex ante real interest rate, 76 ex post real interest rate, 76 expectations theory, 121 126 and expected inflation, 94 95 and expected return, 91 financing rate, 24 fiscal policy, response to change in, 602 603 Fisher effect, 94 95 Fisher equation, 76 77, 76n, 78n forecasting interest rates, 109, 133 135 forward rate, 134, 136 government spending, 603 and higher money supply growth rate, 106 109, 107f, 108f importance of, income effect, 101 increases in, and financial crises, 199 interest-rate risk, 74 75 and ISLM model, 592 593, 592f Japan, low interest rates in, 97 98 and liquidity of bonds, 117 118 London interbank offer rate (LIBOR), 24 mean-reverting, 125n measurement of interest rates, 59 71 monetary policy, response to change in, 601 602 and money, 9, 9f, 105 and money supply, 590n and net exports, 588 nominal interest rate, 76 79, 78f, 441 443, 645, 660 661 overnight interest rate, 24 25, 433, 437 439, 445 446 overnight money market rate, 24 overnight rate, 431 and planned investment spending, 587 588 policy rate, 433 434 price-level effect, 102 prime rate, 24 real interest rate, 76 79, 78f, 644n, 645 reference rate, 433 vs returns, 71 76 risk structure of interest rates, 113 119 and savings rates, 98 99 selected bonds, 1977-2009, 4f selected U.S interest rates, 24 simple interest rate, 59

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