Friend, Not Foe? Monetary Policy and Energy Prices

Abstract

We empirically show that a central bank’s ability to affect global energy prices crucially alters monetary policy transmission. We first provide novel evidence that euro area monetary policy significantly affects energy prices. Employing a Lucas critique-robust counterfactual framework, we find that this ability strengthens and accelerates transmission to inflation and substantially alleviates the inflation-output trade-off. We further show that this ability materially shapes the mandate-optimal policy response to an energy supply shock: the optimal response implies a smaller interest rate increase and a more favorable inflation-output allocation than in a scenario where energy prices are unaffected by monetary policy.

Type
Publication
Revise & Resubmit at Journal of Political Economy: Macroeconomics
Presented at: Kiel-CEPR Conference 2025, Applied Macroeconomics in a Changing World (Oslo, 2025), EEA Annual Congress 2023, Oslo Macro Conference 2023, the European Central Bank, and other seminars. (Previously circulated as The Energy-Price Channel of (European) Monetary Policy)