Programming in Finance II · USI · Spring 2026

The Policy Rate
Transmission Simulator

Choose a historical crisis or build your own scenario. Watch how interest-rate shocks ripple through an economy — from asset prices to GDP.

Historical Episodes

Time Machine
24 months
+1.0 pp
0.90

Policy Rate

% per year
vs neutral r*

Asset Prices

stock market
Bernanke & Kuttner

Inflation Rate

% per year
higher rates → less inflation

Purchasing Power

index (100 = start)
what your money buys

Savings Rate

% of income
Hall (1988)

Investment

index (100 = start)
Mishkin (1995)

GDP

index (100 = start)
overall economic output

Currency & Trade

imports vs exports
Mundell-Fleming

Impact Summary

IndicatorStartEndChangeWhat it means

How Does Monetary Transmission Work?

When a central bank changes rates, the rate gap (actual rate minus neutral rate r*) ripples through the economy. The shock decays over time — just like in reality. Here are the five main channels:

What ChangesWhyAcademic Source
Asset pricesHigher rates make future profits worth less today (discounting)Bernanke & Kuttner (2005)
Inflation fallsHigher rates cool demand, reducing price pressure over timeTaylor (1993) — the Taylor Rule
Purchasing powerLower inflation preserves what your money buysFisher (1930)
People save moreHigher rates reward saving over immediate spendingHall (1988)
Firms invest lessBorrowing costs rise, so fewer projects are profitableMishkin (1995)
GDP slowsLess investment + less consumption = slower overall outputRomer (2012) — Advanced Macroeconomics
Currency strengthensForeign investors chase higher yields, buy domestic currencyMundell (1963), Fleming (1962)
Exports fall, imports riseStrong currency makes domestic goods expensive abroadMundell-Fleming model