International Ec0nomics

2003-2004

 

 

 

Economics 280B (Fall 2003): Pierre-Olivier Gourinchas.

This sequence develops core models of international finance and open-economy macroeconomics, and surveys selected current research topics in the field. Topics treated in the first semester include: the intertemporal approach to the current account; international risk sharing and capital flows; home bias and international CAPM; the determination of real exchange rates and purchasing power parity; Empirical models of nominal exchange rates; sovereign debt crises; globalization.

 

 

Economics 280C (Spring 2004): Maury Obstfeld

This course covers advanced topics in open-economy monetary economics and in international finance. Topics treated include: money and exchange rate regimes; changes of regimes; sticky prices and stabilization policies; optimal policies, accommodation and credibility; economics of currency areas; the new open economy macroeconomics.


Econ280B   Fall 2003

Pierre-Olivier Gourinchas

 

 

Course Schedule

Classes will be held every Thursday from 12 to 2. Room: 639Evans

 

Grading Policy

Problem Sets (20% of grade).

Short Report (40% of grade).

Class participants will be asked to choose one among a small selection of papers and write a short report. Depending on the paper, you will be asked to provide critical missing intermediate steps, re-calibrate a simulation model or check core empirical results. The short report should be at most 10-12 double space pages. You should devote 1 to 3 pages to a critical assessment of the paper, establishing its value added to the literature in the manner of a referee report.

Final (40% of grade).

 

Course Material

The textbook for the course is Foundations of International Macroeconomics, by Maurice Obstfeld and Kenneth Rogoff, MIT Press, October 1996. It is available at the Student Store, as well as at http://www.amazon.com/ and http://www.barnesandnoble.com/.

 

Another useful references is "International Macroeconomics and Finance: Theory and Empirical Methods" by Nelson Mark, Blackwell Publisher, September 2001.

 

Reading List

The following reading list gives a guide to the material that will be covered in the course. Most articles are available on-line (follow the links). Articles not available online will be available either in the Reserve.

 

The web page for this class is accessed through Blackboard. Students need to create an account in Blackboard, then enroll in the course.

The course web page can be accessed via the department web page (www.econ.Berkeley.edu) or via http://blackboard.Berkeley.edu .

This syllabus is available under course information.


Topics

  1. The intertemporal approach to the Current Account

(August 28 and September 4)

*Obstfeld and Rogoff chapters 1 and 2;

*Obstfeld M. and K. Rogoff, "The Intertemporal Approach to the Current Account", in Handbook of International Economics, Gene Grossman and Ken Rogoff, ed, North Holland, 1995, also available as NBER working paper 4893.

*Glick R. and K. Rogoff, "Global versus Country specific Productivity Shocks and the Current Account", Journal of Monetary Economics (35), pp159-192, 1995;

*Kraay, A. and J. Ventura,  "Current Accounts in Debtor and Creditor Countries", Quarterly Journal of Economics, November 2000.

*Ventura J., “Towards a Theory of Current Accounts”, mimeo MIT, 2002.

Sachs J., "The Current Account and Macroeconomic Adjustment in the 70’s" Brookings Papers on Economic Activity (1), pp201-268, 1981;

Feldstein, M. and C. Horioka, "Domestic Savings and International Capital Flows", Economic Journal 90 (June): 314-29, 1980

Baxter M. and M. Crucini, “Explaining Saving –Investment Correlations”, American Economic Review June 1993, p 416-436.

Frankel, J., "Measuring International Capital Mobility", American Economic Review Papers and Proceedings, May 1992, 197-202.

Taylor, A., "International Capital Mobility in History: the Savings-Investment Relationship", NBER WP 5743

Mercereau B., "Does Wall Street Matter? Role of Stock Markets in Current Account Dynamics: a Time Series Approach", mimeo Yale University.

Nason J.and J. Rogers, “The Present-Value Model of the Current Account Has Been Rejected: Round Up the Usual Suspects”, mimeo, Federal Reserve Board, May 2002.

Gourinchas, P-O and H. Rey, “International Financial Adjustment”, May 2003, mimeo Princeton.

 

 

  1. International Financial Markets and Risk Sharing

(September 11 and 18)

*Obstfeld and Rogoff, chapter 5.

*Cole H. and M. Obstfeld, " Commodity Trade and International Risk Sharing: How much do Financial Markets Matter?",  Journal of Monetary Economics 28 (August): 3-24, 1991.

*Van Wincoop, E,  "How Big are Potential Gains from International Risk Sharing?", Journal of International Economics 47, 1999, 109-135.

*Obstfeld, M., "Risk-Taking, Global Diversification and Growth", American Economic Review 84, (December): 1310-29, 1994

*Lucas R., "Interest Rates and Currency Prices in a Two-Country World", Journal of Monetary Economics, 10, 335-59, 1982.

*Svensson, L.: "Trade in Risky Assets", American Economic Review, pp. 375-394, (June) 1988

*Martin P. and H. Rey: "Financial Super-Markets: Size matters for asset trade", CEPR DP 2232, 1999

Martin P. and H. Rey: "Financial Integration and Asset Returns", European Economic Review June 2000, vol 44/7, p. 1327-1350

Obstfeld, M., “Are Industrial Country Consumption Risks Globally Diversified?”, in L. Leiderman and A. Razin, eds, Capital Mobility, The Impact on Consumption, Investment and Growth, Cambridge University Press, New York, 1994.

Helpman E. and A. Razin, chapter 5 in A Theory of International Trade under Uncertainty, Academic Press 1978.

Cole, H.: "Financial Structure and International Trade", International Economic Review, May 1988.

Davis S. and J Nalewaik and P. Willen, “On the Gains to International Trade in Risky Financial Assets”, mimeo Chicago GSB, September 2001

 

 

 

 

  1. Home Bias, international CAPM, consumption correlation

(September 25 and October 2)

*Lewis K., "Puzzles in International Financial Markets" in Handbook of International Economics, Gene Grossman and Ken Rogoff, ed, North Holland, 1995 also NBER WP 4951;

*Baxter M, U. Jermann and R. King, “Nontraded Goods, Nontraded factors and International Nondiversification”, Journal of International Economics, April 1998, 211-229.

*Obstfeld M. and K. Rogoff, "The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?", NBER Macro Annual 2000, also NBER working paper 7777.

*Lewis K., "International Home Bias in International Finance and Business Cycles", NBER WP #6351, January 1998, or with the title ""Trying to Explain Home Bias in Equities and Consumption" Journal of Economic Literature 37, June 1999, 571-608.

Lewis K. (1996), "What can explain the apparent lack of consumption risk sharing?" Journal of Political Economy 104 (April): 267-97.

Baxter M. and U. Jerman, 1997, "The international diversification puzzle is worse than you think", American Economic Review, 87(March) and the appendix.

Julliard C., “The International Diversification Puzzle is NOT worse than you think”, mimeo, Princeton University, June 2002.

Tesar L. and I. Werner, 1995, "Home Bias and High Turnover", Journal of International Money and Finance 14 (August): 467-92  1995.

French K. and J. Poterba, 1991, "Investor diversification and international equity markets”, American Economic Review 81, 222-226.

Dumas, B and B. Solnik, "The world price of foreign exchange risk", Journal of Finance, 1995,. Vol 50 (2) p 445-79.

Pavlova A and R. Rigobon, “Asset Prices and Exchange Rates”, mimeo Sloan School, 2003

Dellas, H and A. Stockman, “International portfolio nondiversification and exchange rate variability”, Journal of International Economics, 26(3-4), pp271-89, May 1989

 

 

 

  1. Empirical Models of Nominal Exchange Rates

(October 9 and 16)

*Obstfeld–Rogoff ,  8.2.7

*Meese R. and K. Rogoff, “Empirical Exchange Rate Models of the Seventies”, Journal of International Economics 14 3-24, 1983

*Mark, N. 1995. Exchange Rates and Fundamentals: Evidence on long-horizon predictability. American Economic Review 85: 201-218.

*Flood R. and A. Rose,1995. Fixing exchange rates: A Virtual Quest for Fundamentals", Journal of Monetary Economics, 36: 3-37.

*Fama, E., 1984. Forward and spot exchange rates. Journal of Monetary Economics, vol. 14, 319-338.

*Frankel J. and K. Froot, 1989. Forward discount bias: is it an exchange risk premium? Quarterly Journal of Economics.

*Gourinchas P. and A. Tornell, "Exchange Rate Puzzles and Distorted Beliefs," mimeo Princeton University, June 2003

*Gourinchas P-O and H. Rey, “International Financial Adjustment”, mimeo Princeton University 2003.

*Froot K. and R. Thaler, 1990. Anomalies: Foreign Exchange. Journal of Economic Perspectives 4: 179-92.

*Jeanne O. and A. Rose, "Noise trading and exchange rate regime", Quarterly Journal of Economics 2001, also NBER WP 7104.

*Brandt M., Cochrane J. and P. Santa Clara, 2001. "International Risk Sharing is better than you think (or exchange rates are much too smooth) ", NBER WP 8404.

Lewis K., 1989. Changing beliefs and systematic rational forecast errors with evidence from foreign exchange, American Economic Review  79: 621-36.

Backus D., S. Foresi, and C. Telmer, 1998. “Affine models of currency pricing: Accounting for the forward premium anomaly

Frankel J. and K. Froot, 1987. Using survey data to test standard propositions regarding exchange rate expectations. American Economic Review 77: 133-153.

Frankel J and A. Rose, "Empirical research on Nominal Exchange Rates", in Handbook of International Economics, Gene Grossman and Ken Rogoff, ed, North Holland, 1995 also NBER WP 4865;

Duarte M. and A. Stockman, 2001. Rational Speculation and Exchange Rates, NBER WP 8362.

Alvarez F., Atkeson, A. and P. Kehoe, 2001. Volatile Exchange Rates and the Forward Premium Anomaly: A Segmented Asset Market View

Inoue A. and L. Kilian, “In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?”, mimeo European Central Bank, July 2002.

Kilian L. and M. Taylor, “Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?”, CEPR discussion paper 3024.

Backus D. and G. Smith, “Consumption and Real Exchange Rates in Dynamic Economies with Nontraded Goods”, Journal of International Economics, 25, 1993.

Bacchetta P. and E. van Wincoop, “Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?”, NBER WP9498, Feb 2003

Cheung Y-W., M. Chinn and A. Pascual, “Empirical Exchange Rate Models of the Nineties: Are any Fit to Survive?”, mimeo UCSB, 2003

 

  1. External Wealth, Capital flows, Microstructure

(October 23).

Guest Lecturer: Rich Lyons (Haas Business School)

*Evans M. and R. Lyons, 2001. Order Flow and Exchange Rate Dynamics, NBER WP7317, and Journal of Political Economy

*Froot K. and T. Ramadorai, 2001. “Currency Return, Institutional Investor Flows and Exchange-Rate Fundamentals”

Lane P. and G. M. Milesi-Ferretti, "The External Wealth of Nations: Measure of Foreign Assets and Liabilities for Industrial and Developing Countries," International Monetary Fund Working Paper WP/99/115, August 1999

Coval J. and T. Moskowitz, "The Geography of Investment: Informed Trading and Asset Prices", CRSP WP 502

Portes, R. and H. Rey: "Determinants of Cross-Border Equity Flows: the Geography of Information", former version CEPR DP 2225 and NBER WP 7336.

Kang J-K. and R. Stulz, 1997: "Why is there home bias? An analysis of Foreign Portfolio Equity Ownership in Japan", Journal of Financial Economics, 46(1), pp. 3-28.

Brennan M. and H. Cao, 1997, “International portfolio investment flows”, Journal of Finance 52, 1851-1880.

Lyons R, 2001. The Microstructure Approach to Exchange Rates, MIT Press, chapter 7.

Rime D., 2001. Private or Public Information in the Foreign Exchange Markets? An Empirical Analysis.

Gordon R. and L. Bovenberg: "Why is Capital so Immobile Internationally? Possible Explanations and implications for Capital Income Taxation", American Economic Review 86, December1996, 1057-1075

Warnock F. and C. Cleaver, “Financial Centers and the Geography of Capital Flows”, International Finance Discussion Papers, Federal Reserve Board, 2002-722, 2002.

 

  1. Long Run, Real Exchange Rate, Terms of Trade and Expenditure Switching.

(October 30)

*Obstfeld and Rogoff Chapter 4

*Engel C. and J. Rogers, "How Wide is the Border?" American Economic Review 1996 Dec, pp1112-1125;

*Rogoff K. "The Purchasing Power Parity Puzzle", Journal of Economic Literature Vol. 34, No. 2. (Jun., 1996), pp. 647-668;

*Engel C. "Accounting for US Real Exchange Rate Changes," Journal of Political Economy 107(3), June 1999, pages 507-38;

*Imbs J, H. Mumtaz, M. Ravn and H. Rey, “PPP Strikes Back: Aggregation and the Real Exchange Rate”, NBER WP 9372, Dec 2002

*Godberg P. and F. Verboven, “The Evolution of Price Dispersion in European Car Markets,” Review of Economic Studies, October 2001.

*Dumas B, "Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World", Review of Financial Studies, vol 5(2), 1999, pp153-180.

Froot K. and K. Rogoff, "Perspectives on PPP and Long-Run Real Exchange Rates", in Handbook of International Economics, Gene Grossman and Ken Rogoff, ed, North Holland, 1995 also NBER WP 4952;

Dornbusch R., S. Fisher and P. Samuelson,"Comparative Advantage, Trade, and Payments in a Ricardian Model with a Continuum of Goods", American Economic Review Vol. 67, No. 5. (Dec., 1977), pp. 823-839

Gourinchas P-O., "What do we learn from job flows" NBER Macroeconomics Annual, B. Bernanke and J. Rotemberg eds, MIT Press, 1999

Goldberg P. and M. Knetter "Goods Prices and Exchange Rates: What have we learned?" Journal of Economic Literature 35(3), September 1997, pages 1243-72

Canzoneri M., Cumby R. and B. Diba, "Relative Labor Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries", Journal of International Economics, Volume: 47, Issue: 2, April 1, 1999.

Crucini, M., C. Telmer and M. Zachariadis, “Understanding European real exchange rates," mimeo, CMU, 2001.

 

  1. Sovereign Debt

(November 6 and 13)

*Obstfeld and Rogoff, Chapter 6;

*Bulow J. and K. Rogoff, "A constant recontracting model of sovereign debt" Journal of Political Economy Vol. 97, No. 1. (Feb., 1989), pp. 155-178.

*Bulow J. and K. Rogoff, "Sovereign Debt: is to forgive to forget", American Economic Review Vol. 79, No. 1. (Mar., 1989), pp. 43-50

*Kletzer K. and B. Wright, “Sovereign Debt as Intertemporal Barter”, American Economic Review, 90, June 2000.

*Kraay, A., Loayza, N., Serven, L. and J. Ventura "Country Portfolios", NBER WP 7795 July 2000

Eaton J. and M. Gersovitz, " Debt with Potential Repudiation: Theoretical and Empirical Analysis", Review of Economic Studies, Vol. 48, No. 2. (Apr., 1981), pp. 289-309;

Sachs Jeffrey, "Theoretical Issues in International Borrowing", Princeton Essays in International Finance, 1984

Atkeson A., "International Lending with moral hazard and risk of repudiation", Econometrica, Vol. 59, No. 4. (Jul., 1991), pp. 1069-1089

Cole H. and P. Kehoe, "Reviving Reputation Models of International Debt", Federal Reserve Bank of Minneapolis Quarterly Review (Winter 1997)

Cole H. and T. Kehoe "Self Fulfilling Debt Crises", Review of Economic Studies 67(1), January 2000, pages 91-116, also Federal Reserve Bank of Minneapolis Staff Report 211, July 1998

Eaton ,J. and R. Fernandez, "Sovereign Debt", in Handbook of International Economics, Gene Grossman and Ken Rogoff, ed, North Holland, 1995; also NBER working paper 5131;

Wright M., “Reputations and Sovereign Debt”, mimeo Chicago, November 2001.

Kehoe P. and F. Perri, "International Business Cycles with Endogenous Incomplete Markets", Econometrica, May 2002 70, p907-928.

 

  1. Financial Integration and Globalization

(November 20 and December 4)

*Gourinchas P-O. and O. Jeanne “On the Benefits of Capital Account Liberalization for Emerging Economies”, mimeo Princeton, August 2002.

*Acemoglu D, Jonhson S. and J Robinson, “The Colonial Origins of Comparative Development: An Empirical Investigation”, NBER Working paper 7771, June 2000.

*Acemoglu D. and J. Ventura, “The World Income Distribution”, Quarterly Journal of Economics, May 2002.

*Matsuyama, K. "Financial Market globalization and endogenous inequality of nations", mimeo Northwestern, 2001.

Blanchard O. and F. Giavazzi: "Current Account Deficits in the Euro Area. The End of the Feldstein Horioka Puzzle?", forthcoming Brookings Papers on Economic Activity, Fall 2002.

Edison, H., M. Klein, L. Ricci and T. Sloek, “Capital Account Liberalization and Economic Performance: Survey and Synthesis”, NBER Working paper 9100, August 2002.

Rodrik D., Has Globalization Gone too Far?, Institute for International Economics, Washington, DC, 1997.

Bekaert G., C. Harvey and C. Lundblat, “Does Financial Liberalization Spur Growth”, mimeo Duke University, May 2002.

Rajan R. and L. Zingales, “The Great Reversals: The Politics of Financial Development in the 20th Century”, mimeo university of Chicago, December 2001.

Kaufman D., A. Kraay and P. Zoido-Lobaton, “Governance Matters”, mimeo World Bank

Parente S. and E. Prescott, Barriers to Riches, MIT Press, 2000.