EC631 (Spring 2012) Seminar in International Finance
Lectures
Lecture 4 (Sheffrin and Woo, JIE 1990)
Lecture 7 (Mark, JME 1985) (Backus et.al, JF 2001) (Wu, JMCB 2007)
Supplemental materials of the term structure models of the interest rates (Hand-written notes)
Some references:
Asset Pricing, by John Cochrane, Chapter 19.
Chen and Tsang, RESTAT forthcoming
Hamilton and Wu, J of Econometrics forthcoming
Lecture 12 (Eichenbaum and Evans, QJE 1995) (Meese and Rogoff, JIE 1983)
Supplemental materials of State-space model and Kalman filter
Homeworks
Presentations (Spring 2012)
Preliminary presentations:
Session 1 (2/28):
Medina, Juan: Monetary policy, foreign exchange intervention, and the exchange rate in a unifying framework, by S. Kim.
Otto, Daniel: Current account and budget deficits: twins or distant cousins?, by W. Enders and B. Lee.
Session 2 (3/1):
Patton, Michaela: How wide is the border? by C. Engel and H. Rogers.
Stone, Anna-Leigh: Global versus country-specific productivity shocks and the current account, by R. Glick and K. Rogoff.
Mann, Chris: Accounting for real and nominal exchange rate movements in the post-Bretton Woods period, by W. Enders and B. Lee.
Final presentations:
Session 1 (4/12):
Stone, Anna-Leigh: Global versus country-specific productivity shocks and the current account, by R. Glick and K. Rogoff.
Discussant: Mann
Session 2 (4/17):
Medina, Juan: Monetary policy, foreign exchange intervention, and the exchange rate in a unifying framework, by S. Kim.
Discussant: Otto
Session 3 (4/19):
Otto, Daniel: Current account and budget deficits: twins or distant cousins?, by W. Enders and B. Lee.
Discussant: Patton
Session 4 (4/24):
Patton, Michaela: How wide is the border? by C. Engel and H. Rogers.
Discussant: Stone
Session 5 (4/26):
Mann, Chris: Accounting for real and nominal exchange rate movements in the post-Bretton Woods period, by W. Enders and B. Lee.
Discussant: Medina