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316-632 International Monetary Economics (Masters/PhD) Semester 2, 2004.
Syllabus
Note 1a: Basic concepts and the small open economy
Note 2a: Small open economy under uncertainty
Note 3a: Two-period model with complete markets
Note 4a: Dynamic stochastic models with complete markets
Note 4b: Aside on price and quantity indices
Note 5a: Aside on international relative prices
Note 5b: Notes on Backus/Smith and Kollmann
Note 6a: International RBC models
Note 6b: Digression on log-linearization
Note 6c: More on international RBC models
Note 7a: Monetary exchange economies
Note 7b: Exchange rate risk premia?
Note 8a: Home bias in trade
Note 8b: Feldstein-Horioka
Note 8c: Home bias in equity
Note 8d: International consumption correlations
Note 8e: Exchange rate puzzles
Matlab introduction
Uhlig's solve.m
Uhlig's options.m
Problem Set #1: Solutions
Problem Set #2: Solutions, Code
Problem Set #3: Solutions
Final Exam Sample Questions
Final Exam: Solutions
316-632 International Monetary Economics (Masters/PhD) Semester 2, 2003.
Syllabus
Note-1
Note-2
Homework-1
Homework-2
Homework-3
Final Exam, Final Solutions