1 Macalester College Spring 2001 International Money and Finance in Historical Perspective (Economics 72) Professor: Pete Ferderer Time & Place: MWF 1:102:10, Carnegie 107 Office: 306 Carnegie Office Phone: 6966093 Home Phone: 2290611 Web Page: www.macalester.edu/~ferderer/ Office Hours: MWF 2:303:30 & TU 10:0012:00 Email: Ferderer@Macalester.edu Money links countries. Its primary function is as an instrument of exchange. Money provides a way of translating ideas into practice and of allocating resources. The management of money is at a fundamental level concerned with the flow of information. By itself, monetary exchange cannot produce new ideas and technologies it is so to speak irrelevant to the heart of the mechanism that drives economic development but it is a nerve center, distributing ideas about how those technologies may be used. When it fails to function properly, the course of development is impeded and the enrich ment of mankind halted. Harold James, 1996 Content: This course addresses the following questions: What determines the price at which different currencies trade for one another? Should governments ``fix'' the exchange rate at a particular level? If so, what level? What does the pursuit of external policy goals, such as fixed exchange rates, imply about the ability of policymakers to address internal goals (e.g., full employment and low inflation)? Why do nations have trade imbalances and what impact do they have on the broader economy? What are the causes of the international financial crisis observed in Latin America in 199495 and Asia in 199798? What role do international institutions, such as the International Monetary Fund, play in the economic system? Is Europe an ``optimal currency area''? What impact will the euro have on the dollar's role as a vehicle currency? This course examines international finance from a historical perspective and emphasizes the interplay between the ``rules of the game'' that govern the international financial system and economic performance. This approach has several advantages. First, the important relationships in international finance (e.g., the balance of payments, purchasing power parity, and interest rate parity) are examined in several different historical settings, leading to a deeper understanding of how they work. Second, the historical approach helps us to understand the endogenous nature of institutions. It illuminates, for example, why the International Monetary Fund was created. Finally, this approach sheds light on the role that international finance has played in the history of the twentieth century. For example, it becomes clear how WWI, the interwar gold standard, WWII, and monetary union in Europe are connected! Expectations: I have four primary expectations for students. They should: a) attend all class meetings and be punctual, b) live by the code of academic honesty, c) work hard and keep up 2 with the reading assignments, d) engage the course as an ``active learner'' (e.g., question, challenge, and stay involved.) I have six expectations for myself. I should: a) set high, yet attainable, standards, b) be fair and objective in grading, c) know my stuff, d) provide organized and stimulating lectures, e) promote class discussion that facilitates active learning, and d) be available outside of class for consultation. Prerequisites: Economics 41, 51 and 61 are all required for registration in this course. Students who are currently enrolled in 41 or 61 can take this course only if they receive permission from the instructor. This course builds on material covered in Introduction to International Economics (21), but 21 is not a prerequisite. Readings: There are three books for the course, all available at the Expanded Mind bookstore: 1) International Money and Finance, Sixth Edition, by Michael Melvin; 2) International Money, Second Edition, by Paul De Grauwe; and 3) Globalizing Capital: A History of the International Monetary System, Second Edition, by Barry Eichengreen. Students are expected to purchase a ten week subscription to The Economist magazine ($18 per student). This will give you access to their electronic archive of articles that appear on the reading list. All other readings (journal articles, book chapters and cases) are available on either electronic reserve (ER), standard reserve (SR), or through JSTOR. Grades: Final grades are based on the following: Activity Weight Class Participation 20% Problems 10% First Exam 20% First Essay 15% Second Essay 15% Term Paper 20% Class participation entails answering and posing questions during class and contributing to case studies. Student contributions to classroom discussion will be recorded each day. A twopage outline of the paper, complete with the thesis question and a preliminary list of references, is due on Monday, March 26. The final draft of the paper is due on Friday, May 4. No exceptions will be granted for either deadline. Students are encouraged to work in groups of two. Important Web Sites: Organization Address (http://) Comments NBER www.nber.org/ Penn World Tables World Bank www.worldbank.org papers and data Government Pubs www.gpo.ucop.edu/catalog/erp97.html Data!!!!!! IMF www.imf.org/external/index.htm International St. Louis Fed www.stls.frb.org/ FRED data base Board of Governors www.bog.frb.fed.us/ Data OECD www.oecdwash.org Intern. Econ. Org. Bernkopf's Home Page www.patriot.net/users/bernkopf Central Bank Links The Economist www.economist.com Data and Ideas 3 Course Outline and Reading List Week Topic and Readings Monday Introduction Jan. 29 The Economist, "One World?" 10/18/1997. Fundamental Ideas and Relationships Wednesday Exchange Rates and the FX Market Jan 31 Melvin, M., Ch. 1. New York Times, "Dollar Makes Canada Land of the Spree," 8/1/1999. Friday Government Intervention in the FX Markets Feb. 2 Melvin, M., Ch. 1. The Economist, ``Getting out of a fix,'' 11/20/97. New York Times, "Central Banks Move to Rescue an Ailing Euro," 9/23/2000. Monday Balance of Payments Accounting Feb. 5 Melvin, M., Ch. 2. The Economist, Figures to Fret About," 7/11/98. Higgins, M. and T. Klitgaard, ``Viewing the Current Account Deficit as a Capital Inflow,'' Current Issues in Economics and Finance, Dec. 1998. (ER) Wednesday Risk and Hedging Feb. 7 Melvin, M., Ch. 4. Friday Interest Rate Parity Feb. 9 Melvin, M., Ch. 5 The Economist, "Mahathir, Soros and the Currency Markets," 9/27/1997. Monday Case Study Feb. 12 Rose, A. ``The European Currency Crisis of 1992." (Ruminator bookstore) Wednesday Purchasing Power Parity Feb. 14 Melvin, M., Ch. 8. Friday Elasticities Approach to the Balance of Trade Feb. 16 Melvin, M., C. 9 (pp. 145157). Monday Absorbtion Approach to the Balance of Trade Feb. 19 Melvin, M., C. 9 (pp. 158159). Mankiw, G., Ch. 8. (SR) The Economist, ``A Capital Competition,'' 11/5/98. Wednesday Monetary Approach to the Balance of Payments Feb. 21 Melvin, M., C. 9 (pp. 159167). The Economist, "Talk is Cheap (and so is the Dollar)," 9/21/1996. The Economist, "Buy Hard: with a Vengeance," 8/26/1995. Friday The International Mobility of Capital Feb. 23 Melvin, M., Chs. 6 & 7. The Economist, ``Capital goes Global,'' 10/25/97. The Economist, "Stayathome Shareholders," 2/17/1996. 4 Monday Review Feb. 26 Wednesday Exam Feb. 28 Evolution of the International Financial System Fri. & Mon. The Classical Gold Standard: 18791914 Mar. 2 & 5 Eichengreen, B. Globalizing Capital, Ch. 2. McKinnon, R., "The Rules of the Game: International Money in Historical Perspective," Journal of Economic Literature, March 1993. (JSTOR) Wednesday Postwar Floating & Hyperinflation: 19191926 Mar. 7 Eichengreen, Globalizing Capital, Ch. 3 (pp. 5157). Friday Case Study Mar. 9 Rukstad, M., ``The United Kingdom and the Gold Standard: 1925." (SR) Mon. & Wed. The Interwar Gold Standard: 19271939 Mar. 12 & 14 Eichengreen, B. Globalizing Capital, Ch. 3. DeGrauwe, P., International Money, Ch. 1. Bernanke, B., "The Macroeconomics of the Great Depression: A Comparative Approach," JMC B, February 1995. (JSTOR) Eichengreen, B. and J. Sachs, ``Exchange Rates and Economic Recovery in the 1930s,'' Journal of Economic History, 45 (1985). (JSTOR) Nurske, R. The Gold Exchange Standard, 1944. (ER) Friday Case Study March 16 Carlson, J., ``Negotiations Prior to 1944 Bretton Woods Conference." (ER) Monday The N1 and Adjustment Problems March 26 DeGrauwe, P., Chs. 2 and 3. Wednesday Operation of Bretton Woods: 19451971 March 28 Eichengreen, B. Globalizing Capital, Ch. 4. Friday Case Study March 30 Rukstad, M. "Nixon's New Economic Policy: 1971." (SR) The Post1971 FloatingRate Dollar Standard Monday Overview April 2 DeGrauwe, Paul, International Money, Ch. 5 (pp. 8589) Eichengreen, B. Globalizing Capital, Ch. 5 (pp. 13652). Wed. & Fri. Exchange Rate Models April 4 & 6 Melvin, M., Ch. 10. Taylor, M., ``The Economics of Exchange Rates,'' JEL, March 1995. (JSTOR) DeGrauwe, Paul, International Money, Chs. 6 &7. The Economist, ``Why Currencies Overshoot,'' 12/1/90. Monday Central Bank Interventions April 9 DeGrauwe, Paul, International Money, Ch. 10. 5 Wednesday Case Study April 16 Klein, M., ``Can this Currency be Saved?'' (Ruminator bookstore) Friday Good Friday (no class) April 13 Monday Vehicle Currencies April 16 Melvin, M., Ch. 3 (pp. 5964). Krugman, P., ``The International Role of the Dollar: Theory and Prospect,'' in Currencies in Crisis, 1992. (ER) Exchange Rate Crises Wednesday Theories of Speculative Attacks April 18 DeGrauwe, Paul, International Money, Ch. 4. Friday Europe 199293 April 20 Whitt, J., ``Monetary Union in Europe,'' Federal Reserve Bank of Atlanta Economic Review, January 1994. (ER) DeGrauwe, P., Ch. 3 (pp. 3944). Monday Mexico and the Tequila Crisis: 1994 April 23 Espinosa and Russell, ``The Mexican Economic Crisis: Alternative Views,'' Federal Reserve Bank of Atlanta Economic Review, January 1996. (ER) The Economist, ``Too Little, Not Too Much,'' 6/24/95. Wednesday Asia and the Emerging Markets: 1997 April 25 The Economist, ``Emerging Asia's Sombre Era,'' 8/24/96. The Economist, ``Why Did Asia Crash?'' 1/10/98. The Economist, ``Are Crashes Catching?'' 8/3/96. The Search for New Rules Friday Optimal Currency Areas and the Euro April 27 Krugman & Obstfeld, International Economics, Ch. 20. (ER) Eichengreen, B. Globalizing Capital, Chs. 5, 160186. The Economist, ``The Etiquette of Merging Currencies,'' 12/9/95. The Economist, ``Euro Brief,'' 10/17/9812/5/98. Monday Capital Controls April 30 Neely, C., "An Introduction to Capital Controls," FRB of St. Louis Review, Nov/Dec. 1999. (ER) Wednesday Currency Boards and Dollarization: The Answer? May 2 The Economist, ``The ABCs of a Currency Board,'' 11/1/97. The Economist, ``Argentina's Currency Strengths,'' 1/14/95. Chang, R. "Dollarization: A Scorecard," FRB of Atlanta Economic Review Third Quarter 2000. (ER) The Economist, ``One World, One Money,'' 9/26/1998. Fri. & Mon. Term Paper Presentations May 4 & 7