International Monetary Economics
316-632, masters/PhD, University of Melbourne, Semester 2, 2004 and 2003
This material is no longer actively maintained. Notes and programs may contain typos or more serious mistakes. Use at your own risk.
Semester 2, 2004
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