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Net exports, consumption volatility and international business cycle models

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Raffo, Andrea

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Abstract

Conventional two-country RBC models interpret countercyclical net exports as reflecting primarily the dynamics of capital. I show that, quantitatively, theoretical economies rely on counterfactual terms of trade effects: trade fluctuations, on the contrary, are driven by consumption smoothing, thus generating procyclical net trade in goods. I then consider a class of preferences that embeds home production in a reduced form: consumption volatility increases so that countercyclical net exports reflect primarily a strong relation between consumption and imports, as in the data. The major discrepancy between theory and data concerns the variability of international prices.

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File URL: http://www.sciencedirect.com/science/article/B6V6D-4PYP7B9-1/1/85738a5136d4b815580caefa512eb543
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Publisher Info
Article provided by Elsevier in its journal Journal of International Economics.

Volume (Year): 75 (2008)
Issue (Month): 1 (May)
Pages: 14-29
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Handle: RePEc:eee:inecon:v:75:y:2008:i:1:p:14-29

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Web page: http://www.elsevier.com/locate/inca/505552

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  1. Enrique Martinez-Garcia & Jens Sondergaard, 2009. "Investment and trade patterns in a sticky-price, open-economy model," Globalization and Monetary Policy Institute Working Paper 28, Federal Reserve Bank of Dallas. [Downloadable!]
  2. Enrique Martinez-Garcia & Jens Søndergaard, 2008. "The real exchange rate in sticky price models: does investment matter?," Globalization and Monetary Policy Institute Working Paper 17, Federal Reserve Bank of Dallas. [Downloadable!]
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