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Composition and growth effects of the current account: A synthesized portfolio view

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Author Info
Guo, Kai
Jin, Keyu

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Abstract

This paper analyzes a useful accounting framework that breaks down the current account to two components: a composition effect and a growth effect. We show that past empirical evidence, which strongly supports the growth effect as the main driver of current account dynamics, is misconceived. The remarkable empirical success of the growth effect is driven by the dominance of the cross-sectional variation, which, under conditions met by the data, is generated by an accounting approximation. In contrast to previous findings that the portfolio share of net foreign assets to total assets is constant in a country, both our theoretical and empirical results support a highly persistent process or a unit-root process, with some countries displaying a trend. Finally, we reestablish the composition effect as the quantitatively dominant driving force of current account dynamics in the past data.

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File URL: http://www.sciencedirect.com/science/article/B6V6D-4VW559M-1/2/21c5e3687989f39410c57f2a2745afec
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Publisher Info
Article provided by Elsevier in its journal Journal of International Economics.

Volume (Year): 79 (2009)
Issue (Month): 1 (September)
Pages: 31-41
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Handle: RePEc:eee:inecon:v:79:y:2009:i:1:p:31-41

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

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Related research
Keywords: Current account Portfolio view Valuation effects Composition effects Growth effects;

Cited by:
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  1. Thierry Tressel & Lone Engbo Christiansen & Alessandro Prati & Luca Antonio Ricci, 2009. "External Balance in Low Income Countries," IMF Working Papers 09/221, International Monetary Fund. [Downloadable!]
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This page was last updated on 2009-12-18.


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