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International Macro-Finance

  • Pavlova, Anna
  • Rigobon, Roberto

International macro-finance is a new area of open economy macroeconomics that brings portfolio choice and asset pricing considerations into models of international macroeconomics. The importance of these considerations--typically relegated to Finance and largely overlooked in traditional macroeconomics--for the international macroeconomy have been underscored by a series of recent financial crises and by unprecedented global imbalances. In this paper, we survey recent developments in this area, primarily on the theoretical front. We also suggest several promising directions for future research.

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Paper provided by C.E.P.R. Discussion Papers in its series CEPR Discussion Papers with number 8218.

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Date of creation: Jan 2011
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Handle: RePEc:cpr:ceprdp:8218
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  1. Martin D. D. Evans (Georgetown University) and Viktoria Hnatkovska (Georgetown University), 2005. "Solving General Equilibrium Models with Incomplete Markets and Many Assets," Working Papers gueconwpa~05-05-18, Georgetown University, Department of Economics.
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  15. Devereux, Michael B. & Engel, Charles & Matsumoto, Akito & Rebucci, Alessandro & Sutherland, Alan, 2010. "JIE special issue on international macro-finance," Journal of International Economics, Elsevier, vol. 80(1), pages 1-2, January.
  16. Sercu,Piet & Uppal,Raman, 2000. "Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes," Cambridge Books, Cambridge University Press, number 9780521562942.
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