The Balance of Trade, the Terms of Trade, and the Real Exchange Rate : An Intertemporal Optimizing Framework.

This paper uses an intertemporal optimizing model of a small open economy to analyze how terms of trade changes affect real exchange rates and the trade balance. We consider temporary current, anticipated future, and permanent changes in the terms of trade. The results suggest that the relationship...

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Dettagli Bibliografici
Ente Autore: International Monetary Fund
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 1988.
Serie:IMF Working Papers; Working Paper ; No. 1988/002
Accesso online:Full text available on IMF
Descrizione
Riassunto:This paper uses an intertemporal optimizing model of a small open economy to analyze how terms of trade changes affect real exchange rates and the trade balance. We consider temporary current, anticipated future, and permanent changes in the terms of trade. The results suggest that the relationship between the terms of trade and the current account (the so-called Harberger-Laursen-Metzler effect) may be quite sensitive to whether or not the model incorporates nontraded goods. Thus, the real exchange rate may be an important variable through which terms of trade shocks are transmitted to the current account.
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Descrizione fisica:1 online resource (56 pages)
Natura:Mode of access: Internet
ISSN:1018-5941
Accesso:Electronic access restricted to authorized BRAC University faculty, staff and students