Macro Paper Warehouse

Warehouse / JEL / F21

F21

14 papers tracked 0 forthcoming 14 classics
⌁ Follow this jel_codes
Showing 14 papers
Published Classic Economic Modelling Online 28 May 2022 Published Sep 2022
Do finite horizons matter? The welfare consequences of capital account liberalization

Anusha Chari · Peter Blair Henry · Racha Moussa

In a calibrated neo-classical growth model, moving from financial autarky to integration raises consumption most in the first years after opening, so the standard infinite-horizon Hicksian welfare …

Published Classic Journal of International Money and Finance Published Jul 2019
Home country interest rates and international investment in U.S. bonds

John Ammer · Stijn Claessens · Alexandra Tabova · Caleb Wroblewski

When the sovereign yield in an investor's own country falls, that country's private investors hold more U.S. bonds and tilt the mix toward riskier corporate debt rather than Treasuries. Across 31 …

Published Classic Journal of International Economics Published Dec 2001
The external wealth of nations: measures of foreign assets and liabilities for industrial and developing countries

Philip R. Lane · Gian Maria Milesi-Ferretti

Capital flows were tracked continuously, but the stocks of foreign assets and liabilities they accumulate into were largely unmeasured outside a handful of industrial countries. This paper builds …