Yearly Archives: 2009

Macroeconomic Schisms

There has been a lot of breast-beating in the press and in the blogosphere about how economists failed to discern the possibility that not all was going well in the years leading up the current financial and economic crisis [1]. I think the notion that all economists were blithely optimistic has been dispelled (well, okay, here’s a couple of exceptions: Dan Gross h/t Free Exchange, A. Kaletsky). At the risk of some gross simplifications, I will speculate that there was —
until recently — less optimism among academic macroeconomists than Wall Street economists. There was probably less anxiety among
say finance professors who focused on asset pricing (as opposed those who worked in banking) than macroeconomists (Dani Rodrik highlights the diversity). One divide that
I think is not particularly relevant in locating the source of the crisis is the most well known one — specifically whether prices
are sticky.

In my opinion, the big divide in thinking relates to how economists conceive of financial markets working. This is a divide that cuts across other divides. For instance, the Hicksian
decomposition (IS-LM), in its simplest incarnation, treats the financial world as one wherein bonds are identical, and the only means of borrowing; there is no separate channel for lending, say via bank loans, to influence aggregate demand (see this post for the many channels of monetary policy). In the real business cycle literature, and many New Keynesian DSGE models, there is a representative bond (and lending rate) which summarizes the asset markets (see Camilo Tovar’s survey of DSGEs for a discussion).

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The Aruoba-Diebold-Scotti Business Conditions Index

Last weekend I attended an excellent conference on business cycles hosted by UC Riverside (program details here). Among the many interesting presentations was an update from University of Maryland Professor Boragan Aruoba on the index of current business conditions that he developed with Professor Frank Diebold of the University of Pennsylvania and Federal Reserve economist Chiara Scotti.

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Guest Blog: The Enduring Trilemma

By Hiro Ito

Today, we’re fortunate to have Hiro Ito, Associate Professor of Economics at Portland State University as a guest blogger.

While the current global crisis does not show any sign of bottoming out, policy makers around the globe are reevaluating international macroeconomic policies and discussing the post-crisis future of the international financial architecture — as we saw in the recent G20 meeting.

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