Category Archives: financial markets

Sovereign debt scares– is the U.S. immune?

Many people are finally coming to a realization that should have been evident long ago: Greece’s debts are not going to be repaid. And as discussion turns to who might be next, it seems a good time to revisit the question of whether the United States could some day find itself in similar trouble. I am substantially more optimistic about this than I was a couple of years ago, and here is why.
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Guest Contribution: “Transparency and the Global Transmission of Financial Shocks”

Today we are fortunate to have a guest contribution written by Luis Brandão-Marques, Senior Economist, Gaston Gelos, Chief of the Global Financial Stability Analysis Division, and Natalia Melgar, Economist, all at the IMF. The views expressed herein are those of the authors and should not be attributed to the IMF, its Executive Board, or its management.


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The Rising Dollar and Macroeconomic and Policy Prospects

From Buoyant Dollar Recovers Its Luster, Underlining Rebound in U.S. Economy in today’s NY Times:

The United States dollar, after one of its most prolonged weak spells ever, has now re-emerged as the preferred currency for global investors. Across trading desks in New York, London and elsewhere, analysts are rushing to raise their dollar forecasts based on the resurgence in the American economy.

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Regimes in macroeconomics

For academic researchers who are readers of this blog (and I know you’re lurking out there), I wanted to call attention to my new paper on Macroeconomic Regimes and Regime Shifts:

Many economic time series exhibit dramatic breaks associated with events such as economic recessions, financial panics, and currency crises. Such changes in regime may arise from tipping points or other nonlinear dynamics and are core to some of the most important questions in macroeconomics. This chapter surveys the literature on regime changes. Section 1 begins with an interpretation of the move of an economy into and out of recession as an example of a change in regime and introduces some of the basic tools for analyzing such phenomena. Section 2 provides a detailed overview of econometric methods that are appropriate for time series that are subject to changes in regime. Section 3 summarizes the ways in which changes in regime can be incorporated into theoretical economic models and briefly reviews applications in a number of areas of macroeconomics.