Category Archives: international

A Business-Cycle Mystery: Manslaughter or Murder?

If recoveries don’t die of old-age, then they either have “accidents” or they’re murdered. I’m not sure what a business-cycle accident is, but we can check what might have killed the recovery, should we enter a recession in 2020, as suggested by some forward looking financial indicators. I’ll look at investment spending, a forward looking variable, highly sensitive to interest rates, and the outlook for economic activity and uncertainty.

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“Across-the-Board Tariffs on China with Retaliation and Federal Spending Create Over 1 Million Jobs in Five Years”

The Coalition for a Prosperous America publishes another study imbued with “secret sauce” structure…From the “working paper” (more akin to a press release):

Specifically, we introduce the effects of Chinese retaliation with tariffs on US exports to China; we add the effects of the US Department of Agriculture’s (USDA) programs to support farmers and food processors negatively affected by Chinese retaliation; and, we add the impact of the US government spending the revenue generated by the China  tariffs. We find that Chinese retaliation reduces the benefit to the US economy by 14 percent, but the net benefit remains large. The USDA programs provide relief to the agricultural industry and restore the net benefit to almost the same level as before the retaliation. Finally, we look at the impact of the government reinvesting the tariff revenue in the US economy by boosting government spending…

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Of Big Macs, PPP, the Penn Effect, and Currency Misalignment

From Anneken Tappe in CNNBusiness:

The Economist’s Big Mac Index — a lighthearted way to make the value of currencies more tangible — showed that nearly all currencies in the index are undervalued against the dollar.

The Big Mac Index, released Wednesday, is rooted in the theory of purchasing power parity: Exchange rates reflect the value of goods a currency can buy. If currency X can buy an item at a lower price than currency Y, then currency X may be comparatively undervalued and currency Y could be overvalued.

 
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Using Survey Expectations in FX Analyses

At the NBER IFM Summer Institute session on exchange rates yesterday, the debate over the use of survey data rekindled. In Exchange Rate and Interest Rate Disconnect, Şebnem Kalemli-Özcan and Liliana Varela used survey data on exchange rate depreciation. The discussant Adrian Verdelhan (MIT) and audience members questioned whether such data actually measured what we thought they measured market expectations.

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Libra: economics of Facebook’s cryptocurrency

Facebook last week announced plans for Libra, a new global cryptocurrency. The name seems to be a marriage of the words “livre”, the French currency throughout the Middle Ages based on a pound of silver, and “liber,” which is Latin for “free.” Facebook claims that Libra will give the freedom to easily transmit funds across borders to the 1.7 billion adults in the world without access to traditional banks.
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