Y2 - International Money and Finance

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1. Week 3
2. Lecture 3A: The Monetary Model of Exchange Rate Determination
3. Why Expectations Matter
4. CIP, UIP and Risk Premium
5. UIP as Basis for Exchange Rate Models
6. Monetary Exchange Rate Models
7. Flexible-Price Model
8. What Determines r in the Long Run?
9. Distinguishing Level vs Growth S hocks to Money
10. Real Interest Parity RIP
11. Does Restrictive Monetary Policy Raise or Lower r?
12. Lecture 3B
13. 1. Assumptions of the Model (1/2)
14. Assumptions of the Model (2/2)
15. Exchange Rate Equation (Core Equation of the Model)
16. Understanding the Model - Three Layers of Analysis
17. Economic Causalities in the Model (1/2)
18. Economic Causalities (2/2)
19. Summary: “Shells” around PPP
20. Effect of a Money Supply Shock m↑ on s
21. Effect of an Interest-Rate Increase r↑ on s
22. Why is this opposite of short-run intuition?
23. Expectations and Exchange Rate as an Asset Price
24. Why Expectations Make s Volatile
25. Evaluation of Flex-price Model