Explain interest rate differential according to ppp theory, International Economics

Assignment Help:

Describe and explain the relationship between expected inflation rates in two countries and their interest rate differential according to the PPP theory.

Answer:  Expected price rises is given by the following equation:

_e= (Pe - P)/P where Pe is the expected price level in a country a year from today.

If relative PPP is expected to embrace then:

(Ee$/E - E$E)/E $/E = _US,t - _E,t.

Join the expected version of relative PPP with the interest parity condition R$ = RE+ (Ee$/E - E$/E)/E$/E

Rearrange

R$ - RE = _US,t - _E,t

If since PPP predicts currency depreciation is expected to offset international inflation differences the interest rate difference should equal the expected inflation difference.

 

 


Related Discussions:- Explain interest rate differential according to ppp theory

Can currency boards make low-inflation policies credible, Q. Based on the c...

Q. Based on the case study, answer the following question: Can currency boards make low-inflation policies credible? Answer: Currency boards have the power to bring in anti-

Explain the advantage a and disadvantage of globalization, Q. Explain the a...

Q. Explain the advantage a and disadvantage of globalization? Advantages - 1. Economic growth 2. Lower cost 3. Improved availability of goods and services 4. Glob

Policy tool under fixed exchange rates, Q. "A monetary policy is not ...

Q. "A monetary policy is not a policy tool under fixed exchange rates." Discuss. Answer: It is True Under fixed exchange rates domestic asset transactions by the centr

Present the case against floating exchange rates, Q. Present the case again...

Q. Present the case against floating exchange rates. Answer: 1.The discipline obligatory on individual countries by a fixed rate would be lost. 2. Undermine specu

Explain black-scholes european call option pricing formula, Problem: a)...

Problem: a) Write down and explain the Black-Scholes European call option pricing formula. Discuss how call prices it delivers change with each of the inputs to the calculatio

Bank failure may not be limited to banks, Q. "Bank failure may not be limit...

Q. "Bank failure may not be limited to banks that have mismanaged their assets." Explain why. Answer: A sound bank countenanced with the wholesale loss of deposits is likely to

Describe differences and similarities between emergency, Question A hyp...

Question A hypothetical utility company has two facilities that are virtually identical. They are nuclear power plants and one is located in California and the second one in Fl

Foreign trade, What are the two main base of foreign trade ?

What are the two main base of foreign trade ?

Explain how brazil was able to reduce the rate of inflation, Q. Expla...

Q. Explain how Brazil was able to reduce the rate of inflation from 2,669 percent in 1994 to less than 10 percent in 1997? Answer: By initiating a new currency and init

Depicts the us gnp and its components, Q. What can you learn from the figur...

Q. What can you learn from the figure below, which depicts the US GNP and its components for the year 1997? Answer: The U.S. GNP is about 8 trillion expenditure represents

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd