ECON 403 Topics in Macroeconomics: Hyper-Crises/Major-Slumps

Fall 2011                                 MW 4 – 5:15 pm                              BEH 217

Instructor

Bernard Malamud          Office: BEH 502   Phone: 895 – 3294                  FAX: 895 – 1354

email: berrnard.malamud@unlv.edu                    website: faculty.unlv.edu/bmalamud

Office Hours: MW 11:30 – 12:30; 2:30 – 3:30 pm …  and by appointment

Please communicate with me via your Rebelmail account, by phone, or stop by my office.

General Nature of the Course

Extensions of macroeconomic analysis. Application of economic analysis to the study of macroeconomic phenomena. Implications for inflation, unemployment, growth, and the effectiveness of fiscal and monetary policy. Credits 3 Prerequisites: Admission to a business major/junior standing, ECON 303  and MATH 124  or equivalent.

 

Course Objectives: In this course, we will apply and extend tools of economic analysis to major events in modern economic history.  We will concentrate on the hyperinflations and global depression of the interwar years and the subprime-triggered financial crisis and ongoing slump of today. We will also touch upon the Golden Age, stagflation, and Great Moderation intervening between the Great Depression of the 1930s and the Great Recession of recent years.  Upon completion of this course you will be conversant with the history of macro-instability and tools of analysis developed to understand instability including: i) Minsky’s financial instability hypothesis; ii) the Koo-Minsky-Fisher debt deflation hypothesis; iii) Friedman’s revised quantity theory of money and narrative methodology; iv) the rational expectations hypothesis, real business cycle theory and dynamic stochastic general equilibrium modeling; v) asymmetric information and the behavioral roots of financial crises; and vi) the roles of policy (and policy errors) in stabilizing and exacerbating crises and slumps.

 

Course Design: This is primarily a lecture course with a considerable amount of student participation.  Since there are extensive background readings on each of the topics covered, we will exploit the division-of-labor: each student will be responsible for summarizing and leading a brief discussion of selected readings on each major topic.  Your brief written summaries, outlines, and or powerpoint slides will be distributed to your fellow students before their scheduled presentations.

Major Sources (available in soft-cover editions)

Supplementary Readings (available in soft-cover editions)

Additional Readings on the Recent Crisis


Examinations and Grading

A 100-point midterm exam and a 150-point comprehensive final exam will be given this semester.  In addition, you will prepare four 25 point summaries of assigned background readings on i) the German hyperinflation and slump, 1919 – 1939; ii) the U.S. Great Depression, 1929-1933; iii) the stalled U.S. recovery, 1933-1939; and iv) the housing bubble, subprime-triggered financial crisis and ongoing Long Slump, 2004-present.

 

Grading:

                        Classroom examination

                          ~Oct. 12 (between Depression & Recovery)                        100 points

                        4 background summaries and presentations                           100 points

December 12   Comprehensive Final examination                                          150 points

Maximum score                                                           350 points

 

 

Approximate grade distribution:

            Average Score out of 350 points                    Final Grade

                           90 percent                                        Borderline A-

                           80 percent                                        Borderline B-

                           70 percent                                        Borderline C-

                           60 percent                                        Borderline D-

 

Attendance and class participation will very much affect your final grade.

Makeup Policy

Makeup exams may be arranged at mutual convenience if you have a compelling reason to miss a scheduled classroom exam.  A makeup exam must be taken before the missed exam is returned to the class.  There will be no makeup quizzes or final exam.  However, a student missing a class because of observance of a religious holiday and students who represent UNLV at any official extracurricular activity shall also have the opportunity to make up assignments.  Such students must provide official written notification no less than one week prior to the missed class(es).

 

Class Conduct

Your instructor and classmates deserve courtesy.  If you must arrive late or leave early, do so quietly.  Inform me beforehand if you must leave a class early.  Smoking and eating in class are prohibited.  Texting, talking to your neighbors, and reading newspapers and magazines in class is rude, disruptive, and unacceptable.  While this probably need not be said, anyone found engaging in any act of academic dishonesty will be punished in accordance with UNLV policies.

 

Other Information

The Disability Resource Center (DRC) coordinates all academic accommodations for students with documented disabilities. The DRC is the official office to review and house disability documentation for students, and to provide them with an official Academic Accommodation Plan to present to the faculty if an accommodation is warranted. Faculty should not provide students accommodations without being in receipt of this plan.

UNLV complies with the provisions set forth in Section 504 of the Rehabilitation Act of 1973 and the Americans with Disabilities Act of 1990, offering reasonable accommodations to qualified students with documented disabilities. If you have a documented disability that may require accommodations, you will need to contact the DRC for the coordination of services. The DRC is located in the Student Services Complex (SSC), Room 137, and the contact numbers are: VOICE (702) 895-0866, TTY (702) 895-0652, FAX (702) 895-0651. For additional information, please visit: <http://studentlife.unlv.edu/disability/>.


 

Course Schedule

Dates

Topic, Reading

Aug 29

 

 

Aug 31

 

 

 

 

 

 

 

Sep 5

 

~Sep 7 – 26

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Course Organization/The course outline—an overview of crises

- Richard Koo, Balance Sheet Recession http://ineteconomics.org/richard-koo

 

Stories of crises past

- Charles MacKay, Memoirs of Extraordinary Popular Delusions and the Madness of Crowds. {internet access}

- Peter Temin and Hans-Joachim Voth, 2004. Riding the South Sea Bubble. American Economic Review (December).

- Carmen Reinhardt and Kenneth Rogoff, This Time is Different. NBER W.P 13882

- Charles Kindleberger, 1978. Manias, Panics and Crashes.

 

Labor Day Recess

 

Hyperinflation, Slump and Collapse: The Economic Trajectory of Weimar Germany

- Phillip Cagan, 1956. The Monetary Dynamics of Hyperinflation in Milton Friedman, ed., Studies in the Quantity Theory of Money.

- Thomas Sargent, 1982. The Ends of Four Big Inflations, in Robert Hall, ed., Inflation: Causes and Effects. {internet access}

- Giusseppe Tullio, 1995. Inflation and Currency Depreciation in Germany, 1920-1923.  Journal of Money, Credit and Banking (May).

- Steven Webb, 1984. The Supply of Money and Reichsbank Financing of Government and Corporate Debt in Germany, 1919-1923. Journal of Economic History (June).

- ___________, 1985. Government Debt and Inflationary Expectations as Determinants of the Money Supply in Germany, 1919-1923. Journal of Money, Credit and Banking (November).

- ___________, 1986. Fiscal News and Inflationary Expectations in Germany, 1919-1923. Journal of Economic History (September).

- Peter Temin, 1971. The Beginning of the Depression in Germany, Economic History Review (May).

- Joan Robinson, 1938. Review of Costantino Bresciani-Turroni, The Economics of Inflation, Economic Journal (September).

- Richard Burdekin and Paul Burkett, 1992. Money, Credit and Wages in Hyperinflation. Economic Inquiry (July).

- Paul Burkett and Richard Burdekin, 1993. Real Wages and Distributional Conflict in the German Hyperinflation. Australian Economic Papers (June).

- Harold James, 1986. The German Slump.

- Knut Borchardt, 1991. Constraints and Room for Manoeuvre in the the Great Depression of the Nineteen Thirties: Toward a Revision of the Received Historical Picture, in Knut Borchardt, Perspectioves on Modern German Economic History and Policy.

- __________and Albrecht Ritchl, 1992. Could Brüning Have Done It?  European Economic Review, 695-701.

- Jonas Fisher and Andreas Hornstein, 2001. The Role of Real Wages, Productivity and Fiscal Policy in Germany’s Great Depression. Federal Reserve Bank of Richmond W.P. 01-07 (also Review of Economic Dynamics, 2002).

- Hans-Joachim Voth, 1995. Did High Wages or High Interest Bring Down the Weimar Republic? Journal of Economic History (December).

 


Dates

Topic, Reading

~Sep 28

    - Oct 26

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

~Oct 31

   - Nov 7

 

 

 

 

 

 

 

 

 

 

 

~Nov 9

   - Dec 5

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Dec 7

 

Dec 12

The Great Depression: The Holy Grail of Macroeconomics

- Lionel Robbins, 1934. The Great Depression.

- Milton Friedman and Anna Schwartz, 1963. The Great Contraction.

- Charles Kindleberger, 1973. The World in Depression, 1929 -1939.

- Barry Eichengreen, 1992. Golden Fetters: The Gold Standard and the Great Depression, 1919 – 1939.

- Richard Koo, 2008. The Holy Grail of Macroeconomics.

- Peter Temin, 1989. Lessons from the Great Depression.

- __________, 1994. The Great Depression. NBER Historical Paper No. 62.

- __________ and Barrie Wigmore, 1990. The End of One Big Deflation. Explorations in Economic History, 483 -502.

- __________, 2008. Real Business Cycle Views of the Great Depression and Recent Events: A Review of Kehoe and Prescott, eds., Great Depressions of the Twentieth Century. Journal of Economic Literature (September).

- Harold Cole and Lee Ohanian, 1999. The Great Depression in the United States from a Neoclassical Perspective. FRBM Quarterly Review (Winter). 

- __________, 2004. New Deal Policies and the Persistence of the Great Depression: A General Equilibrium Analysis. Journal of Political Economy (August).

- Gauti Eggertsson, 2006. Was the New Deal Contractionary? Federal Reserve Bank of New York Staff Report No. 264.

- __________, 2008. Great Expectations and the End of the Depression. American Economic Review (September).

- __________ and Benjamin Pugsley, 2006. The Mistake of 1937. Monetary and Economic Studies, Special Edition (December).

- Irving Fisher,1933.Debt Deflation Theory of Great Depressions. Econometrica (Oct)

- Ben Bernanke, 1983. Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression. American Economic Review (June).

- __________, 1994. The Macroeconomics of the Great Depression. NBER W.P. 4814

- __________, 1993. World on a Cross of Gold: A Review of Golden Fetters. Journal of Monetary Economics, 251 – 267.

- __________ and Mark Gertler, 1989. Agency Costs, Net Worth and Business Fluctuations. American Economic Review (March).

- __________ and Martin Parkinson, 1989. Unemployment, Inflation and Wages in the American Depression. American Economic Review (May).

- __________ and Harold James, 1990. The Gold Standard, Deflation and the Financial Crisis in the Great Depression. NBER W.P. 3488.

- Barry Eichengreen and Peter Temin, 1997. The Gold Standard and the Great Depression. NBER W.P. 6060.

- Allan Meltzer, 1976. Monetary and Other Explanations of the Start of the Great Depression. Journal of Monetary Economics, 455 – 471.

- Christina Romer, 1988. The Great Crash and the Onset of the Great Depression. NBER W.P. 2639.

- __________, 1991. What Ended the Great Depression? NBER W.P. 3829.

- Futurecasts, 2002. Book Review of The End of Globalization: Lessons from the Great Depression by Harold James. (April 1). {on internet}

 - Brad de Long, 1990. “Liquidation” Cycles: Old Fashioned Real Business Cycle Theory and the Great Depression. NBER W.P. 3546.

- Gerald Epstein and Thomas Ferguson, 1984. Monetary Policy, Loan Liquidation and Industrial Conflict: The Federal Reserve and the Open Market Operations of 1932. Journal of Economic History (December).

- __________, 1991. Answers to Stock Questions: Fed Targets, Stock Prices and the Gold Standard in the Great Depression. Journal of Economic History (March).

Great Depression to Great Recession: The Time Between

Golden Age – Stagflation – Disinflation - Moderation

- The Economic Report of the President, 1962 http://fraser.stlouisfed.org/publications/ERP/issue/1079/

- The Economic Report of the President, 1975

http://fraser.stlouisfed.org/publications/ERP/issue/1279/

- The Economic Report of the President, 1982

http://fraser.stlouisfed.org/publications/ERP/issue/1385/

- Leonard Rapping and Lawrence Pulley, 1985. Speculation, Deregulation, and the Interest Rate. American Economic Review (May).

- Jordi Galí and Luca Gambetti, 2009. On the Sources of the Great Moderation.  American Economic Journal: Macroeconomics (January).

 

The Subprime Triggered Financial Crisis, the Great Recession, the Long Slump

- Hyman Minsky, 1975. John Maynard Keynes.

- Perry Mehrling, 2011. The New Lombard Street.

- Joseph Stiglitz, 2010. Freefall.

- Raghuram Rajan, 2010. Fault Lines.

- _____________, 2005. Has Financial Development Made the World Riskier? NBER W.P. 11728.

- Stephen Cecchetti, 2009. Crisis and Response: The Federal Reserve in the Early Stages of the Financial Crisis. Journal of Economic Perspectives (Winter).

- Markus Brunnermeier, 2009. Deciphering the Liquidity and Credit Crunch 2007-2008. Journal of Economic Perspectives (Winter).

- Rene Stulz, 2010. Credit Default Swaps and the Credit Crisis. Journal of Economic Perspectives (Winter).

- Thomas Ferguson and Robert Johnson, 2009. Too Big to Bail: The Paulson Put, Presidential Politics and the Global Financial Meltdown. International Journal of Political Economy (Part I, Spring; Part II, Summer)

- Stefano Battison, et.al., 2009. Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk.  NBER W.P. 15611.

- Atif Mian and Amir Sufi, 2010. The Great Recession: Lessons from Microdata. American Economic Review (May).

- Barry Eichengreen and Peter Temin, 2010. Fetters of Gold and Paper. NBER W.P. 16202.

- Alan Blinder and Mark Zandi, 2010. How the Great Recession Was Brought to an End. http://www.economy.com/mark-zandi/documents/End-of-Great-Recession.pdf

- John Cochrane, 2009. Fiscal Stimulus, Fiscal Inflation or Fiscal Fallacies. http://faculty.chicagobooth.edu/john.cochrane/research/papers/fiscal2.htm

- Gauti Eggertsson and Paul Krugman, 2010. Debt, Deleveraging, and the Liquidity Trap. http://www.princeton.edu/~pkrugman/debt_deleveraging_ge_pk.pdf

- Robert Hall, 2011.  The Long Slump. American Economic Review (March).

 

Catch up and Overview

 

Final Examination 6 – 8 pm.