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International Macroeconomics

ISBN: 978-1-405-18386-4

May 2009

Wiley-Blackwell

528 pages

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Description

International Macroeconomics provides students with an analytically rigorous introduction to the impact of globalization on macroeconomics.

  • Presents an analytically rigorous introduction to the field and uniquely includes optional econometric studies
  • Provides a unified macroeconomic model to examine rigorously international macroeconomics and then focuses this model on historic cases, institutions, and specific countries, dealing with various types of macroeconomic crises
  • Provides a strong policy orientation by an author who worked for many years at the IMF
  • Is supported by a website with extensive solutions for the problem sets, PowerPoint slides, and an update on the 08-09 meltdown
About the Author

Peter J. Montiel is the Farleigh S. Dickinson '41 Professor of Economics at Williams College, and received his PhD from MIT. He has served as a Senior Policy Advisor at the IMF as well as Chief of the Macroeconomics and Growth Division of the Policy Research Department of the World Bank, and has provided expert counsel to a variety of regional development banks and central banks. He is the author of several books, including Development Macroeconomics, 3rd edition (with Richard Agenor, 2008) and Macroeconomics in Emerging Markets (2nd edition forthcoming), and numerous articles on international macroeconomics.

Features
  • Includes 20 optional econometric studiesand over 65 boxed examples and cases.
  • Provides a uniquely unified, single model approach to international macroeconomics and then focuses this model on historic cases, institutions, and specific countries.
  • Provides a strong policy orientation by an author who worked for many years at the IMF.  Much more emphasis is given to small country exchange rate problems.
  • Is supported by a website with extensive solutions for the problem sets, image gallery, and annual summer updates on the current financial crisis, including a 20-page update.