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Intertemporal price speculation and the optimal current-account deficit: a comment

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  • Lahiri, Amartya

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  • Lahiri, Amartya, 1996. "Intertemporal price speculation and the optimal current-account deficit: a comment," Journal of International Money and Finance, Elsevier, vol. 15(1), pages 135-139, February.
    • Handle: RePEc:eee:jimfin:v:15:y:1996:i:1:p:135-139
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    1. Obstfeld, Maurice, 1983. "Intertemporal price speculation and the optimal current-account deficit," Journal of International Money and Finance, Elsevier, vol. 2(2), pages 135-145, August.
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    Cited by:

    1. Serven, Luis, 1999. "Terms-of-trade shocks and optimal investment: another look at the Laursen-Metzler effect," Journal of International Money and Finance, Elsevier, vol. 18(3), pages 337-365.
    2. Chen Fang & Po-Sheng Lin, 2013. "Traded Bond Denominations, Shock Persistence and Current Account Dynamics: Another Look at the Harberger–Laursen–Metzler Effect," Pacific Economic Review, Wiley Blackwell, vol. 18(4), pages 502-529, October.
    3. Olivier Cardi, 2007. "The Zero‐root Property: Permanent vs Temporary Terms‐of‐trade Shocks," Review of International Economics, Wiley Blackwell, vol. 15(4), pages 782-802, September.

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