Investment and Interest Rate Policy in the Open Economy



where P is the consumer price index and PH and PF are the respective price indices of
home and foreign intermediate goods, all denominated in home currency:

PH,t =


1 pH,t(i)1-λ
0


1

■ 1-λ
di


PF,t =


1 pF,t(j)
0


1

■ 1-λ

1-λdj


We assume that there are no costs to trade between the two countries and the law of one
price holds, which implies that

PHt = etPH t


P* _ PFt
PFt =
t et

(5)


where e is the nominal exchange rate. Letting Q = e-p- denote the real exchange rate,
under the law of one price, the CPI index (4) and its
foreign equivalent imply:

(ɪY-θ = ( Pt 1-θ

QQt)          p.


aPH-+ (1 a) (etPF,t)1 θ
a (etPF,t)1 θ + (1 a)PH-


(6)


and hence the purchasing power parity condition is satisfied only in the absence of any
bias between
home and foreign intermediate goods (i.e. a = 0.5). The relative price T,
the terms of trade, is defined as T
-PF-.

2.2 Intermediate Goods Producers

Intermediate firms hire labor and rent capital to produce output given a (real) wage rate
w
t and capital rental cost rrt . A firm of type i has a production technology:

yt(i) = Kt(i)αLt(i)1-α,

(7)


where K and L represent capital and labor usage respectively, and the input share is
0 < α < 1. Given competitive prices of labor and capital, cost-minimization yields:

w=mct(1α) (ʌ) (Ka)                (8)

rrt=-( ⅛ )( ≡ Γ          (9)



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