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International Financial Transactions and Business Cycles

Oskar Morgenstern · 1961

International Financial Transactions and Business Cycles

85 sections
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Oskar Morgenstern, International Financial Transactions and Business Cycles (1959)

Morgenstern’s study examines how international financial transactions, especially under the gold standard and its interwar successors, interacted with business cycles. Its governing claim is that the international monetary mechanism cannot be understood as an automatic, frictionless system. Exchange rates, gold points, arbitrage, interest rates, seasonal movements, and central-bank discount policies all mattered, but they operated through institutions, costs, conventions, and imperfect evidence.

His method is therefore deliberately cautious. Morgenstern does not abandon theory, but he insists that monetary theory must be checked against the fragile character of the data on which it rests.

Economic statistics are—in the overwhelming majority of cases—not scientific observations.

This warning is not incidental; it structures the book. Because exchange-rate quotations, gold-point estimates, and interest-rate series are historically uneven, Morgenstern prefers relatively transparent empirical comparisons to elaborate formal constructions. Yet he also resists excessive abstraction:

a problem must not be simplified too much lest it lose all meaning and access to its very heart remain blocked indefinitely.

The result is a study poised between theoretical reconstruction and empirical skepticism. Morgenstern begins with the familiar apparatus of international money markets—mint par, gold points, foreign exchange, arbitrage, and discount rates—but shows that these did not function as textbook constants. Gold points were not exact mechanical boundaries; they depended on shipping costs, information, market organization, and institutional practice. Even small discrepancies in data could change the interpretation of whether exchange rates were inside or outside the relevant range.

This is especially important for the pre-1914 gold standard. Morgenstern argues that monetary stability did not mean that exchange rates normally sat at parity. Rather, the system worked through tolerable deviations, expectations of convertibility, and corrective arbitrage under historically specific conditions.

This shows clearly that mint par—speaking now of the period before 1914 only—was rarely encountered.

The classical gold standard therefore appears not as a perfectly self-regulating machine but as a practical arrangement whose regularity depended on the density and reliability of financial connections. Stability was real, but it was a matter of bounded variation and institutional adaptation, not exact convergence.

Morgenstern then connects this monetary analysis to business-cycle inquiry. He treats shorter cyclical movements as meaningful features of financial history, not merely as statistical noise.

Short cycles exist; they are meaningful intuitively; and their covariation in the series here under consideration is significant.

This allows him to study the “solidarity” of national money markets: the extent to which interest rates, exchange rates, and related financial indicators moved together across countries. His concern is not to prove one universal channel of transmission, but to identify changing degrees of international interdependence. Seasonal behavior, cyclical covariation, and discount-rate movements become evidence for the strength or weakness of monetary integration.

The book’s central historical contrast is between the prewar and interwar periods. Before 1914, Morgenstern finds increasing coherence in international financial relations, though never the perfect order imagined by simplified gold-standard theory. The First World War shattered both institutions and regularities, and the later gold-exchange-standard period did not simply restore the old pattern.

the workings of the international monetary system had improved greatly up to 1914 and were tremendously upset by World War I.

The later chapters extend this framework to monetary “stress” and central-bank discount policy. Financial pressure, for Morgenstern, cannot be reduced to a single exchange-rate deviation or gold-flow rule; it must be inferred from the configuration of pressures across markets. Discount rates likewise were not passive reflections of specie movements. They were policy instruments used within an international network whose cohesion varied by period.

The importance of International Financial Transactions and Business Cycles lies in this combination of monetary history, statistical caution, and cycle analysis. Morgenstern challenges both idealized accounts of the gold standard and overconfident quantitative economics. International financial transmission is real in his account, but always mediated—by imperfect data, institutional arrangements, arbitrage costs, policy choices, war disruption, and cyclical timing.

Sections

This work was divided into 85 sections when it entered the library's research corpus—an apparatus for search and citation, not necessarily the author's own table of contents. Each title opens its summary.

  1. 1Preliminary Title Pages, Publication Data, and National Bureau Organization▾
  2. 2Relation of Directors to National Bureau Research and Publications▾
  3. 3Preface▾
  4. 4Contents▾
  5. 5List of Charts▾
  6. 6List of Tables and Main Title▾
  7. 7Chapter I: The International Spread of Business Cycles — The Problem and Statistical Methods▾
  8. 8Theoretical Discussions of Business Cycle Transmissions▾
  9. 9Bibliography on the International Transmission of Economic Cycles▾
  10. 10The Institutional Background and Its Changes▾
  11. 11Transmission of Shocks and Cycles▾
  12. 12World Economy and World Business Cycles▾
  13. 13Plan of the Following Chapters▾
  14. 14Chapter II, Section 1: International Timing and Phase Comparison of Business Cycles▾
  15. 15Chapter II, Section 2: Significance Test for Phase Comparisons▾
  16. 16Chapter II, Section 3: Duration of Cycles, Concentration, and Spread of Turning Points▾
  17. 17Chapter II, Section 4: Alternative Approaches▾
  18. 18Chapter III, Sections 1–2: Role of Short-Term Rates and Frequency Distributions▾
  19. 19Chapter III, Sections 3–4: Seasonal Variations and Domestic Cyclical Behavior▾
  20. 20Chapter III, Section 5: International Covariation of Short-Term Interest Rates▾
  21. 21Appendix: Description of Monthly Interest-Rate Data▾
  22. 22Chapter IV, Section 1: A Mechanism of Interaction and the Data▾
  23. 23Section 2: Frequency Distributions, Seasonal Movements, and Specific Cycles▾
  24. 24Section 3: The Absolute Maxima of Short-Term Interest Rate Differentials▾
  25. 25Section 4: Cyclical Aspects and the Equilibrium Problem▾
  26. 26Chapter V, Sections 1-4(6): International Solidarity, Gold Points, and Gold Point Data▾
  27. 27Section 4(7): Exchange Rate Distributions, Parity, and Currency Weakness▾
  28. 28Section 5: Seasonal Variations of Exchange Rates▾
  29. 29Section 6: Forward Rates of Exchange▾
  30. 30Section 7: Derived and Arbitrage Rates of Exchange▾
  31. 31Section 8: Violations of Gold Points by Exchange Rates▾
  32. 32Section 9: Heiligenstadt’s German-British Gold Point Case▾
  33. 33Section 10: Summary of International Money Market Solidarity▾
  34. 34Appendix: Description of Foreign Exchange Data▾
  35. 35Chapter VI, Section 1: Formation of Pairs▾
  36. 36Chapter VI, Section 2: Discussion of the Covariations▾
  37. 37Chapter VI, Section 3: The Introduction of Short Cycles▾
  38. 38Chapter VI, Section 4: Specific Cycles and Short Cycles Compared▾
  39. 39Chapter VI, Sections 5–6: Sign Correlations and the London–Berlin Example▾
  40. 40Chapter VII, Section 1: Need for Quantitative Estimates▾
  41. 41Interconnection of Exchange Rates and Interest Differentials: Permissible Limits Tables▾
  42. 42Interpreting Permissible Differentials and Gold Point Evidence▾
  43. 43Permissible and Actual Differentials, Loan Duration, and Long-Term Extensions▾
  44. 44Method of Measurement: Constructing Pairwise Effort Series▾
  45. 45Monthly Effort Series Construction and Measurement Assumptions▾
  46. 46Interpreting Effort Series: Data Definitions and General Principles▾
  47. 47New York Effort Series and Experiments with Alternative Rates▾
  48. 48London Relations with Paris and Berlin▾
  49. 49Berlin–Paris Series and General Implications for Interest-Rate Flexibility▾
  50. 50Aggregate Maximum Effort Series for Domestic Markets Against Foreign Centers▾
  51. 51Table 78: Continuous Violations in Pairwise Effort Series▾
  52. 52Table 79 and Frequency Interpretation of Aggregate Effort Violations▾
  53. 53Section 5: Conclusion▾
  54. 54Chapter VIII, Section 1: Domestic and Foreign Factors▾
  55. 55Section 2: The Incompleteness of Information▾
  56. 56Section 3: The Fourteen Variables of Central Bank Policy▾
  57. 57Section 4: Seasonal Variations▾
  58. 58Section 5: Frequency Distributions and Cycles of Discount Rates▾
  59. 59Section 6: Central Bank Discount Rates and Open Market Short-Term Rates▾
  60. 60Section 7: Discount Rate Differentials, Open Market Rate Differentials, and Exchange Rates▾
  61. 61Appendix A: The Discount Rates▾
  62. 62Appendix B: Discriminatory Discount Rates▾
  63. 63Chapter IX, Section 1: The Significance of Long-Term Interest Rates▾
  64. 64Chapter IX, Section 2: The Statistics of Long-Term Interest Rates▾
  65. 65Chapter IX, Section 3: Cyclical Behavior of Long-Term Interest Rates▾
  66. 66Chapter IX, Section 4: Long-Term Interest Rate Differentials▾
  67. 67Chapter IX, Section 5: The Differentials of Long-Term and Short-Term Interest Rates▾
  68. 68Chapter X: Security Markets and Foreign Capital Issues — Section 1, General Characteristics▾
  69. 69Security Markets and Foreign Capital: Foreign Securities, Stock Price Indexes, and Cyclical Covariation▾
  70. 70Statistical Turning Points and International Stock Market Panics▾
  71. 71Foreign Capital Flotations and the Limits of Available Data▾
  72. 72Appendix: Description and Comparability of Share Price Indexes▾
  73. 73Conclusion and Perspective▾
  74. 74Chronological Appendix: Prewar United States and International Business Annals▾
  75. 75Chronological Appendix: Prewar Great Britain Business Annals▾
  76. 76Chronological Appendix: Prewar France Business Annals▾
  77. 77Chronological Appendix: Prewar Germany Business Annals▾
  78. 78Chronological Appendix: Postwar International Business Annals▾
  79. 79Chronological Appendix: Postwar United States Business Annals▾
  80. 80Chronological Appendix: Postwar United Kingdom Business Annals▾
  81. 81Chronological Appendix: Postwar France Business Annals▾
  82. 82Chronological Appendix: Postwar Germany Business Annals▾
  83. 83Index▾
  84. 84National Bureau Publications on Business Cycles, 1920–1958▾
  85. 85Library Due-Date and Cataloging Matter▾

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