UPSC MainsECONOMICS-PAPER-I201120 Marks200 Words
Q12.

How does portfolio balance approach differ from monetary approach in determining the exchange rate?

How to Approach

This question requires a comparative analysis of two prominent theories explaining exchange rate determination. The answer should begin by briefly defining exchange rates and the core principles of both the portfolio balance approach and the monetary approach. A structured comparison highlighting their key differences in terms of asset demand, role of money supply, and expectations is crucial. Focus on how each approach views the factors influencing international capital flows. The answer should be concise, sticking to the 200-word limit.

Model Answer

0 min read

Introduction

Exchange rates, representing the price of one currency in terms of another, are pivotal in international trade and finance. Determining these rates has been a subject of debate among economists. Two prominent approaches are the Portfolio Balance (PB) approach and the Monetary approach. The Monetary approach, dominant in the 1970s, posits that exchange rates are primarily determined by relative money supply and demand. However, the PB approach, gaining traction later, emphasizes the role of asset markets and investor preferences in influencing exchange rate movements, challenging the purely monetary view.

Portfolio Balance Approach

The PB approach, developed by James Porteous, argues that exchange rates are determined by the demand and supply for domestic and foreign assets. Investors hold a portfolio of assets (bonds, equities, etc.) seeking to maximize returns while diversifying risk. Changes in relative asset returns, risk perceptions, and investor preferences lead to shifts in portfolio composition, influencing capital flows and, consequently, exchange rates. It considers a wider range of assets than just money.

Monetary Approach

The Monetary approach, pioneered by Robert Mundell and Marcus Fleming, views exchange rates as determined by the relative money supplies and the demand for real money balances. It assumes perfect capital mobility and fixed prices in the short run. An increase in the domestic money supply leads to depreciation of the domestic currency, as it increases the supply of domestic assets and reduces their relative return.

Key Differences

Feature Portfolio Balance Approach Monetary Approach
Asset Focus Broad range of assets (bonds, equities) Primarily money
Role of Money Supply Indirect influence through asset returns Direct and primary determinant
Investor Behavior Portfolio diversification and risk aversion Rational expectations and purchasing power parity
Capital Mobility Assumes imperfect capital mobility Assumes perfect capital mobility

The PB approach acknowledges the importance of expectations and risk aversion, which are less emphasized in the simpler monetary model. Furthermore, the PB approach is better equipped to explain exchange rate movements driven by shifts in investor sentiment and asset market conditions.

Conclusion

In essence, while the Monetary approach provides a foundational understanding of exchange rate determination based on monetary factors, the Portfolio Balance approach offers a more nuanced and comprehensive framework by incorporating asset market dynamics and investor behavior. The PB approach is considered more realistic in today’s complex financial landscape, where capital flows are influenced by a multitude of factors beyond just money supply. Both approaches, however, remain valuable tools for analyzing exchange rate movements.

Answer Length

This is a comprehensive model answer for learning purposes and may exceed the word limit. In the exam, always adhere to the prescribed word count.

Additional Resources

Key Definitions

Exchange Rate
The value of one currency expressed in terms of another currency. It represents the price at which two currencies can be exchanged.
Purchasing Power Parity (PPP)
A theory stating that exchange rates should adjust to equalize the purchasing power of different currencies. In other words, a basket of goods should cost the same in all countries when expressed in a common currency.

Key Statistics

Global foreign exchange market turnover averaged $7.5 trillion per day in April 2022.

Source: Bank for International Settlements (BIS), Triennial Central Bank Survey of Foreign Exchange and OTC Derivatives Markets (2022)

India's foreign exchange reserves stood at $596.98 billion as of December 15, 2023.

Source: Reserve Bank of India (RBI)

Examples

Brexit and the Pound

Following the Brexit referendum in 2016, the British Pound experienced significant volatility. The Portfolio Balance approach helps explain this, as investor sentiment shifted dramatically, leading to capital outflows and a depreciation of the Pound due to increased risk perception.

Frequently Asked Questions

Does the Monetary approach still have relevance?

Yes, the Monetary approach provides a useful baseline understanding, particularly in the long run when purchasing power parity tends to hold. However, it often fails to explain short-term exchange rate fluctuations.

Topics Covered

EconomyInternational FinanceExchange Rate RegimesBalance of PaymentsCapital Flows