Portfolio Choice in a Monetary Open-Economy DSGE Model /

Portfolio Choice in a Monetary Open-Economy DSGE Model /

This paper develops a two-country monetary DSGE (dynamic stochastic general equilibrium) model in which households choose a portfolio of home and foreign equities, and a forward position in foreign exchange. Some goods prices are set without full information of the state. Home and foreign portfolios...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक:	Matsumoto, Akito
अन्य लेखक:	Engel, Charles
स्वरूप:	पत्रिका
भाषा:	English
प्रकाशित:	Washington, D.C. : International Monetary Fund, 2005.
श्रृंखला:	IMF Working Papers; Working Paper ; No. 2005/165
ऑनलाइन पहुंच:	Full text available on IMF

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