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...
| Hlavní autor: | |
|---|---|
| Další autoři: | |
| Médium: | Časopis |
| Jazyk: | English |
| Vydáno: |
Washington, D.C. :
International Monetary Fund,
2005.
|
| Edice: | IMF Working Papers; Working Paper ;
No. 2005/165 |
| On-line přístup: | Full text available on IMF |