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...
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| Fformat: | Cylchgrawn |
| Iaith: | English |
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Washington, D.C. :
International Monetary Fund,
2005.
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| Cyfres: | IMF Working Papers; Working Paper ;
No. 2005/165 |
| Mynediad Ar-lein: | Full text available on IMF |