Solving for Country Portfolios in Open Economy Macro Models /

This paper presents a general approximation method for characterizing time-varying equilibrium portfolios in a two-country dynamic general equilibrium model. the method can be easily adapted to most dynamic general equilibrium models, it applies to environments in which markets are complete or incom...

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書目詳細資料
主要作者: Devereux, Michael
其他作者: Sutherland, Alan
格式: 雜誌
語言:English
出版: Washington, D.C. : International Monetary Fund, 2007.
叢編:IMF Working Papers; Working Paper ; No. 2007/284
在線閱讀:Full text available on IMF
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100 1 |a Devereux, Michael. 
245 1 0 |a Solving for Country Portfolios in Open Economy Macro Models /  |c Michael Devereux, Alan Sutherland. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2007. 
300 |a 1 online resource (27 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a This paper presents a general approximation method for characterizing time-varying equilibrium portfolios in a two-country dynamic general equilibrium model. the method can be easily adapted to most dynamic general equilibrium models, it applies to environments in which markets are complete or incomplete, and it can be used for models of any dimension. Moreover, the approximation provides simple, easily interpretable closed form solutions for the dynamics of equilibrium portfolios. 
538 |a Mode of access: Internet 
700 1 |a Sutherland, Alan. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2007/284 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2007/284/001.2007.issue-284-en.xml  |z IMF e-Library