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...

Полное описание

Библиографические подробности
Главный автор: Devereux, Michael
Другие авторы: Sutherland, Alan
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2007.
Серии:IMF Working Papers; Working Paper ; No. 2007/284
Online-ссылка:Full text available on IMF