Country Portfolio Dynamics /

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...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Sutherland, Alan
Muut tekijät: Devereux, Michael
Aineistotyyppi: Aikakauslehti
Kieli:English
Julkaistu: Washington, D.C. : International Monetary Fund, 2007.
Sarja:IMF Working Papers; Working Paper ; No. 2007/283
Aiheet:
Linkit:Full text available on IMF
LEADER 01604cas a2200277 a 4500
001 AALejournalIMF009427
008 230101c9999 xx r poo 0 0eng d
020 |c 5.00 USD 
020 |z 9781451868463 
022 |a 1018-5941 
040 |a BD-DhAAL  |c BD-DhAAL 
100 1 |a Sutherland, Alan. 
245 1 0 |a Country Portfolio Dynamics /  |c Alan Sutherland, Michael Devereux. 
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 
650 7 |a Mover Accent  |2 imf 
650 7 |a WP  |2 imf 
700 1 |a Devereux, Michael. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2007/283 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2007/283/001.2007.issue-283-en.xml  |z IMF e-Library