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...
| Main Author: | Sutherland, Alan |
|---|---|
| Other Authors: | Devereux, Michael |
| Format: | Journal |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
2007.
|
| Series: | IMF Working Papers; Working Paper ;
No. 2007/283 |
| Subjects: | |
| Online Access: | Full text available on IMF |
Similar Items
-
Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods /
by: Mirestean, Alin
Published: (2009) -
Cointegration and Long-Horizon Forecasting /
by: Diebold, Francis
Published: (1997) -
Monetary and Macroprudential Policy Coordination Among Multiple Equilibria /
by: Agur, Itai
Published: (2018) -
On Myopic Equilibria in Dynamic Games with Endogenous Discounting /
by: Bolt, Wilko
Published: (2006) -
Limited Information Bayesian Model Averaging for Dynamic Panels with An Application to a Trade Gravity Model /
by: Chen, Huigang
Published: (2011)