Country portfolio dynamics
From MaRDI portal
Publication:975902
DOI10.1016/j.jedc.2010.03.008zbMath1230.91107OpenAlexW3121417734MaRDI QIDQ975902
Alan Sutherland, Michael B. Devereux
Publication date: 11 June 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2010.03.008
Related Items (4)
A method for solving general equilibrium models with incomplete markets and many financial assets ⋮ International portfolio flows with growth shocks ⋮ A two-period model with portfolio choice: understanding results from different solution methods ⋮ Solving DSGE portfolio choice models with dispersed private information
Cites Work
- Unnamed Item
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
- Computing second-order-accurate solutions for rational expectation models using linear solution methods
- Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
- The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
- Asymptotic methods for asset market equilibrium analysis
This page was built for publication: Country portfolio dynamics
