Country portfolio dynamics

DOI10.1016/J.JEDC.2010.03.008MaRDI QIDQ975902zbMATH OpenOpenAlexFDO

Authors Michael B. Devereux, Alan Sutherland

Publication date 11 June 2010

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jedc.2010.03.008

zbMATH Keywords

country portfoliossolution methods

Mathematics Subject Classification ID

Dynamic stochastic general equilibrium theory (91B51)

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Cites work

• scientific article; zbMATH DE number 1241609 (Why is no real title available?)
• Asymptotic methods for asset market equilibrium analysis
• Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
• Computing second-order-accurate solutions for rational expectation models using linear solution methods
• Solving dynamic general equilibrium models using a second-order approximation to the policy function
• The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments

Cited in

(5)

• Solving DSGE portfolio choice models with dispersed private information
• A method for solving general equilibrium models with incomplete markets and many financial assets
• The Pricing of Country Funds from Emerging Markets: Theory and Evidence
• International portfolio flows with growth shocks
• A two-period model with portfolio choice: understanding results from different solution methods

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