Solving DSGE portfolio choice models with dispersed private information
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Publication:1994387
DOI10.1016/j.jedc.2014.01.014zbMath1402.91735OpenAlexW1980380365MaRDI QIDQ1994387
Cédric Tille, Eric van Wincoop
Publication date: 1 November 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2014.01.014
private informationdispersed informationlocal approximation methoddynamic general equilibrium modelnoisy rational expectations model
Economic growth models (91B62) Portfolio theory (91G10) Dynamic stochastic general equilibrium theory (91B51)
Related Items (2)
Solving DSGE portfolio choice models with dispersed private information ⋮ Impact of investment openness on national external wealth: based on valuation effects perspective
Cites Work
- A method for solving general equilibrium models with incomplete markets and many financial assets
- Comparing solution methods for dynamic equilibrium economies
- Country portfolio dynamics
- Learning from others: A welfare analysis
- Solving DSGE portfolio choice models with dispersed private information
- How Fast do Rational Agents Learn?
- International Equity Flows and Returns: A Quantitative Equilibrium Approach
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