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...
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Washington, D.C
International Monetary Fund
2007
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Schriftenreihe: | IMF Working Papers
Working Paper No. 07/283 |
Online-Zugang: | UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext |
Zusammenfassung: | 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 |
Beschreibung: | 1 Online-Ressource (27 p) |
ISBN: | 1451868464 9781451868463 |
Internformat
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index_date | 2024-07-03T20:13:24Z |
indexdate | 2024-07-10T09:35:33Z |
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owner_facet | DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM |
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spelling | Sutherland, Alan Verfasser aut Country Portfolio Dynamics Sutherland, Alan Washington, D.C International Monetary Fund 2007 1 Online-Ressource (27 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 07/283 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 Online-Ausg Devereux, Michael B. Sonstige oth http://elibrary.imf.org/view/IMF001/08563-9781451868463/08563-9781451868463/08563-9781451868463.xml Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Sutherland, Alan Country Portfolio Dynamics |
title | Country Portfolio Dynamics |
title_auth | Country Portfolio Dynamics |
title_exact_search | Country Portfolio Dynamics |
title_exact_search_txtP | Country Portfolio Dynamics |
title_full | Country Portfolio Dynamics Sutherland, Alan |
title_fullStr | Country Portfolio Dynamics Sutherland, Alan |
title_full_unstemmed | Country Portfolio Dynamics Sutherland, Alan |
title_short | Country Portfolio Dynamics |
title_sort | country portfolio dynamics |
url | http://elibrary.imf.org/view/IMF001/08563-9781451868463/08563-9781451868463/08563-9781451868463.xml |
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