Dear all,
Do you know whether Dynare is capable of solving DSGE model with portfolio choice, like those in Tille and Wincoop (2007) "International Capital Flows", Devereux and Sutherland (2008) "Country portfolios in open economy macro models"?
Any reference will be highly appreciated!
Mus
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models with portfolio choice
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models with portfolio choice
by musmic » Tue Mar 09, 2010 3:47 am
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Re: models with portfolio choice
by ludog » Wed Apr 13, 2011 10:04 am
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Re: models with portfolio choice
by SébastienVillemot » Tue Apr 19, 2011 9:58 am
Currently Dynare is not able to solve this class of models out of the box.
It is however possible to use Dynare within a more complex framework to solve these models, some people are doing it, in particular Pablo Winant (search the web for his contact information).
Best,
It is however possible to use Dynare within a more complex framework to solve these models, some people are doing it, in particular Pablo Winant (search the web for his contact information).
Best,
Sébastien Villemot
Economist at OFCE – Sciences Po
Economist at OFCE – Sciences Po
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