Country Portfolios in a Two-Country DSGE Model

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Country Portfolios in a Two-Country DSGE Model

Postby Doriane » Tue Jul 29, 2014 3:18 am

Hi all,
I am solving a DSGE model with portfolio choice similar to the Devereux and Yetman (2010) model ( DSGE Model with leverage constraint and international portfolio integration with transmission of shocks between countries). Does anyone have programmed this kind of model? or is there any helpful reference you can recommend ?
Thank you very much,
Doriane
 
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Joined: Tue Jul 29, 2014 2:24 am

Re: Country Portfolios in a Two-Country DSGE Model

Postby federico » Tue Jul 29, 2014 9:02 am

Look at Alan sutherland home page

http://www.st-andrews.ac.uk/~ajs10/home.html
federico
 
Posts: 68
Joined: Fri Mar 30, 2012 4:46 pm

Re: Country Portfolios in a Two-Country DSGE Model

Postby Doriane » Tue Jul 29, 2014 1:13 pm

Thank you....
Doriane
 
Posts: 2
Joined: Tue Jul 29, 2014 2:24 am


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