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Country Portfolios in a Two-Country DSGE Model

PostPosted: Tue Jul 29, 2014 3:18 am
by Doriane
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,

Re: Country Portfolios in a Two-Country DSGE Model

PostPosted: Tue Jul 29, 2014 9:02 am
by federico
Look at Alan sutherland home page

http://www.st-andrews.ac.uk/~ajs10/home.html

Re: Country Portfolios in a Two-Country DSGE Model

PostPosted: Tue Jul 29, 2014 1:13 pm
by Doriane
Thank you....