Country portfolio dynamics

Michael B. Devereux; Alan Sutherland

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Country portfolio dynamics

机译：国家投资组合动态

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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.

机译：本文提出了一种用于描述两国动态一般均衡模型中时变均衡资产组合的一般逼近方法。该方法可以轻松地适应大多数动态的一般均衡模型，适用于市场完整或不完整的环境，并且可以用于任何维度的模型。此外，该近似为平衡投资组合的动力学提供了简单，易于解释的闭式解。

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来源
《Journal of Economic Dynamics and Control》 |2010年第7期|1325-1342|共18页
作者
Michael B. Devereux; Alan Sutherland;
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作者单位

CEPR, NBER and Department of Economics, University of British Columbia, 997-1873 East Mall, Vancouver, BC, Canada V6T 1Z1;

CEPR and School of Economics and Finance, University of St Andrews, St Andrews, Fife KY16 9AL, UK;

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原文格式 PDF
正文语种 eng
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关键词
country portfolios; solution methods;

机译：国家投资组合;解决方法;

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Country portfolio dynamics

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