Solving DSGE models with incomplete markets by perturbation
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DOI: 10.1016/j.red.2025.101285
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Keywords
Equity home bias; Incomplete markets; International capital flows; Open economy DSGE models; Perturbation; Portfolio allocations; Solution methods;All these keywords.
JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
Statistics
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