Solving for Country Portfolios in Open Economy Macro Models

Citations

Cited by:

1. Jonathan Heathcote & Fabrizio Perri, 2013. "The International Diversification Puzzle Is Not as Bad as You Think," Journal of Political Economy, University of Chicago Press, vol. 121(6), pages 1108-1159.
   • Jonathan Heathcote & Fabrizio Perri, 2004. "The international diversification puzzle is not as bad as you think," 2004 Meeting Papers 152, Society for Economic Dynamics.
   • Jonathan Heathcote & Fabrizio Perri, 2013. "The international diversification puzzle is not as bad as you think," Working Papers 472, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
   • Fabrizio Perri & Jonathan Heathcote, 2007. "The International Diversification Puzzle Is Not as Bad as You Think," Working Papers 2007-3, University of Minnesota, Department of Economics, revised 08 Oct 2007.
   • Heathcote, Jonathan & Perri, Fabrizio, 2008. "The International Diversification Puzzle is Not as Bad as You Think," CEPR Discussion Papers 6982, C.E.P.R. Discussion Papers.
   • Jonathan Heathcote & Fabrizio Perri, 2007. "The International Diversification Puzzle Is Not As Bad As You Think," NBER Working Papers 13483, National Bureau of Economic Research, Inc.
   • Jonathan Heathcote & Fabrizio Perri, 2007. "The international diversification puzzle is not as bad as you think," Staff Report 398, Federal Reserve Bank of Minneapolis.
2. Ghironi, Fabio & Lee, Jaewoo & Rebucci, Alessandro, 2015. "The valuation channel of external adjustment," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 86-114.
   • Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2006. "The Valuation Channel of External Adjustment," 2006 Meeting Papers 195, Society for Economic Dynamics.
   • Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2009. "The valuation channel of external adjustment," Working Papers 09-18, Federal Reserve Bank of Boston.
   • Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2007. "The Valuation Channel of External Adjustment," NBER Working Papers 12937, National Bureau of Economic Research, Inc.
   • Mr. Jaewoo Lee & Mr. Fabio Ghironi & Mr. Alessandro Rebucci, 2009. "The Valuation Channel of External Adjustment," IMF Working Papers 2009/275, International Monetary Fund.
   • Ghironi, Fabio & Rebucci, Alessandro & Lee, Jaewoo, 2015. "The Valuation Channel of External Adjustment," CEPR Discussion Papers 10564, C.E.P.R. Discussion Papers.
   • Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2009. "The Valuation Channel of External Adjustment," Boston College Working Papers in Economics 722, Boston College Department of Economics.
3. Claudia M. Buch & Kai Carstensen & Andrea Schertler, 2010. "Macroeconomic Shocks and Banks' Foreign Assets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 171-188, February.
   • Claudia M. Buch & Kai Carstensen & Andrea Schertler, 2010. "Macroeconomic Shocks and Banks' Foreign Assets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 171-188, February.
   • Buch, Claudia M. & Carstensen, Kai & Schertler, Andrea, 2010. "Macroeconomic shocks and banks’ foreign assets," Munich Reprints in Economics 19988, University of Munich, Department of Economics.
4. Coeurdacier, Nicolas & Kollmann, Robert & Martin, Philippe, 2010. "International portfolios, capital accumulation and foreign assets dynamics," Journal of International Economics, Elsevier, vol. 80(1), pages 100-112, January.
   • Coeurdacier, Nicolas & Kollmann, Robert Miguel W. K. & Martin, Philippe J., 2008. "International portfolios, capital accumulation and foreign assets dynamics," Discussion Paper Series 1: Economic Studies 2008,19, Deutsche Bundesbank.
   • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2010. "International portfolios, capital accumulation and foreign assets dynamics," SciencePo Working papers Main hal-01052901, HAL.
   • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2010. "International portfolios, capital accumulation and foreign assets dynamics," Post-Print hal-01052901, HAL.
   • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2009. "International portfolios, capital accumulation and foreign assets dynamics," Globalization Institute Working Papers 27, Federal Reserve Bank of Dallas.
   • Kollmann, Robert & Martin, Philippe & Coeurdacier, Nicolas, 2008. "International Portfolios, Capital Accumulation and Foreign Assets Dynamics," CEPR Discussion Papers 6902, C.E.P.R. Discussion Papers.
5. Goldberg, Linda S. & Tille, Cédric, 2008. "Vehicle currency use in international trade," Journal of International Economics, Elsevier, vol. 76(2), pages 177-192, December.
   • Linda S. Goldberg & Cédric Tille, 2005. "Vehicle currency use in international trade," Staff Reports 200, Federal Reserve Bank of New York.
   • Linda S. Goldberg & Cedric Tille, 2005. "Vehicle Currency Use in International Trade," NBER Working Papers 11127, National Bureau of Economic Research, Inc.
6. Philip R. Lane & Jay C. Shambaugh, 2010. "Financial Exchange Rates and International Currency Exposures," American Economic Review, American Economic Association, vol. 100(1), pages 518-540, March.
   • Philip R Lane & Jay C Shambaugh, 2007. "Financial exchange rates and international currency exposures," CGFS Papers chapters, in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 90-127, Bank for International Settlements.
   • Philip R. Lane & Jay C. Shambaugh, 2007. "Financial Exchange Rates and International Currency Exposures," The Institute for International Integration Studies Discussion Paper Series iiisdp229, IIIS.
   • Lane, Philip R. & Shambaugh, Jay C., 2008. "Financial exchange rates and international currency exposures," Discussion Paper Series 1: Economic Studies 2008,22, Deutsche Bundesbank.
   • Lane, Philip & Shambaugh, Jay, 2007. "Financial Exchange Rates and International Currency Exposures," CEPR Discussion Papers 6473, C.E.P.R. Discussion Papers.
   • Philip Lane & Jay C. Shambaugh, 2007. "Financial Exchange Rates and International Currency Exposures," NBER Working Papers 13433, National Bureau of Economic Research, Inc.
7. Pierpaolo Benigno, 2009. "Price Stability with Imperfect Financial Integration," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(s1), pages 121-149, February.
   • Pierpaolo Benigno, 2009. "Price Stability with Imperfect Financial Integration," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(s1), pages 121-149, February.
   • Pierpaolo Benigno, 2008. "Price stability with imperfect financial integration," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
   • Benigno, Pierpaolo, 2001. "Price Stability with Imperfect Financial Integration," CEPR Discussion Papers 2854, C.E.P.R. Discussion Papers.
8. Coeurdacier, Nicolas & Kollmann, Robert & Martin, Philippe, 2010. "International portfolios, capital accumulation and foreign assets dynamics," Journal of International Economics, Elsevier, vol. 80(1), pages 100-112, January.
   • Coeurdacier, Nicolas & Kollmann, Robert Miguel W. K. & Martin, Philippe J., 2008. "International portfolios, capital accumulation and foreign assets dynamics," Discussion Paper Series 1: Economic Studies 2008,19, Deutsche Bundesbank.
   • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2010. "International portfolios, capital accumulation and foreign assets dynamics," SciencePo Working papers hal-01052901, HAL.
   • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2010. "International portfolios, capital accumulation and foreign assets dynamics," Post-Print hal-01052901, HAL.
   • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2009. "International portfolios, capital accumulation and foreign assets dynamics," Globalization Institute Working Papers 27, Federal Reserve Bank of Dallas.
   • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2010. "International portfolios, capital accumulation and foreign assets dynamics," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
   • Coeurdacier, Nicolas & Kollmann, Robert & Martin, Philippe, 2008. "International Portfolios, Capital Accumulation and Foreign Assets Dynamics," CEPR Discussion Papers 6902, C.E.P.R. Discussion Papers.
9. Pang, Ke, 2013. "Financial integration, nominal rigidity, and monetary policy," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 75-90.
10. Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2009. "International Portfolios with Supply, Demand, and Redistributive Shocks," NBER Chapters, in: NBER International Seminar on Macroeconomics 2007, pages 231-263, National Bureau of Economic Research, Inc.
    • Kollmann, Robert & Martin, Philippe & Coeurdacier, Nicolas, 2007. "International Portfolios with Supply, Demand and Redistributive Shocks," CEPR Discussion Papers 6482, C.E.P.R. Discussion Papers.
    • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2008. "International Portfolios with Supply, Demand, and Redistributive Shocks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00649209, HAL.
    • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007. "International portfolios with supply, demand and redistributive shocks," SciencePo Working papers Main hal-01053624, HAL.
    • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007. "International Portfolios with Supply, Demand and Redistributive Shocks," NBER Working Papers 13424, National Bureau of Economic Research, Inc.
    • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2008. "International Portfolios with Supply, Demand, and Redistributive Shocks," Post-Print hal-00649209, HAL.
    • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007. "International portfolios with supply, demand and redistributive shocks," Post-Print hal-01053624, HAL.
11. Martin D D Evans & Viktoria V Hnatkovska, 2007. "International Financial Integration and the Real Economy," IMF Staff Papers, Palgrave Macmillan, vol. 54(2), pages 220-269, June.
    • Martin Evans and Viktoria Hnatkovska, 2007. "International Financial Integration and The Real Economy," Working Papers gueconwpa~07-07-11, Georgetown University, Department of Economics.
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13. Ellen R. McGrattan & Edward C. Prescott, 2010. "Technology Capital and the US Current Account," American Economic Review, American Economic Association, vol. 100(4), pages 1493-1522, September.
    • Edward Prescott & Ellen McGrattan, 2007. "Technology Capital and the U.S. Current Account," 2007 Meeting Papers 90, Society for Economic Dynamics.
    • Ellen R McGrattan & Edward C Prescott, 2008. "Technology Capital and the U.S. Current Account," Levine's Bibliography 122247000000001827, UCLA Department of Economics.
    • Ellen R. McGrattan & Edward C. Prescott, 2007. "Technology capital and the U.S. current account," Working Papers 646, Federal Reserve Bank of Minneapolis.
    • Ellen R. McGrattan & Edward C. Prescott, 2008. "Technology Capital and the U.S. Current Account," NBER Working Papers 13983, National Bureau of Economic Research, Inc.
    • Ellen R. McGrattan & Edward C. Prescott, 2009. "Technology capital and the U.S. current account," Staff Report 406, Federal Reserve Bank of Minneapolis.
14. Coeurdacier, Nicolas, 2009. "Do trade costs in goods market lead to home bias in equities?," Journal of International Economics, Elsevier, vol. 77(1), pages 86-100, February.
    • Nicolas Coeurdacier, 2006. "Do trade costs in goods market lead to home bias in equities?," 2006 Meeting Papers 111, Society for Economic Dynamics.
    • Coeurdacier, Nicolas, 2006. "Do Trade Costs in Goods Market Lead to Home Bias in Equities?," ESSEC Working Papers DR 06011, ESSEC Research Center, ESSEC Business School.
    • Nicolas Coeurdacier, 2009. "Do trade costs in goods market lead to home bias in equities?," Post-Print hal-03602479, HAL.
    • Coeurdacier, Nicolas, 2008. "Do Trade Costs in Goods Market Lead to Home Bias in Equities?," CEPR Discussion Papers 6991, C.E.P.R. Discussion Papers.
15. Bianca De Paoli, 2009. "Monetary Policy under Alternative Asset Market Structures: The Case of a Small Open Economy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1301-1330, October.
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17. Philip R. Lane & Gian Maria Milesi-Ferretti, 2009. "Where Did All the Borrowing Go? A Forensic Analysis of the U.S. External Position," NBER Chapters, in: Financial Globalization, 20th Anniversary Conference, NBER-TCER-CEPR, National Bureau of Economic Research, Inc.
    • Lane, Philip R. & Milesi-Ferretti, Gian Maria, 2009. "Where did all the borrowing go? A forensic analysis of the U.S. external position," Journal of the Japanese and International Economies, Elsevier, vol. 23(2), pages 177-199, June.
    • Milesi-Ferretti, Gian Maria & Lane, Philip, 2008. "Where Did All The Borrowing Go? A Forensic Analysis of the U.S. External Position," CEPR Discussion Papers 6655, C.E.P.R. Discussion Papers.
    • Philip R. Lane and Gian Maria Milesi-Ferretti, 2008. "Where Did All The Borrowing Go? A Forensic Analysis of the U.S. External Position," The Institute for International Integration Studies Discussion Paper Series iiisdp239, IIIS.
    • Mr. Gian M Milesi-Ferretti & Mr. Philip R. Lane, 2008. "Where Did All the Borrowing Go? A Forensic Analysis of the U.S. External Position," IMF Working Papers 2008/028, International Monetary Fund.
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19. Coeurdacier, Nicolas & Gourinchas, Pierre-Olivier, 2016. "When bonds matter: Home bias in goods and assets," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 119-137.
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    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2015. "When Bonds Matter: Home Bias in Goods and Assets," SciencePo Working papers Main hal-03470191, HAL.
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    • Gourinchas, Pierre-Olivier & Coeurdacier, Nicolas, 2011. "When Bonds Matter: Home Bias in Goods and Assets," CEPR Discussion Papers 8649, C.E.P.R. Discussion Papers.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2009. "When bonds matter: home bias in goods and assets," Working Papers hal-03602482, HAL.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2015. "When Bonds Matter: Home Bias in Goods and Assets," Working Papers hal-03470191, HAL.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2016. "When bonds matter: Home bias in goods and assets," Post-Print hal-03392947, HAL.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2016. "When bonds matter: Home bias in goods and assets," SciencePo Working papers Main hal-03392947, HAL.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2008. "When bonds matter: home bias in goods and assets," Working Paper Series 2008-25, Federal Reserve Bank of San Francisco.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2011. "When Bonds Matter: Home Bias in Goods and Assets," NBER Working Papers 17560, National Bureau of Economic Research, Inc.
20. Tarek A. Hassan & Thomas M. Mertens, 2017. "The Social Cost of Near-Rational Investment," American Economic Review, American Economic Association, vol. 107(4), pages 1059-1103, April.
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21. Filipa Sá & Francesca Viani, 2013. "Shifts in Portfolio Preferences of International Investors: An Application to Sovereign Wealth Funds," Review of International Economics, Wiley Blackwell, vol. 21(5), pages 868-885, November.
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22. Devereux, Michael B. & Sutherland, Alan, 2010. "Valuation effects and the dynamics of net external assets," Journal of International Economics, Elsevier, vol. 80(1), pages 129-143, January.
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23. Shahid, Muhammad & Qayyum, Abdul & Shahid, Waseem, 2016. "Fiscal and Monetary Policy Interactions in Pakistan Using a Dynamic Stochastic General Equilibrium Framework," MPRA Paper 72595, University Library of Munich, Germany.
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24. Tille, Cédric & van Wincoop, Eric, 2010. "International capital flows," Journal of International Economics, Elsevier, vol. 80(2), pages 157-175, March.
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27. Tille, Cédric, 2008. "Financial integration and the wealth effect of exchange rate fluctuations," Journal of International Economics, Elsevier, vol. 75(2), pages 283-294, July.
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28. Charles Engel & Akito Matsumoto, 2009. "The International Diversification Puzzle When Goods Prices Are Sticky: It's Really about Exchange-Rate Hedging, Not Equity Portfolios," American Economic Journal: Macroeconomics, American Economic Association, vol. 1(2), pages 155-188, July.
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29. Pavlova, Anna & Rigobon, Roberto, 2010. "An asset-pricing view of external adjustment," Journal of International Economics, Elsevier, vol. 80(1), pages 144-156, January.
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51. Tille, Cedric & van Wincoop, Eric, 2010. "A new perspective on "the new rule"of the current account," Journal of International Economics, Elsevier, vol. 80(1), pages 89-99, January.
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