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Citations for "Portfolio Choice in a Monetary Open-Economy DSGE Model"

by Akito Matsumoto & Charles Engel

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  1. Bong-Chan Kho & René M. Stulz & Francis E. Warnock, 2006. "Financial Globalization, Governance, and the Evolution of the Home Bias," NBER Working Papers 12389, National Bureau of Economic Research, Inc.
  2. Pavlova, Anna & Rigobon, Roberto, 2008. "The Role of Portfolio Constraints in the International Propagation of Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6647, C.E.P.R. Discussion Papers.
  3. Pavlova, Anna & Rigobon, Roberto, 2011. "International Macro-Finance," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8218, C.E.P.R. Discussion Papers.
  4. Jean-Olivier Hairault & Thepthida Sopraseuth, 2008. "Fluctuations Internationales et Dynamique du Taux de Change," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00270284, HAL.
  5. Devereux, Michael B & Saito, Makoto, 2006. "A Portfolio Theory of International Capital Flows," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5746, C.E.P.R. Discussion Papers.
  6. Marques, Luis B, 2007. "Welfare Implications of Exchange Rate Changes," MPRA Paper 5721, University Library of Munich, Germany.
  7. Hau, Harald & Rey, Hélène, 2008. "Home Bias at the Fund Level," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6721, C.E.P.R. Discussion Papers.
  8. Coeurdacier, Nicolas & Kollmann, Robert & Martin, Philippe, 2008. "International Portfolios, Capital Accumulation and Foreign Assets Dynamics," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6902, C.E.P.R. Discussion Papers.
  9. Ester Faia & Tommaso Monacelli, 2006. "Optimal Monetary Policy in a Small Open Economy with Home Bias," Computing in Economics and Finance 2006, Society for Computational Economics 521, Society for Computational Economics.
  10. Lane, Philip R. & Shambaugh, Jay C., 2010. "The long or short of it: Determinants of foreign currency exposure in external balance sheets," Journal of International Economics, Elsevier, Elsevier, vol. 80(1), pages 33-44, January.
  11. Michael B. Devereux, 2007. "Financial Globalization and Emerging Market Portfolios," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, Institute for Monetary and Economic Studies, Bank of Japan, vol. 25(S1), pages 101-130, December.
  12. Michael B. Devereux & Alan Sutherland, 2008. "Country Portfolios in Open Economy Macro Models," NBER Working Papers 14372, National Bureau of Economic Research, Inc.
  13. Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2006. "The Valuation Channel of External Adjustment," 2006 Meeting Papers, Society for Economic Dynamics 195, Society for Economic Dynamics.
  14. Coeurdacier, Nicolas, 2009. "Do trade costs in goods market lead to home bias in equities?," Journal of International Economics, Elsevier, Elsevier, vol. 77(1), pages 86-100, February.
  15. repec:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g81p80a37 is not listed on IDEAS
  16. Devereux, Michael B. & Sutherland, Alan, 2010. "Valuation effects and the dynamics of net external assets," Journal of International Economics, Elsevier, Elsevier, vol. 80(1), pages 129-143, January.
  17. Devereux, Michael B. & Sutherland, Alan, 2008. "Financial globalization and monetary policy," Discussion Paper Series 1: Economic Studies 2008,20, Deutsche Bundesbank, Research Centre.
  18. Devereux, Michael B. & Sutherland, Alan, 2010. "Country portfolio dynamics," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 34(7), pages 1325-1342, July.
  19. Jonathan Heathcote & Fabrizio Perri, 2007. "The international diversification puzzle is not as bad as you think," Staff Report, Federal Reserve Bank of Minneapolis 398, Federal Reserve Bank of Minneapolis.
  20. Pierpaolo Benigno, 2006. "Are Valuation Effects Desirable from a Global Perspective?," NBER Working Papers 12219, National Bureau of Economic Research, Inc.
  21. Hnatkovska, Viktoria, 2010. "Home bias and high turnover: Dynamic portfolio choice with incomplete markets," Journal of International Economics, Elsevier, Elsevier, vol. 80(1), pages 113-128, January.
  22. Fidora, Michael & Fratzscher, Marcel & Thimann, Christian, 2007. "Home bias in global bond and equity markets: The role of real exchange rate volatility," Journal of International Money and Finance, Elsevier, Elsevier, vol. 26(4), pages 631-655, June.
  23. Roland Straub & Luca Dedola & Giovanni Lombardo, 2011. "Home bias and portfolio dynamics in a multi-country model," 2011 Meeting Papers 1037, Society for Economic Dynamics.
  24. Pierre-Olivier Gourinchas & Nicolas Coeurdacier, 2008. "When Bonds Matter: Home Bias in Goods and Assets," 2008 Meeting Papers 342, Society for Economic Dynamics.
  25. Tille, Cédric, 2008. "Financial integration and the wealth effect of exchange rate fluctuations," Journal of International Economics, Elsevier, Elsevier, vol. 75(2), pages 283-294, July.
  26. Guy Meredith, 2007. "Debt Dynamics and Global Imbalances," IMF Working Papers 07/4, International Monetary Fund.
  27. Robert Kollmann & Nicolas Coeurdacier & Philippe Martin, 2008. "International portfolios, current account dynamics and capital accumulation," ULB Institutional Repository 2013/13410, ULB -- Universite Libre de Bruxelles.
  28. repec:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g7485ckbm is not listed on IDEAS
  29. Philip Lane & Jay C. Shambaugh, 2007. "Financial Exchange Rates and International Currency Exposures," NBER Working Papers 13433, National Bureau of Economic Research, Inc.
  30. Cédric Tille & Eric van Wincoop, 2007. "International capital flows," Staff Reports, Federal Reserve Bank of New York 280, Federal Reserve Bank of New York.
  31. Agustín Bénétrix, 2009. "The anatomy of large valuation episodes," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 145(3), pages 489-511, October.
  32. Philip R. Lane & Gian-Maria Milesi-Ferretti, 2007. "Europe and Global Imbalances," IMF Working Papers 07/144, International Monetary Fund.
  33. Nicolas Coeurdacier, 2011. "Limited participation and International Risk-Sharing," 2011 Meeting Papers 613, Society for Economic Dynamics.
  34. De Moor, Lieven & Sercu, Piet & Vanpée, Rosanne, 2007. "The plausibility of risk estimates and implied costs to international equity investment," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management 2007/34, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
  35. Michael B Devereux & Alan Sutherland, 2007. " Country Portfolio Dynamics," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis 0706, Centre for Dynamic Macroeconomic Analysis.
  36. David Amdur, 2009. "International Diversification in Debt vs Equity," Working Papers, Georgetown University, Department of Economics gueconwpa~09-09-01, Georgetown University, Department of Economics.
  37. Stéphane Guibaud & Nicolas Coeurdacier, 2008. "A dynamic equilibrium of imperfectly integrated financial markets," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
  38. Tovar, Camilo Ernesto, 2008. "DSGE Models and Central Banks," Economics Discussion Papers 2008-30, Kiel Institute for the World Economy.
  39. Philippe Bacchetta & Eric van Wincoop, 2006. "Incomplete information processing: a solution to the forward discount puzzle," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Jun.
  40. Michael B Devereux & Alan Sutherland, 2009. "A Portfolio Model of Capital Flows to Emerging Markets," Working Papers, Hong Kong Institute for Monetary Research 082009, Hong Kong Institute for Monetary Research.
  41. Michael B. Devereux & Alan Sutherland, 2007. "Solving for Country Portfolios in Open Economy Macro Models," Working Papers, Hong Kong Institute for Monetary Research 162007, Hong Kong Institute for Monetary Research.
  42. Pang, Ke, 2013. "Financial integration, nominal rigidity, and monetary policy," International Review of Economics & Finance, Elsevier, Elsevier, vol. 25(C), pages 75-90.
  43. Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007. "Return Volatility and International Portfolio Choice," 2007 Meeting Papers, Society for Economic Dynamics 474, Society for Economic Dynamics.
  44. repec:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g708n2m4m is not listed on IDEAS
  45. Rahul Mukherjee, 2011. "Country Portfolios with Imperfect Corporate Governance," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies 08-2011, Economics Section, The Graduate Institute of International Studies.
  46. Leon, Jorge, 2010. "International Portfolios and the U.S. Current Account," MPRA Paper 45281, University Library of Munich, Germany.
  47. Coeurdacier, Nicolas & Kollmann, Robert & Martin, Philippe, 2007. "International Portfolios with Supply, Demand and Redistributive Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6482, C.E.P.R. Discussion Papers.
  48. Fidrmuc, Jarko & Foster, Neil & Scharler, Johann, 2011. "Labour market rigidities and international risk sharing across OECD countries," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(4), pages 660-677, June.
  49. Philippe Bacchetta & Eric van Wincoop, 2005. "Rational Inattention: A Solution to the Forward Discount Puzzle," FAME Research Paper Series, International Center for Financial Asset Management and Engineering rp156, International Center for Financial Asset Management and Engineering.
  50. Michael Kumhof, 2009. "International Currency Portfolios," IMF Working Papers 09/48, International Monetary Fund.
  51. Richard W. Evans, 2007. "Is openness inflationary? Imperfect competition and monetary market power," Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas 01, Federal Reserve Bank of Dallas.
  52. Devereux, Michael B., 2009. "A simple model of emerging market portfolio structure," International Review of Economics & Finance, Elsevier, Elsevier, vol. 18(3), pages 457-468, June.
  53. Stephanie E. Curcuru & Tomas Dvorak & Francis E. Warnock, 2009. "Decomposing the U.S. External Returns Differential," NBER Working Papers 15077, National Bureau of Economic Research, Inc.
  54. Richard W. Evans, 2012. "Is Openness Inflationary? Policy Commitment and Imperfect Competition," BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory 2012-06, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
  55. Pierpaolo Benigno, 2007. "Portfolio Choices with Near Rational Agents: A Solution of Some International-Finance Puzzles," NBER Working Papers 13173, National Bureau of Economic Research, Inc.
  56. Curcuru, Stephanie E. & Dvorak, Tomas & Warnock, Francis E., 2010. "Decomposing the U.S. external returns differential," Journal of International Economics, Elsevier, Elsevier, vol. 80(1), pages 22-32, January.
  57. repec:hal:journl:halshs-00270284 is not listed on IDEAS
  58. Kai Guo & Keyu Jin, 2009. "Composition and growth effects of the current account: a synthesized portfolio view," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 25826, London School of Economics and Political Science, LSE Library.
  59. Milani, Fabio, 2011. "The impact of foreign stock markets on macroeconomic dynamics in open economies: A structural estimation," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(1), pages 111-129, February.
  60. Akito Matsumoto, 2007. "The Role of Nonseparable Utility and Nontradeables in International Business Cycle and Portfolio Choice," IMF Working Papers 07/163, International Monetary Fund.
  61. Marta Arespa, 2011. "A New Open Economy Macroeconomic Model with Endogenous Portfolio Diversifi cation and Firms Entry," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP) XREAP2011-15, Xarxa de Referència en Economia Aplicada (XREAP), revised Oct 2011.
  62. Stephanie Curcuru & Tomas Dvorak & Francis E. Warnock, 2009. "Decomposing the U.S. external returns differential," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 977, Board of Governors of the Federal Reserve System (U.S.).
  63. repec:spo:wpmain:info:hdl:2441/c8dmi8nm4pdjkuc9g708n2m4m is not listed on IDEAS
  64. Eric van Wincoop & Francis E. Warnock, 2006. "Is Home Bias in Assets Related to Home Bias in Goods?," NBER Working Papers 12728, National Bureau of Economic Research, Inc.