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Citations for "Solving for Country Portfolios in Open Economy Macro Models"

by Michael B. Devereux & Alan Sutherland

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  1. Linda S. Goldberg & Cedric Tille, 2005. "Vehicle currency use in international trade," Staff Reports, Federal Reserve Bank of New York 200, Federal Reserve Bank of New York.
  2. Devereux, Michael B. & Sutherland, Alan, 2008. "Financial globalization and monetary policy," Discussion Paper Series 1: Economic Studies 2008,20, Deutsche Bundesbank, Research Centre.
  3. Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2009. "International portfolios, capital accumulation and foreign assets dynamics," Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas 27, Federal Reserve Bank of Dallas.
  4. Gian-Maria Milesi-Ferretti & Philip R. Lane, 2008. "Where Did All the Borrowing Go? a Forensic Analysis of the U.S. External Position," IMF Working Papers 08/28, International Monetary Fund.
  5. Devereux, Michael B. & Sutherland, Alan, 2010. "Country portfolio dynamics," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 34(7), pages 1325-1342, July.
  6. 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.
  7. Stefan Ried, 2009. "Putting Up a Good Fight: The Galí-Monacelli Model versus “The Six Major Puzzles in International Macroeconomics”," SFB 649 Discussion Papers SFB649DP2009-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  8. Pierpaolo Benigno, 2006. "Are Valuation Effects Desirable from a Global Perspective?," NBER Working Papers 12219, National Bureau of Economic Research, Inc.
  9. 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.
  10. Pierre-Olivier Gourinchas & Nicolas Coeurdacier, 2008. "When Bonds Matter: Home Bias in Goods and Assets," 2008 Meeting Papers 342, Society for Economic Dynamics.
  11. Tommaso Trani, 2011. "Trade in secured debt, adjustment in haircuts and international portfolios," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies 13-2011, Economics Section, The Graduate Institute of International Studies.
  12. 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.
  13. Silvio Contessi & Pierangelo De Pace & Johanna Francis, 2009. "The Cyclical Properties of Disaggregated Capital Flows," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics dp2009-05, Fordham University, Department of Economics.
  14. Roman Horvath & Jaromir Baxa & Borek Vasicek, 2011. "How Does Monetary Policy Respond to Financial Stress?," EcoMod2011 2769, EcoMod.
  15. 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.
  16. 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.
  17. Michael B Devereux & Alan Sutherland, 2007. " Country Portfolio Dynamics," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis 0706, Centre for Dynamic Macroeconomic Analysis.
  18. 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.
  19. Jaromír Baxa & Roman Horváth & Borek Vasícek, 2011. "Monetary Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary," Working Papers wpdea1101, Department of Applied Economics at Universitat Autonoma of Barcelona.
  20. Contessi, Silvio & De Pace, Pierangelo, 2009. "Do European capital flows comove?," The North American Journal of Economics and Finance, Elsevier, Elsevier, vol. 20(2), pages 145-161, August.
  21. repec:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g7485ckbm is not listed on IDEAS
  22. Philip Lane & Jay C. Shambaugh, 2007. "Financial Exchange Rates and International Currency Exposures," NBER Working Papers 13433, National Bureau of Economic Research, Inc.
  23. Cédric Tille & Eric van Wincoop, 2007. "International capital flows," Staff Reports, Federal Reserve Bank of New York 280, Federal Reserve Bank of New York.
  24. Coenen, Günter & Lombardo, Giovanni & Smets, Frank & Straub, Roland, 2008. "International transmission and monetary policy cooperation," Working Paper Series, European Central Bank 0858, European Central Bank.
  25. Anna Pavlova & Roberto Rigobon, 2007. "An Asset-Pricing View of External Adjustment," NBER Working Papers 13468, National Bureau of Economic Research, Inc.
  26. 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.
  27. Michael Kumhof, 2009. "International Currency Portfolios," IMF Working Papers 09/48, International Monetary Fund.
  28. Xu, Juanyi, 2010. "Noise traders, exchange rate disconnect puzzle, and the Tobin tax," Journal of International Money and Finance, Elsevier, Elsevier, vol. 29(2), pages 336-357, March.
  29. Giulia Piccillo, 2013. "Exchange Rates and Asset Prices: Heterogeneous Agents at Work," CESifo Working Paper Series 4257, CESifo Group Munich.
  30. Pang, Ke, 2013. "Financial integration, nominal rigidity, and monetary policy," International Review of Economics & Finance, Elsevier, Elsevier, vol. 25(C), pages 75-90.
  31. Vega, Hugo, 2012. "Fricciones financieras y el diferencial de tasas de interés en una economía dolarizada," Revista Estudios Económicos, Banco Central de Reserva del Perú, Banco Central de Reserva del Perú, issue 24, pages 9-26.
  32. Tommaso Trani, 2012. "Funding under Borrowing Limits in International Portfolios," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies 01-2012, Economics Section, The Graduate Institute of International Studies, revised 14 Feb 2012.
  33. 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.
  34. repec:diw:diwfin:diwfin04020 is not listed on IDEAS
  35. 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.