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Citations for "Country Portfolios in Open Economy Macro Models"

by Michael B. Devereux & Alan Sutherland

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  1. 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.
  2. Tille, Cédric & van Wincoop, Eric, 2008. "International Capital Flows," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6705, C.E.P.R. Discussion Papers.
  3. James Yetman & Michael B. Devereux, 2010. "leverage constraints and the international transmission of shocks," 2010 Meeting Papers, Society for Economic Dynamics 1341, Society for Economic Dynamics.
  4. Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2014. "Uncovered Equity Parity and Rebalancing in International Portfolios," NBER Working Papers 19963, National Bureau of Economic Research, Inc.
  5. Farhi, Emmanuel & Gopinath, Gita & Itskhoki, Oleg, 2014. "Fiscal Devaluations," Scholarly Articles 12336336, Harvard University Department of Economics.
  6. 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.
  7. Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti, 2013. "The Effects of the Saving and Banking Glut on the U.S. Economy," NBER Working Papers 19635, National Bureau of Economic Research, Inc.
  8. Katrin Rabitsch & Serhiy Stepanchuk & Viktor Tsyrennikov, 2014. "International Portfolios: A Comparison of Solution Methods," Department of Economics Working Papers wuwp159, Vienna University of Economics, Department of Economics.
  9. Benigno, Gianluca & Küçük, Hande, 2012. "Portfolio Allocation and International Risk Sharing," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8810, C.E.P.R. Discussion Papers.
  10. Devereux, Michael B. & Sutherland, Alan, 2009. "A portfolio model of capital flows to emerging markets," Journal of Development Economics, Elsevier, Elsevier, vol. 89(2), pages 181-193, July.
  11. Eylem Ersal Kiziler, 2011. "Growth Shocks and Portfolio Flows," Working Papers 11-02, UW-Whitewater, Department of Economics.
  12. Masashige Hamano, 2013. "The consumption-real exchange rate anomaly with extensive margins," CREA Discussion Paper Series 13-01, Center for Research in Economic Analysis, University of Luxembourg.
  13. Benczur, Peter & Konya, Istvan, 2013. "Convergence, capital accumulation and the nominal exchange rate," Journal of International Money and Finance, Elsevier, Elsevier, vol. 37(C), pages 260-281.
  14. Jonathan Heathcote & Fabrizio Perri, 2004. "The international diversification puzzle is not as bad as you think," 2004 Meeting Papers 152, Society for Economic Dynamics.
  15. Bianca De Paoli & Anna Lipinska, 2013. "Capital controls: a normative analysis," Staff Reports, Federal Reserve Bank of New York 600, Federal Reserve Bank of New York.
  16. Tarek Alexander Hassan & Thomas Mertens, 2014. "Information Aggregation in a DSGE Model," NBER Chapters, in: NBER Macroeconomics Annual 2014, Volume 29 National Bureau of Economic Research, Inc.
  17. Pierpaolo Benigno & Salvatore Nistic�, 2012. "International Portfolio Allocation under Model Uncertainty," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 144-89, January.
  18. Dedola, Luca & Karadi, Peter & Lombardo, Giovanni, 2013. "Global implications of national unconventional policies," Journal of Monetary Economics, Elsevier, Elsevier, vol. 60(1), pages 66-85.
  19. 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.
  20. Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2010. "International portfolios, capital accumulation and foreign assets dynamics," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
  21. Lane, Philip R. & Shambaugh, Jay C., 2008. "Financial exchange rates and international currency exposures," Discussion Paper Series 1: Economic Studies 2008,22, Deutsche Bundesbank, Research Centre.
  22. Philipp Harms & Mathias Hoffmann & Christina Ortseifer, 2010. "The Home Bias in Equities and Distribution Costs," Working Papers 10.03, Swiss National Bank, Study Center Gerzensee.
  23. Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Journal of Economic Literature, American Economic Association, vol. 51(1), pages 63-115, March.
  24. Viktor Tsyrennikov & Serhiy Stepanchuk & Katrin Rabitsch, 2013. "International Portfolios: A Comparison of Solution Methods," 2013 Meeting Papers, Society for Economic Dynamics 1146, Society for Economic Dynamics.
  25. Luca Dedola & Giovanni Lombardo, 2012. "Financial frictions, financial integration and the international propagation of shocks," Economic Policy, CEPR;CES;MSH, CEPR;CES;MSH, vol. 27(70), pages 319-359, 04.
  26. Evans, Martin D.D. & Hnatkovska, Viktoria V., 2014. "International capital flows, returns and world financial integration," Journal of International Economics, Elsevier, Elsevier, vol. 92(1), pages 14-33.
  27. Habib, Maurizio Michael & Stracca, Livio, 2013. "Foreign investors and risk shocks: seeking a safe haven or running for the exit?," Working Paper Series, European Central Bank 1609, European Central Bank.
  28. Martin D. D. Evans (Georgetown University) and Viktoria Hnatkovska (Georgetown University), 2005. "Solving General Equilibrium Models with Incomplete Markets and Many Assets," Working Papers, Georgetown University, Department of Economics gueconwpa~05-05-18, Georgetown University, Department of Economics.
  29. Ueda, Kozo, 2012. "Banking globalization and international business cycles: Cross-border chained credit contracts and financial accelerators," Journal of International Economics, Elsevier, Elsevier, vol. 86(1), pages 1-16.
  30. Dong He & Paul Luk, 2013. "A Model of Chinese Capital Account Liberalisation," Working Papers 122013, Hong Kong Institute for Monetary Research.
  31. Broner, Fernando & Didier, Tatiana & Erce, Aitor & Schmukler, Sergio L., 2013. "Gross capital flows: Dynamics and crises," Journal of Monetary Economics, Elsevier, Elsevier, vol. 60(1), pages 113-133.
  32. Cacciatore, Matteo & Ghironi, Fabio & Stebunovs, Viktors, 2014. "The Domestic and International Effects of Interstate U.S. Banking," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 1111, Board of Governors of the Federal Reserve System (U.S.).
  33. Tovar, Camilo Ernesto, 2009. "DSGE Models and Central Banks," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 3(16), pages 1-31.
  34. Jaewoo Lee & Fabio Ghironi & Alessandro Rebucci, 2009. "The Valuation Channel of External Adjustment," IMF Working Papers 09/275, International Monetary Fund.
  35. Philip R. Lane & Gian Maria Milesi-Ferretti, 2007. "Europe and Global Imbalances," The Institute for International Integration Studies Discussion Paper Series, IIIS iiisdp226, IIIS.
  36. Viktoria Hnatkovska & Michael Devereux, 2011. "Consumption Risk Sharing, the Real Exchange Rate, and Borders: Why Does the Exchange Rate Make Such a Difference?," 2011 Meeting Papers 1027, Society for Economic Dynamics.
  37. Michael B. Devereux & Alan Sutherland, 2007. "Financial Globalization and Monetary Policy," IMF Working Papers 07/279, International Monetary Fund.
  38. Claudia M. Buch & K. Neugebauer & C. Schröder, 2013. "Changing Forces of Gravity: How the Crisis Affected International Banking," IWH Discussion Papers, Halle Institute for Economic Research 15, Halle Institute for Economic Research.
  39. Silvio Contessi & Pierangelo DePace, 2008. "Do European capital flows comove?," Working Papers, Federal Reserve Bank of St. Louis 2008-042, Federal Reserve Bank of St. Louis.
  40. Hamano Masashige, 2012. "International equity and bond positions in a DSGE model with variety risk in consumption," CREA Discussion Paper Series 12-05, Center for Research in Economic Analysis, University of Luxembourg.
  41. Michael B Devereux & James Yetman, 2010. "Financial deleveraging and the international transmission of shocks," BIS Papers chapters, in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 274-298 Bank for International Settlements.
  42. Buzaushina, Almira & Enders, Zeno & Hoffmann, Mathias, 2014. "International Financial Market Integration, Asset Compositions and the Falling Exchange Rate Pass-Through," Working Papers 0569, University of Heidelberg, Department of Economics.
  43. Luca Guerrieri & Matteo Iacoviello & Raoul Minetti, 2012. "Banks, sovereign debt and the international transmission of business cycles," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 1067, Board of Governors of the Federal Reserve System (U.S.).
  44. Haddow, Abigail & Mileva, Mariya, 2013. "Financial factors and the international transmission mechanism," Bank of England working papers 479, Bank of England.
  45. Bruno Bonizzi, 2013. "Capital Flows to Emerging Markets: An alternative Theoretical Framework," Working Papers 186, Department of Economics, SOAS, University of London, UK.
  46. 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.
  47. Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2011. "U.S. International Equity Investment and Past and Prospective Returns," NBER Working Papers 16677, National Bureau of Economic Research, Inc.
  48. Kosuke Aoki & Nao Sudo, 2013. "Bank’s regulation, asset portfolio choice of banks, and macroeconomic dynamics," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo CARF-F-323, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  49. Benjamin Carton, 2011. "The Impossible Trinity Revised: An Application to China," Working Papers 2011-27, CEPII research center.
  50. Katrin Rabitsch & Serhiy Stepanchuk, 2014. "A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods," Department of Economics Working Papers wuwp162, Vienna University of Economics, Department of Economics.
  51. 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.
  52. Juillard Michel, 2011. "Local approximation of DSGE models around the risky steady state," wp.comunite 0087, Department of Communication, University of Teramo.
  53. Agustín Bénétrix, 2007. "The Anatomy of Large Valuation Episodes," The Institute for International Integration Studies Discussion Paper Series, IIIS iiisdp227, IIIS.
  54. Ángel Gavilán & Juan A. Rojas, 2009. "Solving Portfolio Problems with the Smolyak-Parameterized Expectations Algorithm," Banco de Espa�a Working Papers 0838, Banco de Espa�a.
  55. Enrique G. Mendoza, 2009. "Comment on "Financial Integration within EU Countries: The Role of Institutions, Confidence and Trust"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2007, pages 395-400 National Bureau of Economic Research, Inc.
  56. Okawa, Yohei & van Wincoop, Eric, 2012. "Gravity in International Finance," Journal of International Economics, Elsevier, Elsevier, vol. 87(2), pages 205-215.
  57. Rahul Mukherjee, 2013. "Institutions, Corporate Governance and Capital Flows," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies 10-2013, Economics Section, The Graduate Institute of International Studies.
  58. Naohisa Hirakata & Takushi Kurozumi, 2013. "The International Finance Multiplier in Business Cycle Fluctuations," IMES Discussion Paper Series 13-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
  59. Ozge Senay & Alan Sutherland, 2010. "The Timing of Asset Trade and Optimal Policy in Dynamic Open Economies," CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis 201006, Centre for Dynamic Macroeconomic Analysis.
  60. DeGroot, Oliver, 2014. "The Risk Channel of Monetary Policy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2014-31, Board of Governors of the Federal Reserve System (U.S.).
  61. Tobias Broer, 2013. "The home bias of the poor: terms of trade effects and portfolios across the wealth distribution," 2013 Meeting Papers, Society for Economic Dynamics 618, Society for Economic Dynamics.
  62. Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain, 2008. "The International Dimension of Productivity and Demand Shocks in the US Economy," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7003, C.E.P.R. Discussion Papers.
  63. Guy Meredith, 2007. "Debt Dynamics and Global Imbalances," IMF Working Papers 07/4, International Monetary Fund.
  64. 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.