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Equity home bias, incomplete financial markets, and nominal rigidities
Pang, Ke - In: The Canadian journal of economics 44 (2011) 1, pp. 340-363
Persistent link: https://www.econbiz.de/10009010482
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Monetary policy and portfolio choice in an open economy macro model
Devereux, Michael B.; Sutherland, Alan - In: Journal of the European Economic Association 5 (2007) 2/3, pp. 491-499
Persistent link: https://www.econbiz.de/10003483679
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Portfolio Choice in a Monetary Open-Economy DSGE Model
Engel, Charles M. - 2010
This paper develops a two-country monetary DSGE model in which households choose a portfolio of home and foreign equities, and a forward position in foreign exchange. Some goods prices are set without full information of the state. We show that temporarily sticky nominal goods prices can have...
Persistent link: https://www.econbiz.de/10012761579
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Portfolio Choice in a Monetary Open-Economy DSGE Model
Engel, Charles - 2006
This paper develops a two-country monetary DSGE model in which households choose a portfolio of home and foreign equities, and a forward position in foreign exchange. Some goods prices are set without full information of the state. We show that temporarily sticky nominal goods prices can have...
Persistent link: https://www.econbiz.de/10012466454
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Monetary Policy During Liquidity Dry-Ups
Fiesel, Stefan - 2017
downward spiral after an unexpected arrival of a financial market illiquidity shock. In order to uncover this transmission …
Persistent link: https://www.econbiz.de/10012949651
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Quantitative easing in the Euro Area: implications for income and wealth inequality
Stojanović, Dušan - 2023
Persistent link: https://www.econbiz.de/10014371791
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The portfolio theory of inflation and policy (in)effectiveness revisited : corroborating evidence
Bossone, Biagio; Cuccia, Andrea - 2020
This study revisits and tests empirically the Portfolio Theory of Inflation (PTI), which analyzes how the effectiveness … (Bossone, The portfolio theory of inflation and policy (in)effectiveness, 2019). The PTI shows that when an economy is heavily … and policies aimed to stimulate output growth dissipate into domestic currency depreciation and higher inflation, with …
Persistent link: https://www.econbiz.de/10012140238
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The portfolio theory of inflation and policy (in)effectiveness : a revisitation
Bossone, Biagio - In: Macroeconomics and finance in emerging market economies 16 (2023) 2, pp. 203-221
Persistent link: https://www.econbiz.de/10014319827
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Robust Portfolio Choice With Sticky Wages
Biagini, Sara; Gozzi, Fausto; Zanella, Margherita - 2021
We present a robust version of the life-cycle optimal portfolio choice problem in the presence of labor income, as introduced in Biffis, Gozzi and Prosdocimi and Dybvig and Liu. In particular, in the influence of past wages on the future ones is modelled linearly in the evolution equation of...
Persistent link: https://www.econbiz.de/10013229743
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Portfolio choice in a monetary open-economy DSGE model
Engel, Charles; Matsumoto, Akito - 2006
Persistent link: https://www.econbiz.de/10003326089