General Question 2-Country NK Model

Hello everybody,

Is there anywhere a non-linear 2-country NK model with complete markets for bonds only available? I also use habit formation in consumption, capital adjustment costs and Calvo pricing. My model works but I don’t think that it is fully correct. I need to build my model in non-linear form because I would like to observe risk premia in it.

I’m struggling with the nominal exchange rate and price levels.

Thank you very much.

Unfortunately, I am not aware of such an example.