Computational suite of models with heterogeneous agents: incomplete markets and aggregate uncertainty
From MaRDI portal
Publication:1046037
DOI10.1016/j.jedc.2009.07.001zbMath1179.91013OpenAlexW2034161167MaRDI QIDQ1046037
Kenneth L. Judd, Michael Juillard, Wouter J. Den Haan
Publication date: 21 December 2009
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2009.07.001
Macroeconomic theory (monetary models, models of taxation) (91B64) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Dynamic stochastic general equilibrium theory (91B51) Heterogeneous agent models (91B69)
Related Items (13)
Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative ⋮ Solving an incomplete markets model with a large cross-section of agents ⋮ On the possibility of Krusell-Smith equilibria ⋮ Computational suite of models with heterogeneous agents II: multi-country real business cycle models ⋮ Applying the explicit aggregation algorithm to heterogeneous agent models in continuous time ⋮ Buffer-stock saving in a Krusell-Smith world ⋮ Solving the incomplete markets model with aggregate uncertainty by backward induction ⋮ Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm and non-stochastic simulations ⋮ Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm ⋮ Solving the incomplete market model with aggregate uncertainty using a perturbation method ⋮ Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions ⋮ Solving the incomplete markets model with aggregate uncertainty using explicit aggregation ⋮ The RPEs of RBCs and other DSGEs
This page was built for publication: Computational suite of models with heterogeneous agents: incomplete markets and aggregate uncertainty
