Comparison of solutions to the incomplete markets model with aggregate uncertainty
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Publication:1046038
DOI10.1016/j.jedc.2008.12.010zbMath1179.91012OpenAlexW3122060164WikidataQ56031520 ScholiaQ56031520MaRDI QIDQ1046038
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.2008.12.010
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 (11)
Nonlinear and stable perturbation-based approximations ⋮ Solving an incomplete markets model with a large cross-section of agents ⋮ Approximate dynamic programming with post-decision states as a solution method for dynamic economic models ⋮ Comparison of solutions to the multi-country real business cycle model ⋮ Numerical solution of dynamic quantile models ⋮ Applying the explicit aggregation algorithm to heterogeneous agent models in continuous time ⋮ Solving the incomplete markets model with aggregate uncertainty by backward induction ⋮ 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 ⋮ Deep learning classification: modeling discrete labor choice
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