Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm
DOI10.1016/j.jedc.2009.03.009zbMath1179.91009OpenAlexW1985582088MaRDI QIDQ1046042
Fernando Valli, Serguei Maliar, Lilia Maliar
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.2009.03.009
heterogeneous agentssimulationsnumerical solutionsdynamic stochastic modelsaggregate uncertaintyEuler-equation methods
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 (3)
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