Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions
DOI10.1016/j.jedc.2009.03.010zbMath1179.91007OpenAlexW2136088457MaRDI QIDQ1046045
Olivier Allais, Yann Algan, 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://spire.sciencespo.fr/hdl:/2441/72lkhuq5cm8hqrn860asm92bvs
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 (4)
Cites Work
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