Computing equilibria in the general equilibrium model with incomplete asset markets
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Publication:1274216
DOI10.1016/S0165-1889(98)00017-7zbMath0912.90047MaRDI QIDQ1274216
Publication date: 12 January 1999
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
general equilibriumpenalty functionhomotopy algorithmincomplete asset marketscomputation of equilibriahomotopy path-following
Applications of mathematical programming (90C90) General equilibrium theory (91B50) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Related Items (8)
A simple method for computing equilibria when asset markets are incomplete ⋮ An interior-point algorithm for computing equilibria in economies with incomplete asset markets ⋮ Computing equilibria in economies with incomplete markets, collateral and default penalties ⋮ General equilibrium models and homotopy methods ⋮ A homotopy algorithm and an index theorem for the general equilibrium model with incomplete asset markets ⋮ Computing equilibria in infinite-horizon finance economies: The case of one asset ⋮ A smooth homotopy method for incomplete markets ⋮ Determination of general equilibrium with incomplete markets and default penalties
Uses Software
Cites Work
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