Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative
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Publication:1657223
DOI10.1016/j.jedc.2018.01.002zbMath1401.91457OpenAlexW2777699058MaRDI QIDQ1657223
Kurt Mitman, Per Krusell, Timo Boppart
Publication date: 13 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://www.nber.org/papers/w24138.pdf
Related Items (10)
On the possibility of Krusell-Smith equilibria ⋮ DEEP EQUILIBRIUM NETS ⋮ Optimal policies with heterogeneous agents: truncation and transitions ⋮ Estimating linearized heterogeneous agent models using panel data ⋮ Analyzing linear DSGE models: the method of undetermined Markov states ⋮ Irreversible investment under predictable growth: why land stays vacant when housing demand is booming ⋮ Firm and Worker Dynamics in a Frictional Labor Market ⋮ Job Search Behavior Among the Employed and Non‐Employed ⋮ MIT shocks imply market incompleteness ⋮ Deep learning classification: modeling discrete labor choice
Cites Work
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