Comments on ``Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative by T. Boppart, P. Krusell and K. Mitman

DOI10.1016/J.JEDC.2018.01.009zbMath1401.91465OpenAlexW2791812766MaRDI QIDQ1657224

Y. Aharonov

Publication date: 13 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2018.01.009

zbMATH Keywords

linearizationheterogeneous agentssolution methods

Mathematics Subject Classification ID

Heterogeneous agent models (91B69)

Cites Work

• Solving dynamic general equilibrium models using a second-order approximation to the policy function
• The parametric path method: an alternative to Fair--Taylor and L--B--J for solving perfect foresight models.
• Solving heterogeneous-agent models by projection and perturbation
• A Multiplier Approach to Understanding the Macro Implications of Household Finance
• The Impact of Uncertainty Shocks

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