Comments on ``Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative by T. Boppart, P. Krusell and K. Mitman
From MaRDI portal
Publication:1657224
DOI10.1016/J.JEDC.2018.01.009zbMath1401.91465OpenAlexW2791812766MaRDI QIDQ1657224
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
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
This page was built for publication: Comments on ``Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative by T. Boppart, P. Krusell and K. Mitman