Computing equilibria in infinite-horizon finance economies: The case of one asset

DOI10.1016/S0165-1889(99)00036-6zbMath0953.91032WikidataQ127352145 ScholiaQ127352145MaRDI QIDQ1978603

Karl Schmedders, Kenneth L. Judd, Felix Kubler

Publication date: 4 June 2000

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

zbMATH Keywords

equilibriadynamic modelsacceleration techniquesrecursive trading policiestime iteration methods

Mathematics Subject Classification ID

Trade models (91B60) Economic growth models (91B62) General equilibrium theory (91B50)

Related Items (6)

Solving dynamic stochastic economic models by mathematical programming decomposition methods ⋮ Markovian equilibrium in infinite horizon economies with incomplete markets and public policy ⋮ A homotopy algorithm and an index theorem for the general equilibrium model with incomplete asset markets ⋮ Computing equilibrium in OLG models with stochastic production ⋮ Quantitative implications of indexed bonds in small open economies ⋮ Computing equilibria in the general equilibrium model with incomplete asset markets

Uses Software

• HOMPACK

Cites Work

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• Iterative Solution Methods
• Stationary Markov Equilibria

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