Applying the explicit aggregation algorithm to heterogeneous agent models in continuous time
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Publication:1984465
DOI10.1016/J.ECONLET.2021.109940zbMath1471.91347OpenAlexW3167388655MaRDI QIDQ1984465
Masakazu Emoto, Takeki Sunakawa
Publication date: 16 September 2021
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2021.109940
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Cites Work
- Computational suite of models with heterogeneous agents: incomplete markets and aggregate uncertainty
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- Really Uncertain Business Cycles
- Solving discrete time heterogeneous agent models with aggregate risk and many idiosyncratic states by perturbation
- Idiosyncratic Shocks and the Role of Nonconvexities in Plant and Aggregate Investment Dynamics
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