Solving discrete time heterogeneous agent models with aggregate risk and many idiosyncratic states by perturbation

DOI10.3982/QE1243zbMath1466.91213OpenAlexW3100676082MaRDI QIDQ4991627

Ralph Luetticke, Christian Bayer

Publication date: 3 June 2021

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/qe1243

zbMATH Keywords

linearizationnumerical methodsincomplete marketsheterogeneous agent models

Mathematics Subject Classification ID

Heterogeneous agent models (91B69)

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