Using the Sequence‐Space Jacobian to Solve and Estimate Heterogeneous‐Agent Models

DOI10.3982/ECTA17434zbMath1514.91098OpenAlexW2964550494MaRDI QIDQ6100261

Ludwig Straub, Unnamed Author, Unnamed Author, Unnamed Author

Publication date: 12 May 2023

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta17434

zbMATH Keywords

linearizationgeneral equilibriumcomputational methodsheterogeneous agents

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) General equilibrium theory (91B50) Heterogeneous agent models (91B69)

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