Computational suite of models with heterogeneous agents II: multi-country real business cycle models
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Publication:622246
DOI10.1016/j.jedc.2010.09.010zbMath1231.91362OpenAlexW2064250488MaRDI QIDQ622246
Kenneth L. Judd, Wouter J. Den Haan, Michael Juillard
Publication date: 31 January 2011
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2010.09.010
Computational methods for problems pertaining to game theory, economics, and finance (91-08) Dynamic stochastic general equilibrium theory (91B51) Heterogeneous agent models (91B69)
Related Items (13)
A general endogenous grid method for multi-dimensional models with non-convexities and constraints ⋮ Envelope condition method with an application to default risk models ⋮ Approximate dynamic programming with post-decision states as a solution method for dynamic economic models ⋮ High-Dimensional Dynamic Stochastic Model Representation ⋮ A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems ⋮ Multi-country real business cycle models: accuracy tests and test bench ⋮ Comparison of solutions to the multi-country real business cycle model ⋮ Solving the multi-country real business cycle model using a perturbation method ⋮ Solving the multi-country real business cycle model using ergodic set methods ⋮ Solving the multi-country real business cycle model using a monomial rule Galerkin method ⋮ Comparison of solutions to the incomplete markets model with aggregate uncertainty ⋮ Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents ⋮ Dynamic programming with Hermite approximation
Cites Work
- Multi-country real business cycle models: accuracy tests and test bench
- Comparison of solutions to the multi-country real business cycle model
- Solving the multi-country real business cycle model using a perturbation method
- Solving the multi-country real business cycle model using ergodic set methods
- Solving the multi-country real business cycle model using a Smolyak-collocation method
- Solving the multi-country real business cycle model using a monomial rule Galerkin method
- Computational suite of models with heterogeneous agents: incomplete markets and aggregate uncertainty
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