Infinite debt rollover in stochastic economies
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Publication:6536586
DOI10.3982/ECTA21090zbMATH Open1541.91171MaRDI QIDQ6536586
Publication date: 13 May 2024
Published in: Econometrica (Search for Journal in Brave)
Economic growth models (91B62) Interest rates, asset pricing, etc. (stochastic models) (91G30) General equilibrium theory (91B50) Heterogeneous agent models (91B69)
Cites Work
- The risk-free rate in heterogeneous-agent incomplete-insurance economies
- Informational diversity over time and optimality of monetary equilibria
- Dominant root characterization of Pareto optimality and the existence of optimal equilibria in stochastic overlapping generations models
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- Existence and optimality of currency equilibrium in stochastic overlapping generations models: The pure endowment case
- Stochastic OLG models, market structure, and optimality
- Long-Term Risk: An Operator Approach
- Nonparametric Stochastic Discount Factor Decomposition
- Sovereign debt and incentives to default with uninsurable risks
- An equilibrium characterization of the term structure
- Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth
- PUBLIC DEBT BUBBLES IN HETEROGENEOUS AGENT MODELS WITH TAIL RISK
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