Solving heterogeneous-agent models with parameterized cross-sectional distributions

DOI10.1016/j.jedc.2007.03.007zbMath1181.91221OpenAlexW3121832661MaRDI QIDQ844618

Olivier Allais, Wouter J. Den Haan, Yann Algan

Publication date: 19 January 2010

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://spire.sciencespo.fr/hdl:/2441/41rhqgovpp8hnq9i7ndtl26ltm

zbMATH Keywords

incomplete marketssimulationsprojection methodsnumerical solutions

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Heterogeneous agent models (91B69)

Related Items (14)

Pareto extrapolation: An analytical framework for studying tail inequality ⋮ Estimating linearized heterogeneous agent models using panel data ⋮ Discussion of ``Estimating linearized heterogeneous agent models using panel data ⋮ A method for solving and estimating heterogeneous agent macro models ⋮ Adaptive learning and distributional dynamics in an incomplete markets model ⋮ Solving heterogeneous-agent models by projection and perturbation ⋮ Inequality and economic growth in the UK ⋮ Comparison of solutions to the incomplete markets model with aggregate uncertainty ⋮ Solving the incomplete markets model with aggregate uncertainty by backward induction ⋮ Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm and non-stochastic simulations ⋮ Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm ⋮ Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions ⋮ Solving the incomplete markets model with aggregate uncertainty using explicit aggregation ⋮ Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents

Cites Work

• Projection methods for solving aggregate growth models
• Algorithms and economic dynamics. Selected papers from the 2nd annual meeting of the Society for Computational Economics, Geneva, Switzerland, 1996
• Competitive equilibria of economies with a continuum of consumers and aggregate shocks
• SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS

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