Solving the incomplete markets model with aggregate uncertainty using explicit aggregation
type: Item
instance of: scholarly article
title: Solving the incomplete markets model with aggregate uncertainty using explicit aggregation
zbMATH Open document ID: 1179.91014
author: Pontus Rendahl
author: Wouter J. Den Haan
publication date: 2009-12-21T00:00:00Z
Mathematics Subject Classification ID: 91-08
Mathematics Subject Classification ID: 91B51
Mathematics Subject Classification ID: 91B64
Mathematics Subject Classification ID: 91B69
zbMATH DE Number: 5650793
zbMATH Keywords: numerical solutions
zbMATH Keywords: projection methods
MaRDI profile type: Publication
full work available at URL: j.jedc.2008.12.008
OpenAlex ID: W3121620056
cites work: Solving heterogeneous-agent models with parameterized cross-sectional distributions
cites work: Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions
cites work: The method of endogenous gridpoints for solving dynamic stochastic optimization problems
cites work: Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents
cites work: Computational suite of models with heterogeneous agents: incomplete markets and aggregate uncertainty
cites work: Solving the incomplete markets model with aggregate uncertainty by backward induction
DOI: 10.1016/J.JEDC.2008.12.008
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5650793