Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents
type: Item
instance of: scholarly article
title: Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents
zbMATH Open document ID: 1179.91216
publication date: 2009-12-21T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B69
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 5650794
zbMATH Keywords: numerical solutions
zbMATH Keywords: simulations
zbMATH Keywords: approximations
author: Wouter J. Den Haan
MaRDI profile type: Publication
full work available at URL: j.jedc.2008.12.009
OpenAlex ID: W3125895214
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: SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS
cites work: Computational suite of models with heterogeneous agents II: multi-country real business cycle models
cites work: Solving the incomplete markets model with aggregate uncertainty using explicit aggregation
cites work: Computing equilibrium in OLG models with stochastic production
cites work: INCOME AND WEALTH HETEROGENEITY, PORTFOLIO CHOICE, AND EQUILIBRIUM ASSET RETURNS
cites work: Q3594549
cites work: Solving heterogeneous-agent models by projection and perturbation
cites work: Accuracy of Numerical Solutions Using the Euler Equation Residuals
cites work: Accuracy of Simulations for Stochastic Dynamic Models
cites work: Housing, portfolio choice and the macroeconomy
cites work: Q4791760
DOI: 10.1016/J.JEDC.2008.12.009
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5650794