A simple method for computing equilibria when asset markets are incomplete

DOI10.1016/j.jedc.2014.11.018zbMath1402.91279OpenAlexW2009721138MaRDI QIDQ1624026

Wei Ma

Publication date: 15 November 2018

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2014.11.018

zbMATH Keywords

homotopy methodincomplete asset marketsgeneral equilibrium theory

Mathematics Subject Classification ID

General equilibrium theory (91B50) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

Related Items (1)

Computation of spatial equilibria in the Ottaviano-Tabuchi-Thisse model

Cites Work

• Competitive equilibrium with incomplete financial markets
• A geometric approach to a class of equilibrium existence theorems
• Solving systems of simultaneous equations in economics
• An introduction to general equilibrium with incomplete asset markets
• Equilibrium in economies with incomplete financial markets
• Equilibrium in incomplete markets. I: A basic model of generic existence
• Cost share equilibria: a Lindahlian approach
• On the optimality of equilibrium when the market structure is incomplete
• Computing equilibria in the general equilibrium model with incomplete asset markets
• Computing equilibria of GEI by relocalization on a Grassmann manifold
• General equilibrium models and homotopy methods
• A homotopy algorithm and an index theorem for the general equilibrium model with incomplete asset markets
• Computing Equilibria when Asset Markets are Incomplete
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