A method for solving and estimating heterogeneous agent macro models
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Cites work
- A method for solving and estimating heterogeneous agent macro models
- Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents
- Asymptotic methods for aggregate growth models
- Consumption dynamics during recessions
- Financial heterogeneity and the investment channel of monetary policy
- Idiosyncratic Shocks and the Role of Nonconvexities in Plant and Aggregate Investment Dynamics
- Impulse response analysis in nonlinear multivariate models
- On the Nature of Capital Adjustment Costs
- Really uncertain business cycles
- Solving an incomplete markets model with a large cross-section of agents
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
- Solving heterogeneous-agent models by projection and perturbation
- Solving heterogeneous-agent models with parameterized cross-sectional distributions
- Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm and non-stochastic simulations
- State-Dependent Pricing and the General Equilibrium Dynamics of Money and Output
Cited in
(32)- Quadrature-based methods for solving heterogeneous agent models with discontinuous distributions
- Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents
- Technological heterogeneity and corporate investment
- Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative
- Applying the explicit aggregation algorithm to heterogeneous agent models in continuous time
- Deep learning classification: modeling discrete labor choice
- Estimating linearized heterogeneous agent models using panel data
- Discussion of ``Estimating linearized heterogeneous agent models using panel data
- A fast and low computational memory algorithm for non-stochastic simulations in heterogeneous agent models
- Aggregating heterogeneous-agent models with permanent income shocks
- Solving heterogeneous-agent models by projection and perturbation
- SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS
- A method for solving and estimating heterogeneous agent macro models
- Solving discrete time heterogeneous agent models with aggregate risk and many idiosyncratic states by perturbation
- scientific article; zbMATH DE number 6751503 (Why is no real title available?)
- DEEP EQUILIBRIUM NETS
- Pareto extrapolation: An analytical framework for studying tail inequality
- Full‐information estimation of heterogeneous agent models using macro and micro data
- Unemployment risk, MPC heterogeneity, and business cycles
- A Stochastic Capital-Labour Model with Logistic Growth Function
- Using the Sequence‐Space Jacobian to Solve and Estimate Heterogeneous‐Agent Models
- Pseudospectral methods for continuous-time heterogeneous-agent models
- Heterogeneous agents in quantitative aggregate economic theory
- Hank on speed: robust nonlinear solutions using automatic differentiation
- Standard errors for calibrated parameters
- Firm size and business cycles with credit shocks
- Programming FPGAs for economics: an introduction to electrical engineering economics
- Tradeoffs for the poor, divine coincidence for the rich
- DeepHAM: a global solution method for heterogeneous agent models with aggregate shocks
- Solving heterogeneous-agent models with parameterized cross-sectional distributions
- A global optimization heuristic for estimating agent based models
- Solution of macromodels with Hansen-Sargent robust policies: some extensions
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