Computing equilibrium in OLG models with stochastic production
From MaRDI portal
Recommendations
- Computing minimal state space recursive equilibrium in OLG models with stochastic production
- scientific article; zbMATH DE number 2072554
- Indeterminacy of equilibrium in stochastic OLG models
- scientific article; zbMATH DE number 2010050
- Computation of equilibria in OLG models with many heterogeneous households
- Stochastic OLG models, market structure, and optimality
- Solving dynamic stochastic competitive general equilibrium models
- Methods to estimate dynamic stochastic general equilibrium models
- Recursive equilibria in dynamic economies with stochastic production
- Stationary Markov Equilibria in an Olg Model with Correlated Production Shocks
Cites work
- scientific article; zbMATH DE number 3809326 (Why is no real title available?)
- scientific article; zbMATH DE number 1241609 (Why is no real title available?)
- scientific article; zbMATH DE number 1414604 (Why is no real title available?)
- scientific article; zbMATH DE number 3321507 (Why is no real title available?)
- A life cycle analysis of social security
- Computing equilibria in infinite-horizon finance economies: The case of one asset
- Existence and local uniqueness of functional rational expectations equilibria in dynamic economic models
- High dimensional polynomial interpolation on sparse grids
- INCOME AND WEALTH HETEROGENEITY, PORTFOLIO CHOICE, AND EQUILIBRIUM ASSET RETURNS
- Life-Cycle Economies and Aggregate Fluctuations
- Markets for an Exchange Economy with Individual Risks
- Projection methods for solving aggregate growth models
- SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS
- d-Variate Boolean interpolation
Cited in
(21)- Simulating computable overlapping generations models with TROLL
- Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents
- Solving the multi-country real business cycle model using a Smolyak-collocation method
- Artificial neural networks to solve dynamic programming problems: a bias-corrected Monte Carlo operator
- Pseudospectral methods for continuous-time heterogeneous-agent models
- Using a hyperbolic cross to solve non-linear macroeconomic models
- Likelihood approximation by numerical integration on sparse grids
- Computing time-consistent equilibria: a perturbation approach
- Social security and risk sharing
- A characterization of Markov equilibrium in stochastic overlapping generations models
- Can social security be welfare improving when there is demographic uncertainty?
- DEEP EQUILIBRIUM NETS
- Computation of equilibria in OLG models with many heterogeneous households
- Uniformly self-justified equilibria
- High-dimensional dynamic stochastic model representation
- Envelope condition method with an application to default risk models
- A generalization of the endogenous grid method
- Stationary Markov Equilibria in an Olg Model with Correlated Production Shocks
- Computing equilibria in dynamic models with occasionally binding constraints
- Determinate perfect foresight forecasting in overlapping generations models
- Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain
This page was built for publication: Computing equilibrium in OLG models with stochastic production
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q953652)
