Computational suite of models with heterogeneous agents: incomplete markets and aggregate uncertainty
From MaRDI portal
Publication:1046037
DOI10.1016/j.jedc.2009.07.001zbMath1179.91013MaRDI QIDQ1046037
Kenneth L. Judd, Michael Juillard, Wouter J. Den Haan
Publication date: 21 December 2009
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2009.07.001
91B64: Macroeconomic theory (monetary models, models of taxation)
91-08: Computational methods for problems pertaining to game theory, economics, and finance
91B51: Dynamic stochastic general equilibrium theory
91B69: Heterogeneous agent models
Related Items
Buffer-stock saving in a Krusell-Smith world, Computational suite of models with heterogeneous agents II: multi-country real business cycle models, Solving the incomplete markets model with aggregate uncertainty by backward induction, Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm and non-stochastic simulations, Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm, Solving the incomplete market model with aggregate uncertainty using a perturbation method, Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions, Solving the incomplete markets model with aggregate uncertainty using explicit aggregation, Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative, Solving an incomplete markets model with a large cross-section of agents, Applying the explicit aggregation algorithm to heterogeneous agent models in continuous time, The RPEs of RBCs and other DSGEs, On the possibility of Krusell-Smith equilibria