Comparison of solutions to the incomplete markets model with aggregate uncertainty
DOI10.1016/J.JEDC.2008.12.010zbMATH Open1179.91012OpenAlexW3122060164WikidataQ56031520 ScholiaQ56031520MaRDI QIDQ1046038FDOQ1046038
Authors: Wouter J. Den Haan 
Publication date: 21 December 2009
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2008.12.010
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Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic stochastic general equilibrium theory (91B51) Heterogeneous agent models (91B69) Computational methods for problems pertaining to game theory, economics, and finance (91-08)
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- 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
- Solving heterogeneous-agent models by projection and perturbation
- Computational suite of models with heterogeneous agents II: multi-country real business cycle models
- SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS
- Solving heterogeneous-agent models with parameterized cross-sectional distributions
- Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents
Cited In (13)
- Computational suite of models with heterogeneous agents: incomplete markets and aggregate uncertainty
- Deep learning classification: modeling discrete labor choice
- Solving an incomplete markets model with a large cross-section of agents
- Applying the explicit aggregation algorithm to heterogeneous agent models in continuous time
- Nonlinear and stable perturbation-based approximations
- Approximate dynamic programming with post-decision states as a solution method for dynamic economic models
- Numerical solution of dynamic quantile models
- Comparison of solutions to the multi-country real business cycle model
- 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 by backward induction
- Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm and non-stochastic simulations
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