Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm
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Publication:1046042
DOI10.1016/j.jedc.2009.03.009zbMath1179.91009MaRDI QIDQ1046042
Lilia Maliar, Serguei Maliar, Fernando Valli
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.2009.03.009
heterogeneous agents; simulations; numerical solutions; dynamic stochastic models; aggregate uncertainty; Euler-equation methods
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
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