The importance of the number of different agents in a heterogeneous asset-pricing model
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Publication:1589552
DOI10.1016/S0165-1889(00)00038-5zbMATH Open0963.91051WikidataQ127207115 ScholiaQ127207115MaRDI QIDQ1589552FDOQ1589552
Authors: Wouter J. Den Haan 
Publication date: 12 December 2000
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
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Cites Work
- Stationary Markov Equilibria
- Individual Income, Incomplete Information, and Aggregate Consumption
- On the Concavity of the Consumption Function
- INCOME AND WEALTH HETEROGENEITY, PORTFOLIO CHOICE, AND EQUILIBRIUM ASSET RETURNS
- Infinite Horizon Incomplete Markets
- Equilibrium asset prices with undiversifiable labor income risk
- Dept constraints and equilibrium in infinite horizon economies with incomplete markets
- Life-Cycle Economies and Aggregate Fluctuations
- EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS
- Infinite horizon equilibrium with incomplete markets
- SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS
- Dynamic Insurance with Private Information and Balanced Budgets
- SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS
- Explaining bond returns in heterogeneous agent models: The importance of higher-order moments
Cited In (23)
- Nonlinear dynamics of continuous-variable quantum games with bounded rationality
- Bifurcation and chaos in a price game of irrigation water in a coastal irrigation district
- A heterogenous Cournot duopoly with delay dynamics: Hopf bifurcations and stability switching curves
- Complex Dynamics in a Model of Common Fishery Resource Harvested by Multiagents with Heterogeneous Strategy
- New analyses of duopoly game with output lower limiters
- An oligopoly model with rational and imitation rules
- A Cournot duopoly game with heterogeneous players: nonlinear dynamics of the gradient rule versus local monopolistic approach
- Nonlinear dynamics and convergence speed of heterogeneous Cournot duopolies involving best response mechanisms with different degrees of rationality
- Complex dynamics of duopoly game with heterogeneous players: a further analysis of the output model
- Chaotic dynamics in nonlinear duopoly game with heterogeneous players.
- Equilibrium in securities markets with heterogeneous investors and unspanned income risk
- Nonlinear dynamics in a heterogeneous duopoly game with adjusting players and diseconomies of scale
- Nonlinear dynamics and global analysis of a heterogeneous Cournot duopoly with a local monopolistic approach versus a gradient rule with endogenous reactivity
- Computing equilibria in dynamic models with occasionally binding constraints
- A dynamic Stackelberg duopoly model with different strategies
- When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
- Nonlinear dynamics in the Cournot duopoly game with heterogeneous players
- Complex dynamics of an adnascent-type game model
- Stability, chaos and multiple attractors: a single agent makes a difference
- Imitative and best response behaviors in a nonlinear Cournotian setting
- An oligopoly model with best response and imitation rules
- A dynamic Cournot duopoly model with different strategies
- An evolutionary model with best response and imitative rules
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