Computing equilibria in infinite-horizon finance economies: The case of one asset

DOI10.1016/S0165-1889(99)00036-6MaRDI QIDQ1978603zbMATH OpenWikidataFDO

Authors Kenneth L. Judd, Karl Schmedders, Felix Kubler

Publication date 4 June 2000

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

zbMATH Keywords

dynamic modelsequilibriaacceleration techniquesrecursive trading policiestime iteration methods

Mathematics Subject Classification ID

General equilibrium theory (91B50) Economic growth models (91B62) Trade models (91B60)

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Cites work

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• Determinacy of competitive equilibria in economies with many commodities
• ENDOGENOUS SHORT-SALE CONSTRAINT, STOCK PRICES AND OUTPUT CYCLES
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• INCOME AND WEALTH HETEROGENEITY, PORTFOLIO CHOICE, AND EQUILIBRIUM ASSET RETURNS
• Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
• Iterative Solution Methods
• Projection methods for solving aggregate growth models
• SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS
• Stationary Markov Equilibria

Cited in

(13)

• Approximating infinite-horizon models in a complementarity format: A primer in dynamic general equilibrium analysis
• Approximate versus Exact Equilibria in Dynamic Economies
• Computation of equilibria in OLG models with many heterogeneous households
• Quantitative implications of indexed bonds in small open economies
• A homotopy algorithm and an index theorem for the general equilibrium model with incomplete asset markets
• A method for solving general equilibrium models with incomplete markets and many financial assets
• Computing equilibrium in OLG models with stochastic production
• Solving dynamic stochastic economic models by mathematical programming decomposition methods
• Markovian equilibrium in infinite horizon economies with incomplete markets and public policy
• Asymptotic methods for asset market equilibrium analysis
• Computing general equilibrium models with occupational choice and financial frictions
• Verifying competitive equilibria in dynamic economies
• Computing equilibria in the general equilibrium model with incomplete asset markets

Describes a project that uses

Uses Software

• HOMPACK

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