Computing equilibria in infinite-horizon finance economies: The case of one asset
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Publication:1978603
DOI10.1016/S0165-1889(99)00036-6zbMath0953.91032WikidataQ127352145 ScholiaQ127352145MaRDI QIDQ1978603
Karl Schmedders, Kenneth L. Judd, Felix Kubler
Publication date: 4 June 2000
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Related Items (6)
Solving dynamic stochastic economic models by mathematical programming decomposition methods ⋮ Markovian equilibrium in infinite horizon economies with incomplete markets and public policy ⋮ A homotopy algorithm and an index theorem for the general equilibrium model with incomplete asset markets ⋮ Computing equilibrium in OLG models with stochastic production ⋮ Quantitative implications of indexed bonds in small open economies ⋮ Computing equilibria in the general equilibrium model with incomplete asset markets
Uses Software
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