Computing equilibria in infinite-horizon finance economies: The case of one asset
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Publication:1978603
DOI10.1016/S0165-1889(99)00036-6zbMATH Open0953.91032WikidataQ127352145 ScholiaQ127352145MaRDI QIDQ1978603FDOQ1978603
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)
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Cites Work
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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
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