Solving heterogeneous-agent models by projection and perturbation

From MaRDI portal
Publication:2271659

DOI10.1016/j.jedc.2008.08.010zbMath1167.93031OpenAlexW3124423723MaRDI QIDQ2271659

Michael Reiter

Publication date: 7 August 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10230/959




Related Items (20)

The impact of idiosyncratic uncertainty when investment opportunities are endogenousExploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivativeComments on ``Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative by T. Boppart, P. Krusell and K. MitmanSolving an incomplete markets model with a large cross-section of agentsPrecautionary price stickinessDEEP EQUILIBRIUM NETSFull‐information estimation of heterogeneous agent models using macro and micro dataSolving the multi-country real business cycle model using a monomial rule Galerkin methodEstimating linearized heterogeneous agent models using panel dataDiscussion of ``Estimating linearized heterogeneous agent models using panel dataA method for solving and estimating heterogeneous agent macro modelsApplying the explicit aggregation algorithm to heterogeneous agent models in continuous timeAdaptive learning and distributional dynamics in an incomplete markets modelInequality and economic growth in the UKPrecautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income RiskEndogenous second moments: a unified approach to fluctuations in risk, dispersion, and uncertaintyComparison of solutions to the incomplete markets model with aggregate uncertaintySolving the incomplete market model with aggregate uncertainty using a perturbation methodAssessing the accuracy of the aggregate law of motion in models with heterogeneous agentsEfficient solution and computation of models with occasionally binding constraints


Uses Software


Cites Work


This page was built for publication: Solving heterogeneous-agent models by projection and perturbation