A method for solving general equilibrium models with incomplete markets and many financial assets
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Publication:318872
DOI10.1016/J.JEDC.2012.05.010zbMATH Open1346.91140OpenAlexW3122168817MaRDI QIDQ318872FDOQ318872
Authors: Martin D. D. Evans, Viktoria Hnatkovska 
Publication date: 6 October 2016
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2012.05.010
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Cites Work
- Solving linear rational expectations models
- Strategic asset allocation
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- Solving dynamic equilibrium models by a method of undetermined coefficients
- Comparing solution methods for dynamic equilibrium economies
- A Dynamic Equilibrium Model of International Portfolio Holdings
- Projection methods for solving aggregate growth models
- Incomplete asset markets and the cross-country consumption correlation puzzle
- Asymptotic methods for aggregate growth models
- Using the generalized Schur form to solve a multivariate linear rational expectations model
- International Risk Sharing and the Transmission of Productivity Shocks
- Business Cycles and the Asset Structure of Foreign Trade
- Accuracy of stochastic perturbation methods: The case of asset pricing models
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
- Country portfolio dynamics
Cited In (8)
- Solving DSGE portfolio choice models with dispersed private information
- Determination of general equilibrium with incomplete markets and default penalties
- Quantitative implications of indexed bonds in small open economies
- Finding Equilibrium in a Financial Model by Solving a Variational Inequality Problem
- Country portfolio dynamics
- A two-period model with portfolio choice: understanding results from different solution methods
- Computing general equilibrium models with occupational choice and financial frictions
- Computing equilibria in the general equilibrium model with incomplete asset markets
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