Monte Carlo simulation of macroeconomic risk with a continuum of agents: the symmetric case

DOI10.1007/s00199-002-0302-yzbMath1151.91646OpenAlexW4229505538MaRDI QIDQ4467813

Peter J. Hammond, Yeneng Sun

Publication date: 10 June 2004

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-002-0302-y

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (3)

Conditional exact law of large numbers and asymmetric information economies with aggregate uncertainty ⋮ Ex ante efficiency implies incentive compatibility ⋮ Monte Carlo simulation of macroeconomic risk with a continuum of agents: the general case

This page was built for publication: Monte Carlo simulation of macroeconomic risk with a continuum of agents: the symmetric case