Incomplete market dynamics and cross-sectional distributions
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Publication:472201
DOI10.1016/J.JET.2014.09.015zbMATH Open1309.91087OpenAlexW3121500093MaRDI QIDQ472201FDOQ472201
Publication date: 19 November 2014
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://escholarship.org/uc/item/70t102g9
Statistical methods; economic indices and measures (91B82) Dynamic stochastic general equilibrium theory (91B51) Heterogeneous agent models (91B69)
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Cited In (25)
- The income fluctuation problem and the evolution of wealth
- A theory of the saving rate of the rich
- Information and inequality
- An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity
- On agricultural commodities' extreme price risk
- Huggett economies with multiple stationary equilibria
- Handling missing prices in a thinly traded stock market: Implications for the specification of event study methods
- Optimal allocations in growth models with private information
- Unbounded dynamic programming via the Q-transform
- Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes
- Analysis of incomplete stock market with jump-diffusion uncertainty
- Pareto extrapolation: An analytical framework for studying tail inequality
- Thomas Piketty and the rate of time preference
- Incomplete markets: transverse financial structures
- The dynamics of Pareto distributed wealth in a small open economy
- Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions
- Capital income jumps and wealth distribution
- Robust comparative statics for the elasticity of intertemporal substitution
- TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION
- Market closures and cross-sectional stock returns
- Growth effects of annuities and government transfers in perpetual youth models
- Market Microstructure Invariance: Empirical Hypotheses
- On the emergence of a power law in the distribution of COVID-19 cases
- Productivity dispersion, between-firm competition, and the labor share
- Incomplete-market dynamics in a neoclassical production economy
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