Numerical simulation of nonoptimal dynamic equilibrium models
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Publication:5406946
DOI10.1111/IERE.12042zbMATH Open1292.91123OpenAlexW3124954583MaRDI QIDQ5406946FDOQ5406946
Authors: Jianjun Miao, Adrian Peralta-Alva, Manuel S. Santos, Zhigang Feng 
Publication date: 4 April 2014
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/iere.12042
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Cited In (23)
- A fast and low computational memory algorithm for non-stochastic simulations in heterogeneous agent models
- Perfect simulation of stationary equilibria
- Numerical solution of dynamic equilibrium models under Poisson uncertainty
- Recursive equilibrium in Krusell and Smith (1998)
- Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment
- Approximate versus Exact Equilibria in Dynamic Economies
- Computation of equilibria in OLG models with many heterogeneous households
- NUMERICAL ANALYSIS AND SIMULATION OF RESOURCE-EXPLORATION MODELS
- A strategic dynamic programming method for studying short-memory equilibria of stochastic games with uncountable number of states
- On the computation of value correspondences for dynamic games
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- Solving dynamic public insurance games with endogenous agent distributions: theory and computational approximation
- Title not available (Why is that?)
- Computing minimal state space recursive equilibrium in OLG models with stochastic production
- Solving an incomplete markets model with a large cross-section of agents
- Equilibrium models with heterogeneous agents under rational expectations and its numerical solution
- A constructive geometrical approach to the uniqueness of Markov stationary equilibrium in stochastic games of intergenerational altruism
- Elementary subpaths in discounted stochastic games
- Numerical analysis of a monetary overlapping generation model
- Comparing recursive equilibrium in economies with dynamic complementarities and indeterminacy
- Indeterminacy in stochastic overlapping generations models: real effects in the long run
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