Using the Sequence‐Space Jacobian to Solve and Estimate Heterogeneous‐Agent Models
From MaRDI portal
Publication:6100261
DOI10.3982/ECTA17434zbMATH Open1514.91098OpenAlexW2964550494MaRDI QIDQ6100261FDOQ6100261
Authors: Ludwig Straub 
Publication date: 12 May 2023
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta17434
Recommendations
- Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative
- A method for solving and estimating heterogeneous agent macro models
- Solving heterogeneous-agent models by projection and perturbation
- SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS
- A fast and low computational memory algorithm for non-stochastic simulations in heterogeneous agent models
Macroeconomic theory (monetary models, models of taxation) (91B64) General equilibrium theory (91B50) Heterogeneous agent models (91B69)
Cited In (17)
- Markov distributional equilibrium dynamics in games with complementarities and no aggregate risk
- Continuous vs. discrete time: some computational insights
- Pseudospectral methods for continuous-time heterogeneous-agent models
- Solving heterogeneous-agent models with parameterized cross-sectional distributions
- Analyzing linear DSGE models: the method of undetermined Markov states
- Optimal policies with heterogeneous agents: truncation and transitions
- Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative
- Full‐information estimation of heterogeneous agent models using macro and micro data
- A more credible approach to parallel trends
- A welfare analysis of occupational licensing in U.S. states
- Hazed and confused: the effect of air pollution on dementia
- IQ, expectations, and choice
- Testing the production approach to markup estimation
- Unemployment insurance in macroeconomic stabilization
- What can time-series regressions tell us about policy counterfactuals?
- Solving heterogeneous-agent models by projection and perturbation
- A method for solving and estimating heterogeneous agent macro models
This page was built for publication: Using the Sequence‐Space Jacobian to Solve and Estimate Heterogeneous‐Agent Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6100261)
