Computational suite of models with heterogeneous agents II: multi-country real business cycle models
DOI10.1016/J.JEDC.2010.09.010zbMATH Open1231.91362OpenAlexW2064250488MaRDI QIDQ622246FDOQ622246
Authors: Wouter J. Den Haan, Kenneth L. Judd, M. Juillard 
Publication date: 31 January 2011
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.2010.09.010
Recommendations
- Comparison of solutions to the multi-country real business cycle model
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Dynamic stochastic general equilibrium theory (91B51) Heterogeneous agent models (91B69) Computational methods for problems pertaining to game theory, economics, and finance (91-08)
Cites Work
- Computational suite of models with heterogeneous agents: incomplete markets and aggregate uncertainty
- Multi-country real business cycle models: accuracy tests and test bench
- Comparison of solutions to the multi-country real business cycle model
- Solving the multi-country real business cycle model using a perturbation method
- Solving the multi-country real business cycle model using ergodic set methods
- Solving the multi-country real business cycle model using a Smolyak-collocation method
- Solving the multi-country real business cycle model using a monomial rule Galerkin method
Cited In (15)
- Computational suite of models with heterogeneous agents: incomplete markets and aggregate uncertainty
- Dynamic programming with Hermite approximation
- A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems
- High-dimensional dynamic stochastic model representation
- A general endogenous grid method for multi-dimensional models with non-convexities and constraints
- Approximate dynamic programming with post-decision states as a solution method for dynamic economic models
- Comparison of solutions to the multi-country real business cycle model
- Multi-country real business cycle models: accuracy tests and test bench
- Solving the multi-country real business cycle model using a perturbation method
- Solving the multi-country real business cycle model using ergodic set methods
- Solving the multi-country real business cycle model using a Smolyak-collocation method
- Solving the multi-country real business cycle model using a monomial rule Galerkin method
- Comparison of solutions to the incomplete markets model with aggregate uncertainty
- Envelope condition method with an application to default risk models
- Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents
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