Computational suite of models with heterogeneous agents II: multi-country real business cycle models
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Publication:622246
DOI10.1016/j.jedc.2010.09.010zbMath1231.91362MaRDI QIDQ622246
Kenneth L. Judd, Wouter J. Den Haan, Michael Juillard
Publication date: 31 January 2011
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2010.09.010
91-08: Computational methods for problems pertaining to game theory, economics, and finance
91B51: Dynamic stochastic general equilibrium theory
91B69: Heterogeneous agent models
Related Items
High-Dimensional Dynamic Stochastic Model Representation, 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 monomial rule Galerkin method, Comparison of solutions to the incomplete markets model with aggregate uncertainty, Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents, A general endogenous grid method for multi-dimensional models with non-convexities and constraints, Envelope condition method with an application to default risk models, Approximate dynamic programming with post-decision states as a solution method for dynamic economic models, Dynamic programming with Hermite approximation
Cites Work
- 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
- Computational suite of models with heterogeneous agents: incomplete markets and aggregate uncertainty
