Computing equilibrium in OLG models with stochastic production
DOI10.1016/S0165-1889(03)00111-8zbMATH Open1200.91174OpenAlexW2010794081WikidataQ110711731 ScholiaQ110711731MaRDI QIDQ953652FDOQ953652
Authors: Dirk Krueger, Felix Kubler 
Publication date: 6 November 2008
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1889(03)00111-8
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- DEEP EQUILIBRIUM NETS
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- Computing time-consistent equilibria: a perturbation approach
- Artificial neural networks to solve dynamic programming problems: a bias-corrected Monte Carlo operator
- Pseudospectral methods for continuous-time heterogeneous-agent models
- Using a hyperbolic cross to solve non-linear macroeconomic models
- Determinate perfect foresight forecasting in overlapping generations models
- Computation of equilibria in OLG models with many heterogeneous households
- High-dimensional dynamic stochastic model representation
- A generalization of the endogenous grid method
- Computing equilibria in dynamic models with occasionally binding constraints
- Solving the multi-country real business cycle model using a Smolyak-collocation method
- Uniformly self-justified equilibria
- Envelope condition method with an application to default risk models
- Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain
- Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents
- Can social security be welfare improving when there is demographic uncertainty?
- Likelihood approximation by numerical integration on sparse grids
- Stationary Markov Equilibria in an Olg Model with Correlated Production Shocks
- A characterization of Markov equilibrium in stochastic overlapping generations models
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