메뉴 건너뛰기




Volumn 32, Issue 3, 2008, Pages 875-908

Solving heterogeneous-agent models with parameterized cross-sectional distributions

Author keywords

Incomplete markets; Numerical solutions; Projection methods; Simulations

Indexed keywords


EID: 38949115643     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2007.03.007     Document Type: Article
Times cited : (36)

References (13)
  • 1
    • 0030507889 scopus 로고    scopus 로고
    • Heterogeneity, aggregate uncertainty and the short-term interest rate
    • Den Haan W.J. Heterogeneity, aggregate uncertainty and the short-term interest rate. Journal of Business and Economic Statistics 14 (1996) 399-411
    • (1996) Journal of Business and Economic Statistics , vol.14 , pp. 399-411
    • Den Haan, W.J.1
  • 2
    • 0031352533 scopus 로고    scopus 로고
    • Solving dynamic models with aggregate shocks and heterogeneous agents
    • Den Haan W.J. Solving dynamic models with aggregate shocks and heterogeneous agents. Macroeconomic Dynamics 1 (1997) 355-386
    • (1997) Macroeconomic Dynamics , vol.1 , pp. 355-386
    • Den Haan, W.J.1
  • 3
    • 38949157565 scopus 로고    scopus 로고
    • Den Haan, W.J., 2007. Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents, manuscript, University of Amsterdam.
    • Den Haan, W.J., 2007. Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents, manuscript, University of Amsterdam.
  • 4
    • 38249009420 scopus 로고
    • Projection methods for solving aggregate growth models
    • Judd K.L. Projection methods for solving aggregate growth models. Journal of Economic Theory 58 (1992) 410-452
    • (1992) Journal of Economic Theory , vol.58 , pp. 410-452
    • Judd, K.L.1
  • 6
    • 0032451887 scopus 로고    scopus 로고
    • Income and wealth heterogeneity in the macroeconomy
    • Krusell P., and Smith A. Income and wealth heterogeneity in the macroeconomy. Journal of Political Economy (1998) 868-896
    • (1998) Journal of Political Economy , pp. 868-896
    • Krusell, P.1    Smith, A.2
  • 7
    • 33646365590 scopus 로고    scopus 로고
    • Competitive equilibria of economies with a continuum of consumers and aggregate shocks
    • Miao J. Competitive equilibria of economies with a continuum of consumers and aggregate shocks. Journal of Economic Theory 128 (2006) 274-298
    • (2006) Journal of Economic Theory , vol.128 , pp. 274-298
    • Miao, J.1
  • 8
    • 38949138321 scopus 로고    scopus 로고
    • Preston, B., Roca, M., 2006. Incomplete markets, heterogeneity and macroeconomic dynamics, manuscript Columbia University.
    • Preston, B., Roca, M., 2006. Incomplete markets, heterogeneity and macroeconomic dynamics, manuscript Columbia University.
  • 9
    • 38949180119 scopus 로고    scopus 로고
    • Reiter, M., 2002. Recursive computation of heterogeneous agent models, manuscript, Universitat Pompeu Fabra.
    • Reiter, M., 2002. Recursive computation of heterogeneous agent models, manuscript, Universitat Pompeu Fabra.
  • 10
    • 38949117140 scopus 로고    scopus 로고
    • Reiter, M., 2006. Solving heterogeneous agent models by projection and perturbation, manuscript, Universitat Pompeu Fabra.
    • Reiter, M., 2006. Solving heterogeneous agent models by projection and perturbation, manuscript, Universitat Pompeu Fabra.
  • 11
    • 38949136204 scopus 로고    scopus 로고
    • Rios-Rull, J.V., 1997. Computation of equilibria in heterogeneous agent models. Federal Reserve Bank of Minneapolis Staff Report 231.
    • Rios-Rull, J.V., 1997. Computation of equilibria in heterogeneous agent models. Federal Reserve Bank of Minneapolis Staff Report 231.
  • 12
    • 0038893594 scopus 로고    scopus 로고
    • Plant-level irreversible investment and equilibrium business cycles
    • Veracierto M. Plant-level irreversible investment and equilibrium business cycles. American Economic Review 92 (2002) 181-197
    • (2002) American Economic Review , vol.92 , pp. 181-197
    • Veracierto, M.1
  • 13
    • 38949085081 scopus 로고    scopus 로고
    • Young, E., 2005. Approximate aggregation, manuscript, University of Virginia.
    • Young, E., 2005. Approximate aggregation, manuscript, University of Virginia.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.