Monte Carlo simulation of macroeconomic risk with a continuum of agents: The general case

Economic Theory

Volumn 36, Issue 2, 2008, Pages 303-325

  Hammond, Peter J ^a   Sun, Yeneng ^b  

^a UNIVERSITY OF WARWICK   (United Kingdom)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Conditional independence; Event wise measurable conditional probabilities; Exchangeability; Large economy; Monte Carlo algebra; Monte Carlo convergence; Stochastic macro structure

Indexed keywords

EID: 44349119887     PISSN: 09382259     EISSN: 14320479     Source Type: Journal    
DOI: 10.1007/s00199-007-0279-7     Document Type: Article

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