Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm

Journal of Economic Dynamics and Control

Volumn 34, Issue 1, 2010, Pages 42-49

  Maliar, Lilia ^a,b   Maliar, Serguei ^a,b   Valli, Fernando ^a,c  

^a UNIVERSITY OF ALICANTE   (Spain)

^b STANFORD UNIVERSITY   (United States)

^c Universidad del CEMA   (Argentina)

Author keywords

Aggregate uncertainty; Dynamic stochastic models; Euler equation methods; Heterogeneous agents; Numerical solutions; Simulations

Indexed keywords

EID: 70350183764     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2009.03.009     Document Type: Article

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