Solving the incomplete market model with aggregate uncertainty using a perturbation method

Journal of Economic Dynamics and Control

Volumn 34, Issue 1, 2010, Pages 50-58

  Kim, Sunghyun Henry ^a   Kollmann, Robert ^b,c   Kim, Jinill ^d  

^a SUFFOLK UNIVERSITY   (United States)

^b UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^c UNIVERSITÉ PARIS EST CRÉTEIL   (France)

^d FEDERAL RESERVE BOARD   (United States)

Author keywords

Barrier method; Heterogeneous agents; Occasionally binding inequality constraints

Indexed keywords

EID: 70350199629     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2008.11.011     Document Type: Article

References (12)

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