Solving the incomplete markets model with aggregate uncertainty using explicit aggregation

Journal of Economic Dynamics and Control

Volumn 34, Issue 1, 2010, Pages 69-78

  Den Haan, Wouter J ^a   Rendahl, Pontus ^b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Numerical solutions; Projection methods

Indexed keywords

EID: 70350344286     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2008.12.008     Document Type: Article

References (9)

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9. Young, E.R., 2009. Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm and non-stochastic simulations. Journal of Economic Dynamics and Control, this issue, doi:10.1016/j.jedc.2008.11.010.