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General equilibrium models and homotopy methods

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  • Eaves, B. Curtis
  • Schmedders, Karl

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 23 (1999)
Issue (Month): 9-10 (September)
Pages: 1249-1279

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Handle: RePEc:eee:dyncon:v:23:y:1999:i:9-10:p:1249-1279

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References

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  1. Victor Ginsburgh & Michiel Keyzer, 1997. "The structure of applied general equilibrium models," ULB Institutional Repository 2013/1653, ULB -- Universite Libre de Bruxelles.
  2. Judd, Kenneth L., 1997. "Computational economics and economic theory: Substitutes or complements?," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 21(6), pages 907-942, June.
  3. John Rust, 1996. "Dealing with the Complexity of Economic Calculations," Computational Economics, EconWPA 9610002, EconWPA, revised 21 Oct 1997.
  4. Geanakoplos, John, 1990. "An introduction to general equilibrium with incomplete asset markets," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 1-38.
  5. Mas-Colell, Andreu, 1977. "On the equilibrium price set of an exchange economy," Journal of Mathematical Economics, Elsevier, vol. 4(2), pages 117-126, August.
  6. Jean-Jacques Herings, P., 1997. "A globally and universally stable price adjustment process," Journal of Mathematical Economics, Elsevier, vol. 27(2), pages 163-193, March.
  7. Duffie, Darrell & Shafer, Wayne, 1985. "Equilibrium in incomplete markets: I : A basic model of generic existence," Journal of Mathematical Economics, Elsevier, vol. 14(3), pages 285-300, June.
  8. Demarzo, Peter M. & Eaves, B. Curtis, 1996. "Computing equilibria of GEI by relocalization on a Grassmann manifold," Journal of Mathematical Economics, Elsevier, vol. 26(4), pages 479-497.
  9. Laan, G. van der & Talman, A.J.J., 1985. "Adjustment processes for finding economic equilibria," Research Memorandum, Tilburg University, Faculty of Economics and Business Administration 174, Tilburg University, Faculty of Economics and Business Administration.
  10. Smale, Steve, 1976. "A convergent process of price adjustment and global newton methods," Journal of Mathematical Economics, Elsevier, vol. 3(2), pages 107-120, July.
  11. Kenneth L. Judd, 1998. "Numerical Methods in Economics," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262100711, December.
  12. Schmedders, Karl, 1998. "Computing equilibria in the general equilibrium model with incomplete asset markets," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 22(8-9), pages 1375-1401, August.
  13. Brown, Donald J & DeMarzo, Peter M & Eaves, B Curtis, 1996. "Computing Equilibria When Asset Markets Are Incomplete," Econometrica, Econometric Society, Econometric Society, vol. 64(1), pages 1-27, January.
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Citations

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Cited by:
  1. P.J.J. Herings, 2001. "Universally Stable Adjustment Processes - A Unifying Approach," GE, Growth, Math methods, EconWPA 0205002, EconWPA.
  2. Javier J. Pérez, 2001. "A Log-linear Homotopy Approach to Initialize the Parameterized Expectations Algorithm," Economic Working Papers at Centro de Estudios Andaluces E2001/02, Centro de Estudios Andaluces.
  3. P. Herings & Ronald Peeters, 2010. "Homotopy methods to compute equilibria in game theory," Economic Theory, Springer, vol. 42(1), pages 119-156, January.
  4. Govindan, Srihari & Wilson, Robert, 2003. "A global Newton method to compute Nash equilibria," Journal of Economic Theory, Elsevier, vol. 110(1), pages 65-86, May.
  5. Ron N. Borkovsky & Ulrich Doraszelski & Yaroslav Kryukov, . "A User''s Guide to Solving Dynamic Stochastic Games Using the Homotopy Method," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 2009-E23, Carnegie Mellon University, Tepper School of Business.
  6. P. Herings & Karl Schmedders, 2006. "Computing equilibria in finance economies with incomplete markets and transaction costs," Economic Theory, Springer, vol. 27(3), pages 493-512, 04.
  7. P.J.J. Herings & F. Kubler, 2001. "Computing Equilibria in Finance Economies," GE, Growth, Math methods, EconWPA 0205003, EconWPA.
  8. Tim Roughgarden, 2010. "Computing equilibria: a computational complexity perspective," Economic Theory, Springer, vol. 42(1), pages 193-236, January.
  9. Gregoir, Stephane & Weill, Pierre-Olivier, 2007. "Restricted perception equilibria and rational expectation equilibrium," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 31(1), pages 81-109, January.
  10. Chuangyin Dang & Yinyu Ye & Zhisu Zhu, 2011. "An interior-point path-following algorithm for computing a Leontief economy equilibrium," Computational Optimization and Applications, Springer, vol. 50(2), pages 223-236, October.
  11. Borkovsky, RON N. & Doraszelski, Ulrich & Kryukov, Yaroslav, 2008. "A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method," CEPR Discussion Papers 6733, C.E.P.R. Discussion Papers.
  12. Wei Ma & Chuangyin Dang, 2013. "The Optimal Price of Default," Annals of Economics and Finance, Society for AEF, vol. 14(1), pages 145-167, May.
  13. Zafar Iqbal & Rizwana Siddiqui, 2001. "Critical Review of Literature on Computable General Equilibrium Models," MIMAP Technical Paper Series, Pakistan Institute of Development Economics 2001:09, Pakistan Institute of Development Economics.
  14. Govindan, Srihari & Wilson, Robert, 2004. "Computing Nash equilibria by iterated polymatrix approximation," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 28(7), pages 1229-1241, April.

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