Monte Carlo simulation of macroeconomic risk with a continuum of agents: the general case
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Bibliographic InfoArticle provided by Springer in its journal Economic Theory.
Volume (Year): 36 (2008)
Issue (Month): 2 (August)
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Web page: http://link.springer.de/link/service/journals/00199/index.htm
Find related papers by JEL classification:
- C00 - Mathematical and Quantitative Methods - - General - - - General
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- E00 - Macroeconomics and Monetary Economics - - General - - - General
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Peter Hammond & Yeneng Sun, 2001.
"Monte Carlo Simulation of Macroeconomic Risk with a Continuum of Agents: The Symmetric Case,"
01015, Stanford University, Department of Economics.
- Peter J. Hammond & Yeneng Sun, 2003. "Monte Carlo simulation of macroeconomic risk with a continuum of agents: the symmetric case," Economic Theory, Springer, vol. 21(2), pages 743-766, 03.
- Peter J. Hammond & Yeneng Sun, 2000. "Joint Measurability and the One-way Fubini Property for a Continuum of Independent Random Variables," Working Papers 00008, Stanford University, Department of Economics.
- Sun, Yeneng, 1998. "A theory of hyperfinite processes: the complete removal of individual uncertainty via exact LLN1," Journal of Mathematical Economics, Elsevier, vol. 29(4), pages 419-503, May.
- Sun, Yeneng & Yannelis, Nicholas C., 2007. "Perfect competition in asymmetric information economies: compatibility of efficiency and incentives," Journal of Economic Theory, Elsevier, vol. 134(1), pages 175-194, May.
- Sun, Yeneng, 2006. "The exact law of large numbers via Fubini extension and characterization of insurable risks," Journal of Economic Theory, Elsevier, vol. 126(1), pages 31-69, January.
- Yeneng Sun & Nicholas Yannelis, 2008. "Ex ante efficiency implies incentive compatibility," Economic Theory, Springer, vol. 36(1), pages 35-55, July.
- Sun, Yeneng & Wu, Lei & Yannelis, Nicholas C., 2012. "Existence, incentive compatibility and efficiency of the rational expectations equilibrium," Games and Economic Behavior, Elsevier, vol. 76(1), pages 329-339.
- Yeneng Sun & Lei Wu & Nicholas C. Yannelis, 2011. "Existence, Incentive Compatibility and Efficiency of the Rational Expectations Equilibrium," The School of Economics Discussion Paper Series 1108, Economics, The University of Manchester.
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