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Citations for "Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks"

by Jianjun Miao

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  1. Suen, Richard M. H., 2009. "Bounding the CRRA Utility Functions," MPRA Paper 13260, University Library of Munich, Germany.
  2. Muffasir Badshah & Paul Beaumont & Anuj Srivastava, 2011. "Computing Equilibrium Wealth Distributions in Models with Heterogeneous-Agents, Incomplete Markets and Idiosyncratic Risk," Working Papers wp2011_08_02, Department of Economics, Florida State University.
  3. Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2009. "Quantitative Macroeconomics with Heterogeneous Households," NBER Working Papers 14768, National Bureau of Economic Research, Inc.
  4. Kuhn, Moritz, 2008. "Recursive equilibria in an Aiyagari style economy with permanent income shocks," MPRA Paper 32323, University Library of Munich, Germany, revised 09 Dec 2009.
  5. Zhigang Feng & Jianjun Miao & Adrian Peralta‐Alva & Manuel S. Santos, 2014. "Numerical Simulation Of Nonoptimal Dynamic Equilibrium Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55, pages 83-110, 02.
  6. Jianjun Miao, 2005. "Optimal Capital Structure and Industry Dynamics," Journal of Finance, American Finance Association, vol. 60(6), pages 2621-2659, December.
  7. Olivier Allais & Wouter J Den Haan & Yann Algan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Sciences Po publications 6062, Sciences Po.
  8. Jonathan Halket, 2012. "Existence of an equilibrium in incomplete markets with discrete choices and many markets," Economics Discussion Papers 711, University of Essex, Department of Economics.
  9. Junjian Miao & Manuel Santos, 2005. "Numerical Solution of Dynamic Non-Optimal Economies," Boston University - Department of Economics - Working Papers Series WP2005-003, Boston University - Department of Economics.
  10. Zhijun Zhao, 2011. "Preference Relativity, Ambiguity and Social Welfare Evaluation," Working Papers 352011, Hong Kong Institute for Monetary Research.
  11. Dan Cao, 2011. "Collateral Shortages, Asset Price and Investment Volatility with Heterogeneous Beliefs," Working Papers gueconwpa~11-11-01, Georgetown University, Department of Economics.
  12. Manjira Datta & Leonard J. Mirman & Olivier F. Morand & Kevin L. Reffett, 2005. "Markovian Equilibrium in Infinite Horizon Economies with Incomplete Markets and Public Policy," Tinbergen Institute Discussion Papers 05-013/2, Tinbergen Institute.
  13. Tom Krebs, 2006. "Recursive equilibrium in endogenous growth models with incomplete markets," Economic Theory, Springer, vol. 29(3), pages 505-523, November.
  14. Kam, Timothy & Lee, Junsang, 2014. "On stationary recursive equilibria and nondegenerate state spaces: The Huggett model," Journal of Mathematical Economics, Elsevier, vol. 50(C), pages 156-159.
  15. Dirk Krueger & Hanno Lustig, 2006. "When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)?," NBER Working Papers 12634, National Bureau of Economic Research, Inc.
  16. Andrea Pescatori, 2007. "Incomplete markets and households’ exposure to interest rate and inflation risk: implications for the monetary policy maker," Working Paper 0709, Federal Reserve Bank of Cleveland.
  17. Eric R. Young, 2004. "The Wealth Distribution and the Demand for Status," Macroeconomics 0410008, EconWPA.
  18. repec:spo:wpecon:info:hdl:2441/8845 is not listed on IDEAS
  19. Miao, Jianjun & Wang, Pengfei, 2009. "Does Lumy Investment Matter for Business Cycles?," MPRA Paper 14977, University Library of Munich, Germany.
  20. Krüger, Dirk & Lustig, Hanno, 2006. "The Irrelevance of Market Incompleteness for the Price of Aggregate Risk," CEPR Discussion Papers 5936, C.E.P.R. Discussion Papers.
  21. Wang, Neng, 2007. "An equilibrium model of wealth distribution," Journal of Monetary Economics, Elsevier, vol. 54(7), pages 1882-1904, October.
  22. repec:dgr:uvatin:2005012 is not listed on IDEAS
  23. repec:hal:wpaper:halshs-00589129 is not listed on IDEAS
  24. Hanno Lustig, . "When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn)," UCLA Economics Online Papers 380, UCLA Department of Economics.
  25. Martins-da-Rocha, Victor Filipe & Vailakis, Y., 2010. "Competitive equilibria in infinite-horizon collateralized economies with default penalties," Economics Working Papers (Ensaios Economicos da EPGE) 703, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  26. Reiter, Michael, 2009. "Solving heterogeneous-agent models by projection and perturbation," Journal of Economic Dynamics and Control, Elsevier, vol. 33(3), pages 649-665, March.
  27. Yann Algan & Olivier Allais & Wouter J. Den Haan, 2008. "Solving heterogenous-agent models with parameterized cross-sectional distributions," Working Papers 9149, Institut National de la Recherche Agronomique, France.
  28. Manjira Datta & Kevin L. Reffett, 2005. "Isotone Recursive Methods: the Case of Homogeneous Agents," Tinbergen Institute Discussion Papers 05-012/2, Tinbergen Institute.
  29. repec:spo:wpecon:info:hdl:2441/8823 is not listed on IDEAS