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General equilibrium models and homotopy methods

Citations

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Cited by:

  1. Ma, Wei, 2015. "A simple method for computing equilibria when asset markets are incomplete," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 32-38.
  2. Jean-Henry Ferrasse & Nandeeta Neerunjun & Hubert Stahn, 2021. "Managing intermittency in the electricity market," Working Papers halshs-03154612, HAL.
  3. 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.
  4. Yang Zhan & Peixuan Li & Chuangyin Dang, 2020. "A differentiable path-following algorithm for computing perfect stationary points," Computational Optimization and Applications, Springer, vol. 76(2), pages 571-588, June.
  5. P. Herings & Karl Schmedders, 2006. "Computing equilibria in finance economies with incomplete markets and transaction costs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(3), pages 493-512, April.
  6. Wei Ma, 2014. "A Simple Method for Computing Equilibria when Asset Markets Are Incomplete," Working Papers 201478, University of Pretoria, Department of Economics.
  7. Tong, Jun & Hu, Jiaqiao & Hu, Jianqiang, 2017. "Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints," European Journal of Operational Research, Elsevier, vol. 256(1), pages 24-34.
  8. Zaruhi Hakobyan & Christos Koulovatianos, 2021. "Symmetric Markovian Games of Commons with Potentially Sustainable Endogenous Growth," Dynamic Games and Applications, Springer, vol. 11(1), pages 54-83, March.
  9. Herings, P. Jean-Jacques & Zhan, Yang, 2021. "The computation of pairwise stable networks," Research Memorandum 004, Maastricht University, Graduate School of Business and Economics (GSBE).
  10. Nandeeta Neerunjun & Hubert Stahn, 2023. "Renewable energy support: pre-announced policies and (in)-efficiency," AMSE Working Papers 2335, Aix-Marseille School of Economics, France.
  11. Govindan, Srihari & Wilson, Robert, 2004. "Computing Nash equilibria by iterated polymatrix approximation," Journal of Economic Dynamics and Control, Elsevier, vol. 28(7), pages 1229-1241, April.
  12. P. Jean-Jacques Herings & Felix Kubler, 2002. "Computing Equilibria in Finance Economies," Mathematics of Operations Research, INFORMS, vol. 27(4), pages 637-646, November.
  13. Jean-Jacques Herings, P., 2002. "Universally converging adjustment processes--a unifying approach," Journal of Mathematical Economics, Elsevier, vol. 38(3), pages 341-370, November.
  14. P. Herings & Ronald Peeters, 2010. "Homotopy methods to compute equilibria in game theory," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(1), pages 119-156, January.
  15. Hubar, Sylwia & Koulovatianos, Christos & Li, Jian, 2020. "The role of labor-income risk in household risk-taking," European Economic Review, Elsevier, vol. 129(C).
  16. Herings,P. Jean-Jacques, 2000. "Universally Stable Adjustment Processes - A Unifying Approach -," Research Memorandum 006, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  17. Doraszelski, Ulrich & Kryukov, Yaroslav & Borkovsky, Ron N., 2008. "A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method," CEPR Discussion Papers 6733, C.E.P.R. Discussion Papers.
  18. Javier J. Pérez, 2004. "A Log-Linear Homotopy Approach to Initialize the Parameterized Expectations Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 24(1), pages 59-75, August.
  19. W D A Bryant, 2009. "General Equilibrium:Theory and Evidence," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6875, January.
  20. Buijink, W.F.J. & Janssen, J.B.P.E.C. & Schols, Y.J., 2000. "Evidence of the effect of domicile on corporate average effective tax rates in the European Union," Research Memorandum 049, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  21. Ron N. Borkovsky & Ulrich Doraszelski & Yaroslav Kryukov, 2010. "A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method," Operations Research, INFORMS, vol. 58(4-part-2), pages 1116-1132, August.
  22. Peixuan Li & Chuangyin Dang, 2020. "An Arbitrary Starting Tracing Procedure for Computing Subgame Perfect Equilibria," Journal of Optimization Theory and Applications, Springer, vol. 186(2), pages 667-687, August.
  23. Dang, Chuangyin & Herings, P. Jean-Jacques & Li, Peixuan, 2020. "An Interior-Point Path-Following Method to Compute Stationary Equilibria in Stochastic Games," Research Memorandum 001, Maastricht University, Graduate School of Business and Economics (GSBE).
  24. Yuan Deng & Jieming Mao & Balasubramanian Sivan & Kangning Wang, 2021. "Optimal Pricing Schemes for an Impatient Buyer," Papers 2106.02149, arXiv.org, revised Feb 2023.
  25. Li, Peixuan & Dang, Chuangyin & Herings, P.J.J., 2023. "Computing Perfect Stationary Equilibria in Stochastic Games," Other publications TiSEM 5b68f5d7-3209-4a1b-924c-6, Tilburg University, School of Economics and Management.
  26. Zafar Iqbal & Rizwana Siddiqui, 2001. "Critical Review of Literature on Computable General Equilibrium Models," MIMAP Technical Paper Series 2001:09, Pakistan Institute of Development Economics.
  27. Noman Arshed & Rukhsana Kalim, 2021. "Modelling demand and supply of Islamic banking deposits," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2813-2831, April.
  28. Shen, Hewei, 2022. "Financial integration and the correlation between international debt and equity flows," Journal of International Money and Finance, Elsevier, vol. 122(C).
  29. Wei Ma, 2015. "A Constructive Proof of the Existence of Collateral Equilibrium for a Two-Period Exchange Economy Based on a Smooth Interior-Point Path," Computational Economics, Springer;Society for Computational Economics, vol. 45(1), pages 1-30, January.
  30. Wei Ma, 2017. "A Rejoinder to Notes on a ‘Constructive Proof of the Existence of a Collateral Equilibrium’," Computational Economics, Springer;Society for Computational Economics, vol. 49(1), pages 175-176, January.
  31. Yiyin Cao & Chuangyin Dang & Yabin Sun, 2022. "Complementarity Enhanced Nash’s Mappings and Differentiable Homotopy Methods to Select Perfect Equilibria," Journal of Optimization Theory and Applications, Springer, vol. 192(2), pages 533-563, February.
  32. Devereux, Michael B. & Young, Eric R. & Yu, Changhua, 2019. "Capital controls and monetary policy in sudden-stop economies," Journal of Monetary Economics, Elsevier, vol. 103(C), pages 52-74.
  33. Yang Zhan & Chuangyin Dang, 2018. "A smooth path-following algorithm for market equilibrium under a class of piecewise-smooth concave utilities," Computational Optimization and Applications, Springer, vol. 71(2), pages 381-402, November.
  34. Steffen Eibelshäuser & Victor Klockmann & David Poensgen & Alicia von Schenk, 2023. "The Logarithmic Stochastic Tracing Procedure: A Homotopy Method to Compute Stationary Equilibria of Stochastic Games," INFORMS Journal on Computing, INFORMS, vol. 35(6), pages 1511-1526, November.
  35. Yang Zhan & Chuangyin Dang, 2021. "Computing equilibria for markets with constant returns production technologies," Annals of Operations Research, Springer, vol. 301(1), pages 269-284, June.
  36. Ma, Wei & Naraidoo, Ruthira & Perugini, Francesco, 2023. "Computation of spatial equilibria in the Ottaviano–Tabuchi–Thisse model," Economics Letters, Elsevier, vol. 223(C).
  37. Pablo Schenone, 2020. "Final Topology for Preference Spaces," Papers 2004.02357, arXiv.org, revised Mar 2024.
  38. Ferrasse, Jean-Henry & Neerunjun, Nandeeta & Stahn, Hubert, 2022. "Intermittency and electricity retailing: An incomplete market approach," Mathematical Social Sciences, Elsevier, vol. 120(C), pages 24-36.
  39. Zhan, Yang & Dang, Chuangyin, 2021. "Determination of general equilibrium with incomplete markets and default penalties," Journal of Mathematical Economics, Elsevier, vol. 92(C), pages 49-59.
  40. Gregoir, Stephane & Weill, Pierre-Olivier, 2007. "Restricted perception equilibria and rational expectation equilibrium," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 81-109, January.
  41. Tim Roughgarden, 2010. "Computing equilibria: a computational complexity perspective," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(1), pages 193-236, January.
  42. 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.
  43. Paul Oslington, 2012. "General Equilibrium: Theory and Evidence," The Economic Record, The Economic Society of Australia, vol. 88(282), pages 446-448, September.
  44. Cao, Yiyin & Dang, Chuangyin & Xiao, Zhongdong, 2022. "A differentiable path-following method to compute subgame perfect equilibria in stationary strategies in robust stochastic games and its applications," European Journal of Operational Research, Elsevier, vol. 298(3), pages 1032-1050.
  45. Chuangyin Dang & P. Jean-Jacques Herings & Peixuan Li, 2022. "An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games," INFORMS Journal on Computing, INFORMS, vol. 34(3), pages 1403-1418, May.
  46. Ron N. Borkovsky & Ulrich Doraszelski & Yaroslav Kryukov, "undated". "A User''s Guide to Solving Dynamic Stochastic Games Using the Homotopy Method," GSIA Working Papers 2009-E23, Carnegie Mellon University, Tepper School of Business.
  47. 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.
  48. Cao, Yiyin & Dang, Chuangyin, 2022. "A variant of Harsanyi's tracing procedures to select a perfect equilibrium in normal form games," Games and Economic Behavior, Elsevier, vol. 134(C), pages 127-150.
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