Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Den Haan, Wouter, 2008. "Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents," CEPR Discussion Papers 6971, C.E.P.R. Discussion Papers.
References listed on IDEAS
- Den Haan, Wouter J, 1996.
"Heterogeneity, Aggregate Uncertainty, and the Short-Term Interest Rate,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 14(4), pages 399-411, October.
- Wouter Denhaan, 1996. "FORTRAN code for Heterogeinity, Aggregate Uncertainty and the Short-Term Interest Rate," QM&RBC Codes 60, Quantitative Macroeconomics & Real Business Cycles.
- ,, 2001. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 17(6), pages 1157-1160, December.
- Kjetil Storesletten & Chris Telmer & Amir Yaron, 2007.
"Asset Pricing with Idiosyncratic Risk and Overlapping Generations,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(4), pages 519-548, October.
- Kjetil Storesletten & Chris Telmer & Amir Yaron, "undated". "Asset pricing with idiosyncratic risk and overlapping generations," GSIA Working Papers 226, Carnegie Mellon University, Tepper School of Business.
- Kjetil Storesletten & Chris Telmer & Amir Yaron, 1996. "Asset pricing with idiosyncratic risk and overlapping generations," Economics Working Papers 405, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 1999.
- Storesletten, Kjetil & Telmer, Chris & Yaron, Amir, 2002. "Asset pricing with idiosyncratic risk and overlapping generations," Seminar Papers 703, Stockholm University, Institute for International Economic Studies.
- Yaron, Amir & Storesletten, Kjetil & Telmer, Chris, 2001. "Asset Pricing with Idiosyncratic Risk and Overlapping Generations," CEPR Discussion Papers 3065, C.E.P.R. Discussion Papers.
- Den Haan, Wouter J. & Rendahl, Pontus, 2010.
"Solving the incomplete markets model with aggregate uncertainty using explicit aggregation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(1), pages 69-78, January.
- Den Haan, Wouter & Rendahl, Pontus, 2008. "Solving the Incomplete Markets Model with Aggregate Uncertainty using Explicit Aggregation," CEPR Discussion Papers 6963, C.E.P.R. Discussion Papers.
- Algan, Yann & Allais, Olivier & Den Haan, Wouter J., 2008.
"Solving heterogeneous-agent models with parameterized cross-sectional distributions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 875-908, March.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," SciencePo Working papers Main hal-01065663, HAL.
- Yann Algan & Olivier Allais & Wouter Den Haan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Sciences Po publications 6062, Sciences Po.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2008. "Solving heterogeneous-agent models with paramaterized cross-sectional distribution," Post-Print halshs-00754295, HAL.
- Yann Algan & Olivier Allais & Wouter Den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Sciences Po publications 2006 - 46, Sciences Po.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Working Papers hal-01065663, HAL.
- Yann Algan & Olivier Allais & Wouter den Haan, 2008. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Post-Print hal-03596370, HAL.
- Yann Algan & Olivier Allais & Wouter Den Haan, 2008. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Sciences Po publications info:hdl:2441/41rhqgovpp8, Sciences Po.
- Den Haan, Wouter & Algan, Yann & Allais, Olivier, 2007. "Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions," CEPR Discussion Papers 6062, C.E.P.R. Discussion Papers.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Working Papers hal-01065666, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2006. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," PSE Working Papers halshs-00589129, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2008. "Solving heterogeneous-agent models with paramaterized cross-sectional distribution," PSE-Ecole d'économie de Paris (Postprint) halshs-00754295, HAL.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," SciencePo Working papers Main hal-01065666, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2006. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Working Papers halshs-00589129, HAL.
- Krusell, Per & Smith, Anthony A., 1997.
"Income And Wealth Heterogeneity, Portfolio Choice, And Equilibrium Asset Returns,"
Macroeconomic Dynamics, Cambridge University Press, vol. 1(2), pages 387-422, June.
- Per Krusell & Anthony A. Smith, Jr., "undated". "Income and Wealth Heterogeneity, Portfolio Choice, and Equilibrium Asset Returns," GSIA Working Papers 1997-45, Carnegie Mellon University, Tepper School of Business.
- Krueger, Dirk & Kubler, Felix, 2004. "Computing equilibrium in OLG models with stochastic production," Journal of Economic Dynamics and Control, Elsevier, vol. 28(7), pages 1411-1436, April.
- 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.
- Michael Reiter, 2006. "Solving heterogeneous-agent models by projection and perturbation," Economics Working Papers 972, Department of Economics and Business, Universitat Pompeu Fabra.
- Blundell,Richard & Newey,Whitney K. & Persson,Torsten (ed.), 2006. "Advances in Economics and Econometrics," Cambridge Books, Cambridge University Press, number 9780521871525, December.
- Manuel S. Santos & Adrian Peralta-Alva, 2005.
"Accuracy of Simulations for Stochastic Dynamic Models,"
Econometrica, Econometric Society, vol. 73(6), pages 1939-1976, November.
- Manuel S. Santos & Adrian Peralta-Alva, 2003. "Accuracy of Simulations for Stochastic Dynamic Models," Levine's Bibliography 666156000000000264, UCLA Department of Economics.
- Algan, Yann & Allais, Olivier & Den Haan, Wouter J., 2008.
"Solving heterogeneous-agent models with parameterized cross-sectional distributions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 875-908, March.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," SciencePo Working papers Main hal-01065663, HAL.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," SciencePo Working papers Main hal-01065666, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2008. "Solving heterogeneous-agent models with paramaterized cross-sectional distribution," Post-Print halshs-00754295, HAL.
- Yann Algan & Olivier Allais & Wouter Den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Sciences Po publications 2006 - 46, Sciences Po.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Working Papers hal-01065663, HAL.
- Yann Algan & Olivier Allais & Wouter den Haan, 2008. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Post-Print hal-03596370, HAL.
- Yann Algan & Olivier Allais & Wouter Den Haan, 2008. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Sciences Po publications info:hdl:2441/41rhqgovpp8, Sciences Po.
- Den Haan, Wouter & Algan, Yann & Allais, Olivier, 2007. "Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions," CEPR Discussion Papers 6062, C.E.P.R. Discussion Papers.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Working Papers hal-01065666, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2006. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," PSE Working Papers halshs-00589129, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2008. "Solving heterogeneous-agent models with paramaterized cross-sectional distribution," PSE-Ecole d'économie de Paris (Postprint) halshs-00754295, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2006. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Working Papers halshs-00589129, HAL.
- Yann Algan & Olivier Allais & Wouter Den Haan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Sciences Po publications 6062, Sciences Po.
- Algan, Yann & Allais, Olivier & Den Haan, Wouter J., 2010.
"Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(1), pages 59-68, January.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2010. "Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions," Post-Print hal-02662044, HAL.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2010. "Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions," SciencePo Working papers Main hal-02662044, HAL.
- Yann Algan & Olivier Allais & Wouter Den Haan, 2010. "Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions," Sciences Po publications info:hdl:2441/72lkhuq5cm8, Sciences Po.
- Makoto Nakajima, 2006. "Business Cycles in the Equilibrium Model of Labor Search and Self-Insurance," Computing in Economics and Finance 2006 426, Society for Computational Economics.
- Algan, Yann & Allais, Olivier & Den Haan, Wouter J., 2008.
"Solving heterogeneous-agent models with parameterized cross-sectional distributions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 875-908, March.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," SciencePo Working papers Main hal-01065663, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2008. "Solving heterogeneous-agent models with paramaterized cross-sectional distribution," PSE-Ecole d'économie de Paris (Postprint) halshs-00754295, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2008. "Solving heterogeneous-agent models with paramaterized cross-sectional distribution," Post-Print halshs-00754295, HAL.
- Yann Algan & Olivier Allais & Wouter Den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Sciences Po publications 2006 - 46, Sciences Po.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Working Papers hal-01065663, HAL.
- Yann Algan & Olivier Allais & Wouter den Haan, 2008. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Post-Print hal-03596370, HAL.
- Yann Algan & Olivier Allais & Wouter Den Haan, 2008. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Sciences Po publications info:hdl:2441/41rhqgovpp8, Sciences Po.
- Den Haan, Wouter & Algan, Yann & Allais, Olivier, 2007. "Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions," CEPR Discussion Papers 6062, C.E.P.R. Discussion Papers.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Working Papers hal-01065666, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2006. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," PSE Working Papers halshs-00589129, HAL.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," SciencePo Working papers Main hal-01065666, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2006. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Working Papers halshs-00589129, HAL.
- Yann Algan & Olivier Allais & Wouter Den Haan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Sciences Po publications 6062, Sciences Po.
- Algan, Yann & Allais, Olivier & Den Haan, Wouter J., 2008.
"Solving heterogeneous-agent models with parameterized cross-sectional distributions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 875-908, March.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2006. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Working Papers halshs-00589129, HAL.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," SciencePo Working papers Main hal-01065663, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2008. "Solving heterogeneous-agent models with paramaterized cross-sectional distribution," Post-Print halshs-00754295, HAL.
- Yann Algan & Olivier Allais & Wouter Den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Sciences Po publications 2006 - 46, Sciences Po.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Working Papers hal-01065663, HAL.
- Yann Algan & Olivier Allais & Wouter den Haan, 2008. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Post-Print hal-03596370, HAL.
- Yann Algan & Olivier Allais & Wouter Den Haan, 2008. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Sciences Po publications info:hdl:2441/41rhqgovpp8, Sciences Po.
- Den Haan, Wouter & Algan, Yann & Allais, Olivier, 2007. "Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions," CEPR Discussion Papers 6062, C.E.P.R. Discussion Papers.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Working Papers hal-01065666, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2006. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," PSE Working Papers halshs-00589129, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2008. "Solving heterogeneous-agent models with paramaterized cross-sectional distribution," PSE-Ecole d'économie de Paris (Postprint) halshs-00754295, HAL.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," SciencePo Working papers Main hal-01065666, HAL.
- Yann Algan & Olivier Allais & Wouter Den Haan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Sciences Po publications 6062, Sciences Po.
- Manuel S. Santos & Adrian Peralta-Alva, 2005.
"Accuracy of Simulations for Stochastic Dynamic Models,"
Econometrica, Econometric Society, vol. 73(6), pages 1939-1976, November.
- Santos, Manuel S. & Peralta Alva, Adrián, 2003. "Accuracy of simulations for stochastic dynamic models," UC3M Working papers. Economics we034615, Universidad Carlos III de Madrid. Departamento de Economía.
- Michael Reiter, 2000. "Estimating The Accuracy Of Numerical Solutions To Dynamic Optimization Problems," Computing in Economics and Finance 2000 254, Society for Computational Economics.
- ,, 2001. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 17(5), pages 1025-1031, October.
- Silos, Pedro, 2007.
"Housing, portfolio choice and the macroeconomy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2774-2801, August.
- Pedro Silos, 2005. "Housing, portfolio choice, and the macroeconomy," FRB Atlanta Working Paper 2005-21, Federal Reserve Bank of Atlanta.
- Eric R Young, 2005.
"Approximate Aggregation,"
Computing in Economics and Finance 2005
141, Society for Computational Economics.
- Eric Young, 2002. "Code for "Approximate Aggregation"," QM&RBC Codes 149, Quantitative Macroeconomics & Real Business Cycles, revised Apr 2005.
- Algan, Yann & Allais, Olivier & Den Haan, Wouter J., 2008.
"Solving heterogeneous-agent models with parameterized cross-sectional distributions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 875-908, March.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," SciencePo Working papers Main hal-01065663, HAL.
- Den Haan, Wouter & Algan, Yann & Allais, Olivier, 2007. "Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions," CEPR Discussion Papers 6062, C.E.P.R. Discussion Papers.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2006. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Working Papers halshs-00589129, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2008. "Solving heterogeneous-agent models with paramaterized cross-sectional distribution," Post-Print halshs-00754295, HAL.
- Yann Algan & Olivier Allais & Wouter Den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Sciences Po publications 2006 - 46, Sciences Po.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Working Papers hal-01065666, HAL.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Working Papers hal-01065663, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2008. "Solving heterogeneous-agent models with paramaterized cross-sectional distribution," PSE-Ecole d'économie de Paris (Postprint) halshs-00754295, HAL.
- Yann Algan & Olivier Allais & Wouter den Haan, 2008. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Post-Print hal-03596370, HAL.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," SciencePo Working papers Main hal-01065666, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2006. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," PSE Working Papers halshs-00589129, HAL.
- Yann Algan & Olivier Allais & Wouter Den Haan, 2008. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Sciences Po publications info:hdl:2441/41rhqgovpp8, Sciences Po.
- Yann Algan & Olivier Allais & Wouter Den Haan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Sciences Po publications 6062, Sciences Po.
- Den Haan, Wouter J., 1997. "Solving Dynamic Models With Aggregate Shocks And Heterogeneous Agents," Macroeconomic Dynamics, Cambridge University Press, vol. 1(2), pages 355-386, June.
- repec:hal:spmain:info:hdl:2441/41rhqgovpp8hnq9i7ndtl26ltm is not listed on IDEAS
- Francisco Gomes & Alexander Michaelides, 2008.
"Asset Pricing with Limited Risk Sharing and Heterogeneous Agents,"
Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 415-448, January.
- Gomes, Francisco & Michaelides, Alexander, 2005. "Asset pricing with limited risk sharing and heterogeneous agents," LSE Research Online Documents on Economics 24649, London School of Economics and Political Science, LSE Library.
- Michaelides, Alexander & Gomes, Francisco, 2007. "Asset Pricing with Limited Risk Sharing and Heterogeneous Agents," CEPR Discussion Papers 6136, C.E.P.R. Discussion Papers.
- Per Krusell & Anthony A. Smith & Jr., 1998.
"Income and Wealth Heterogeneity in the Macroeconomy,"
Journal of Political Economy, University of Chicago Press, vol. 106(5), pages 867-896, October.
- Per Krusell & Anthony A. Smith, Jr., "undated". "Income and Wealth Heterogeneity in the Macroeconomy," GSIA Working Papers 1997-37, Carnegie Mellon University, Tepper School of Business.
- Krusell, P & Smith Jr, A-A, 1995. "Income and Wealth Heterogeneity in the Macroeconomic," RCER Working Papers 399, University of Rochester - Center for Economic Research (RCER).
- Blundell,Richard & Newey,Whitney K. & Persson,Torsten (ed.), 2006. "Advances in Economics and Econometrics," Cambridge Books, Cambridge University Press, number 9780521692083, December.
- Makoto Nakajima, 2012.
"Business Cycles In The Equilibrium Model Of Labor Market Search And Self‐Insurance,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(2), pages 399-432, May.
- Makoto Nakajima, 2010. "Business cycles in the equilibrium model of labor market search and self-insurance," Working Papers 10-24, Federal Reserve Bank of Philadelphia.
- Manuel S. Santos, 2000. "Accuracy of Numerical Solutions using the Euler Equation Residuals," Econometrica, Econometric Society, vol. 68(6), pages 1377-1402, November.
- José-Víctor Ríos-Rull, 1997. "Computation of equilibria in heterogeneous agent models," Staff Report 231, Federal Reserve Bank of Minneapolis.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Den Haan, Wouter J., 2010.
"Comparison of solutions to the incomplete markets model with aggregate uncertainty,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(1), pages 4-27, January.
- Den Haan, Wouter, 2008. "Comparison of Solutions to the Incomplete Markets Model with Aggregate Uncertainty," CEPR Discussion Papers 7019, C.E.P.R. Discussion Papers.
- Young, Eric R., 2010. "Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm and non-stochastic simulations," Journal of Economic Dynamics and Control, Elsevier, vol. 34(1), pages 36-41, January.
- Jesús Fernández‐Villaverde & Samuel Hurtado & Galo Nuño, 2023.
"Financial Frictions and the Wealth Distribution,"
Econometrica, Econometric Society, vol. 91(3), pages 869-901, May.
- Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2019. "Financial Frictions and the Wealth Distribution," NBER Working Papers 26302, National Bureau of Economic Research, Inc.
- Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2020. "Financial Frictions and the Wealth Distribution," CESifo Working Paper Series 8482, CESifo.
- Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2020. "Financial frictions and the wealth distribution," Working Papers 2013, Banco de España.
- Fernández-Villaverde, Jesús & Hurtado, Samuel & Nuño, Galo, 2019. "Financial Frictions and the Wealth Distribution," CEPR Discussion Papers 14002, C.E.P.R. Discussion Papers.
- Jesus Fernandez-Villaverde & Samuel Hurtado & Galo Nuno, 2019. "Financial Frictions and the Wealth Distribution," PIER Working Paper Archive 19-015, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Takeki Sunakawa, 2020. "Applying the Explicit Aggregation Algorithm to Heterogeneous Macro Models," Computational Economics, Springer;Society for Computational Economics, vol. 55(3), pages 845-874, March.
- Algan, Yann & Allais, Olivier & Den Haan, Wouter J., 2010.
"Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(1), pages 59-68, January.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2010. "Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions," SciencePo Working papers Main hal-02662044, HAL.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2010. "Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions," Post-Print hal-02662044, HAL.
- Yann Algan & Olivier Allais & Wouter Den Haan, 2010. "Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions," Sciences Po publications info:hdl:2441/72lkhuq5cm8, Sciences Po.
- Karsten O. Chipeniuk, 2020. "Optimal Grid Selection for the Numerical Solution of Dynamic Stochastic Optimization Problems," Computational Economics, Springer;Society for Computational Economics, vol. 56(4), pages 883-928, December.
- Gouin-Bonenfant, Emilien & Toda, Alexis Akira, 2018.
"Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality,"
University of California at San Diego, Economics Working Paper Series
qt90n2h2bb, Department of Economics, UC San Diego.
- Emilien Gouin-Bonenfant & Alexis Akira Toda, 2019. "Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality," 2019 Meeting Papers 152, Society for Economic Dynamics.
- repec:hal:spmain:info:hdl:2441/72lkhuq5cm8hqrn860asm92bvs is not listed on IDEAS
- Bruce Preston & Mauro Roca, 2007. "Incomplete Markets, Heterogeneity and Macroeconomic Dynamics," NBER Working Papers 13260, National Bureau of Economic Research, Inc.
- 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.
- Michael Reiter, 2006. "Solving heterogeneous-agent models by projection and perturbation," Economics Working Papers 972, Department of Economics and Business, Universitat Pompeu Fabra.
- Xiaoliang Yang & Patrick Minford & David Meenagh, 2021. "Inequality and Economic Growth in the UK," Open Economies Review, Springer, vol. 32(1), pages 37-69, February.
- Stephen J. Terry, 2017. "Alternative Methods for Solving Heterogeneous Firm Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(6), pages 1081-1111, September.
- Papp, Tamás K. & Reiter, Michael, 2020. "Estimating linearized heterogeneous agent models using panel data," Journal of Economic Dynamics and Control, Elsevier, vol. 115(C).
- Yann Algan & Olivier Allais & Eva Carceles-Poveda, 2009.
"Macroeconomic Effects of Financial Policy,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(4), pages 678-696, October.
- Yann Algan & Olivier Allais & Eva Carceles-Poveda, 2009. "Code files for "Macroeconomic Effects of Financial Policy"," Computer Codes 06-51, Review of Economic Dynamics.
- Giusto, Andrea, 2014. "Adaptive learning and distributional dynamics in an incomplete markets model," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 317-333.
- Meenagh, David & Minford, Patrick & Yang, Xiaoliang, 2018. "A heterogeneous-agent model of growth and inequality for the UK," Cardiff Economics Working Papers E2018/17, Cardiff University, Cardiff Business School, Economics Section.
- repec:hal:spmain:info:hdl:2441/8845 is not listed on IDEAS
- Den Haan, Wouter J. & Rendahl, Pontus, 2010.
"Solving the incomplete markets model with aggregate uncertainty using explicit aggregation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(1), pages 69-78, January.
- Den Haan, Wouter & Rendahl, Pontus, 2008. "Solving the Incomplete Markets Model with Aggregate Uncertainty using Explicit Aggregation," CEPR Discussion Papers 6963, C.E.P.R. Discussion Papers.
- Algan, Yann & Allais, Olivier & Den Haan, Wouter J., 2008.
"Solving heterogeneous-agent models with parameterized cross-sectional distributions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 875-908, March.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," SciencePo Working papers Main hal-01065663, HAL.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Working Papers hal-01065666, HAL.
- Den Haan, Wouter & Algan, Yann & Allais, Olivier, 2007. "Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions," CEPR Discussion Papers 6062, C.E.P.R. Discussion Papers.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2008. "Solving heterogeneous-agent models with paramaterized cross-sectional distribution," Post-Print halshs-00754295, HAL.
- Yann Algan & Olivier Allais & Wouter Den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Sciences Po publications 2006 - 46, Sciences Po.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Working Papers hal-01065663, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2006. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Working Papers halshs-00589129, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2008. "Solving heterogeneous-agent models with paramaterized cross-sectional distribution," PSE-Ecole d'économie de Paris (Postprint) halshs-00754295, HAL.
- Yann Algan & Olivier Allais & Wouter den Haan, 2008. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Post-Print hal-03596370, HAL.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," SciencePo Working papers Main hal-01065666, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2006. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," PSE Working Papers halshs-00589129, HAL.
- Yann Algan & Olivier Allais & Wouter Den Haan, 2008. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Sciences Po publications info:hdl:2441/41rhqgovpp8, Sciences Po.
- Yann Algan & Olivier Allais & Wouter Den Haan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Sciences Po publications 6062, Sciences Po.
- Marco Cozzi, 2015.
"The Krusell–Smith Algorithm: Are Self-Fulfilling Equilibria Likely?,"
Computational Economics, Springer;Society for Computational Economics, vol. 46(4), pages 653-670, December.
- Marco Cozzi, 2014. "The Krusell-smith Algorithm: Are Self-fulfilling Equilibria Likely?," Working Paper 1323, Economics Department, Queen's University.
- Algan, Yann & Allais, Olivier & Den Haan, Wouter J., 2008.
"Solving heterogeneous-agent models with parameterized cross-sectional distributions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 875-908, March.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," SciencePo Working papers Main hal-01065663, HAL.
- Yann Algan & Olivier Allais & Wouter den Haan, 2008. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Post-Print hal-03596370, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2008. "Solving heterogeneous-agent models with paramaterized cross-sectional distribution," Post-Print halshs-00754295, HAL.
- Yann Algan & Olivier Allais & Wouter Den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Sciences Po publications 2006 - 46, Sciences Po.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Working Papers hal-01065663, HAL.
- Yann Algan & Olivier Allais & Wouter Den Haan, 2008. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Sciences Po publications info:hdl:2441/41rhqgovpp8, Sciences Po.
- Den Haan, Wouter & Algan, Yann & Allais, Olivier, 2007. "Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions," CEPR Discussion Papers 6062, C.E.P.R. Discussion Papers.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Working Papers hal-01065666, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2006. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," PSE Working Papers halshs-00589129, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2008. "Solving heterogeneous-agent models with paramaterized cross-sectional distribution," PSE-Ecole d'économie de Paris (Postprint) halshs-00754295, HAL.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," SciencePo Working papers Main hal-01065666, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2006. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Working Papers halshs-00589129, HAL.
- Yann Algan & Olivier Allais & Wouter Den Haan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Sciences Po publications 6062, Sciences Po.
- Maliar, Lilia & Maliar, Serguei & Valli, Fernando, 2010.
"Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(1), pages 42-49, January.
- Lilia Maliar & Fernando Valli & Serguei Maliar, 2009. "Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm," Working Papers. Serie AD 2009-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Lilia Maliar & Fernando Valli & Seguei Maliar, 2009. "Matlab code for "Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm"," QM&RBC Codes 180, Quantitative Macroeconomics & Real Business Cycles.
More about this item
Keywords
Numerical solutions Simulations Approximations;JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:dyncon:v:34:y:2010:i:1:p:79-99. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: . General contact details of provider: http://www.elsevier.com/locate/jedc .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jedc .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.