Monte Carlo simulation of macroeconomic risk with a continuum of agents: the general case
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- repec:eee:jetheo:v:169:y:2017:i:c:p:474-488 is not listed on IDEAS
- Hammond, Peter J. & Sun, Yeneng, 2016. "The One-way Fubini Property and Conditional Independence : An Equivalence Result," CRETA Online Discussion Paper Series 22, Centre for Research in Economic Theory and its Applications CRETA.
- 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.
More about this item
KeywordsLarge economy; Event-wise measurable conditional probabilities; Exchangeability; Conditional independence; Monte Carlo convergence; Monte Carlo σ-algebra; Stochastic macro structure; C00; D80; E00;
- C00 - Mathematical and Quantitative Methods - - General - - - General
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- E00 - Macroeconomics and Monetary Economics - - General - - - General
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