Financial frictions and the wealth distribution
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- Jesús Fernández‐Villaverde & Samuel Hurtado & Galo Nuño, 2023. "Financial Frictions and the Wealth Distribution," Econometrica, Econometric Society, vol. 91(3), pages 869-901, May.
- 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.
- 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, 2019. "Financial Frictions and the Wealth Distribution," NBER Working Papers 26302, National Bureau of Economic Research, Inc.
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More about this item
Keywords
heterogeneous agents; wealth distribution; financial frictions; continuoustime; machine learning; neural networks; structural estimation; likelihood function;All these keywords.
JEL classification:
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G01 - Financial Economics - - General - - - Financial Crises
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2020-06-22 (Big Data)
- NEP-CMP-2020-06-22 (Computational Economics)
- NEP-DGE-2020-06-22 (Dynamic General Equilibrium)
- NEP-ECM-2020-06-22 (Econometrics)
- NEP-MAC-2020-06-22 (Macroeconomics)
- NEP-ORE-2020-06-22 (Operations Research)
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