Computing Equilibrium Wealth Distributions in Models with Heterogeneous-Agents, Incomplete Markets and Idiosyncratic Risk
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- Muffasir Badshah & Paul Beaumont & Anuj Srivastava, 2013. "Computing Equilibrium Wealth Distributions in Models with Heterogeneous-Agents, Incomplete Markets and Idiosyncratic Risk," Computational Economics, Springer;Society for Computational Economics, vol. 41(2), pages 171-193, February.
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Cited by:
- Burkhard Heer & Alfred Maußner, 2024.
"Dynamic General Equilibrium Modeling,"
Springer Texts in Business and Economics,
Springer,
edition 3, number 978-3-031-51681-8, December.
- Burkhard Heer & Alfred Maußner, 2005. "Dynamic General Equilibrium Modelling," Springer Books, Springer, number 978-3-540-27312-7, June.
- Burkhard Heer & Alfred Maußner, 2009. "Dynamic General Equilibrium Modeling," Springer Books, Springer, number 978-3-540-85685-6, June.
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More about this item
Keywords
Numerical solutions; Wealth distributions; Stationary equilibria; DSGE models;All these keywords.
JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2011-09-16 (Computational Economics)
- NEP-DGE-2011-09-16 (Dynamic General Equilibrium)
- NEP-ORE-2011-09-16 (Operations Research)
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