Ergodic Invariant Distributions for Non-optimal Dynamic Economics
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References listed on IDEAS
- Karl Schmedders, Felix Kubler, 2001. "Asset Pricing in Models with incomplete markets and default," Computing in Economics and Finance 2001 58, Society for Computational Economics.
- Manuel S. Santos & Adrian Peralta-Alva, 2005.
"Accuracy of Simulations for Stochastic Dynamic Models,"
Econometrica, Econometric Society, vol. 73(6), pages 1939-1976, November.
- Peralta Alva, Adrián & Santos, Manuel S., 2003. "Accuracy of simulations for stochastic dynamic models," UC3M Working papers. Economics we034615, Universidad Carlos III de Madrid. Departamento de Economía.
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KeywordsMarkov Equilibrium; Invariant Distribution; Computed Solution; Simulated Moments;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- E60 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-DGE-2012-07-23 (Dynamic General Equilibrium)
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