Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models
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- Auclert, Adrien & Bardoczy, Bence & Rognlie, Matthew & Straub, Ludwig, 2019. "Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models," CEPR Discussion Papers 13890, C.E.P.R. Discussion Papers.
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Citations
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Cited by:
- Christian Bayer & Ralph Luetticke, 2019.
"Shocks, Frictions, and Inequality in US Business Cycles,"
2019 Meeting Papers
256, Society for Economic Dynamics.
- Christian Bayer & Benjamin Born & Ralph Luetticke, 2020. "Shocks, Frictions, and Inequality in US Business Cycles," CESifo Working Paper Series 8085, CESifo.
- Bayer, Christian & Born, Benjamin & Luetticke, Ralph, 2020. "Shocks, Frictions, and Inequality in US Business Cycles," CEPR Discussion Papers 14364, C.E.P.R. Discussion Papers.
- Christian Bayer & Benjamin Born & Ralph Luetticke, 2020. "Shocks, Frictions, and Inequality in US Business Cycles," Discussion Papers 2003, Centre for Macroeconomics (CFM).
- Papp, Tamás K. & Reiter, Michael, 2020. "Estimating linearized heterogeneous agent models using panel data," Journal of Economic Dynamics and Control, Elsevier, vol. 115(C).
- 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," Working Papers 2013, Banco de España;Working Papers Homepage.
- Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2019. "Financial Frictions and the Wealth Distribution," NBER Working Papers 26302, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, Jesús & Hurtado, Samuel & Nuño, Galo, 2019. "Financial Frictions and the Wealth Distribution," CEPR Discussion Papers 14002, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2020. "Financial Frictions and the Wealth Distribution," CESifo Working Paper Series 8482, CESifo.
- Ben Moll, 2020. "The Research Agenda: Ben Moll on the Rich Interactions between Inequality and the Macroeconomy," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 21(2), November.
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More about this item
JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2019-08-26 (Dynamic General Equilibrium)
- NEP-ECM-2019-08-26 (Econometrics)
- NEP-MAC-2019-08-26 (Macroeconomics)
- NEP-ORE-2019-08-26 (Operations Research)
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