Applying Perturbation Methods to Incomplete Market Models with Exogenous Borrowing Constraints
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Cited by:
- Bruce Preston & Mauro Roca, 2007. "Incomplete Markets, Heterogeneity and Macroeconomic Dynamics," NBER Working Papers 13260, National Bureau of Economic Research, Inc.
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More about this item
Keywords
perturbation; barrier method; borrowing constraint; incomplete market; accuracy.;JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C68 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computable General Equilibrium Models
- C88 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other Computer Software
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2005-02-20 (Corporate Finance)
- NEP-CMP-2005-02-20 (Computational Economics)
- NEP-DGE-2005-02-20 (Dynamic General Equilibrium)
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