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Citations for "Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks"

by Jianjun Miao

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  1. Dan Vu Cao, 2010. "Collateral Shortages, Asset Price And Investment Volatility With Heterogeneous Beliefs," 2010 Meeting Papers 1233, Society for Economic Dynamics.
  2. Kuhn, Moritz, 2008. "Recursive equilibria in an Aiyagari style economy with permanent income shocks," MPRA Paper 32323, University Library of Munich, Germany, revised 09 Dec 2009.
  3. Yann Algan & Olivier Allais & Wouter J Den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Sciences Po publications 2006 - 46, Sciences Po.
  4. 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.
  5. Zhigang Feng & Jianjun Miao & Adrian Peralta-Alva & Manual Santos, 2009. "Numerical Simulation of Nonoptimal Dynamic Equilibrium Models," Working Papers 0912, University of Miami, Department of Economics.
  6. Krueger, Dirk & Lustig, Hanno, 2006. "The Irrelevance of Market Incompleteness for the Price of Aggregate Risk," CEPR Discussion Papers 5936, C.E.P.R. Discussion Papers.
  7. Yann Algan & Olivier Allais & Wouter J Den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Working Papers hal-01065663, HAL.
  8. Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2009. "Quantitative Macroeconomics with Heterogeneous Households," NBER Working Papers 14768, National Bureau of Economic Research, Inc.
  9. Krueger, Dirk & Lustig, Hanno, 2010. "When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?," Journal of Economic Theory, Elsevier, vol. 145(1), pages 1-41, January.
  10. Eric R. Young, 2004. "The Wealth Distribution and the Demand for Status," Macroeconomics 0410008, EconWPA.
  11. Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2010. "Competitive equilibria in infinite-horizon collateralized economies with default penalties," Economics Working Papers (Ensaios Economicos da EPGE) 703, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  12. Jianjun Miao, 2011. "Optimal Capital Structure and Industry Dynamics," CEMA Working Papers 440, China Economics and Management Academy, Central University of Finance and Economics.
  13. Reiter, Michael, 2009. "Solving heterogeneous-agent models by projection and perturbation," Journal of Economic Dynamics and Control, Elsevier, vol. 33(3), pages 649-665, March.
  14. Rodrigo Raad, 2016. "Recursive equilibrium with Price Perfect Foresight and a minimal state space," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(1), pages 1-54, January.
  15. repec:spo:wpecon:info:hdl:2441/8845 is not listed on IDEAS
  16. Manjira Datta & Kevin L. Reffett, 2005. "Isotone Recursive Methods: the Case of Homogeneous Agents," Tinbergen Institute Discussion Papers 05-012/2, Tinbergen Institute.
  17. François Grand & Xavier Ragot, 2016. "Incomplete markets and derivative assets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(3), pages 517-545, August.
  18. Manuel Santos & Jianjun Miao, 2005. "Numerical Solution of Dynamic Non-Optimal Economies," 2005 Meeting Papers 266, Society for Economic Dynamics.
  19. John Stachurski, 2009. "Economic Dynamics: Theory and Computation," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262012774, March.
  20. Miao, Jianjun & Wang, Pengfei, 2009. "Does Lumy Investment Matter for Business Cycles?," MPRA Paper 14977, University Library of Munich, Germany.
  21. Tom Krebs, 2002. "Recursive Equilibrium in Endigenous Growth Models with Incomplete Markets," Working Papers 2002-30, Brown University, Department of Economics.
  22. Yann Algan & Olivier Allais & Wouter J Den Haan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Working Papers hal-01065666, HAL.
  23. repec:hal:wpaper:halshs-00589129 is not listed on IDEAS
  24. Richard M. H. Suen, 2009. "Bounding the CRRA Utility Functions," Working Papers 200902, University of California at Riverside, Department of Economics, revised Feb 2009.
  25. Jang Ok Cho & Hyo-Youn Chu & Hyung Seok E. Kim & Jaywon Lee, 2016. "Productivity Distribution and Economic Growth," Korean Economic Review, Korean Economic Association, vol. 32, pages 23-40.
  26. Zhijun Zhao, 2011. "Preference Relativity, Ambiguity and Social Welfare Evaluation," Working Papers 352011, Hong Kong Institute for Monetary Research.
  27. Hanno Lustig, . "When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn)," UCLA Economics Online Papers 380, UCLA Department of Economics.
  28. repec:spo:wpecon:info:hdl:2441/8823 is not listed on IDEAS
  29. Wang, Neng, 2007. "An equilibrium model of wealth distribution," Journal of Monetary Economics, Elsevier, vol. 54(7), pages 1882-1904, October.
  30. Andrea Pescatori, 2007. "Incomplete markets and households’ exposure to interest rate and inflation risk: implications for the monetary policy maker," Working Paper 0709, Federal Reserve Bank of Cleveland.
  31. Kam, Timothy & Lee, Junsang, 2014. "On stationary recursive equilibria and nondegenerate state spaces: The Huggett model," Journal of Mathematical Economics, Elsevier, vol. 50(C), pages 156-159.
  32. repec:esx:essedp:711 is not listed on IDEAS
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.