IDEAS home Printed from https://ideas.repec.org/r/eee/dyncon/v34y2010i1p1-3.html
   My bibliography  Save this item

Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Christopher D. Carroll & Edmund Crawley & Håkon Tretvoll, 2023. "Welfare and Spending Effects of Consumption Stimulus Policies," Finance and Economics Discussion Series 2023-002, Board of Governors of the Federal Reserve System (U.S.).
  2. Carroll, Christopher D. & Slacalek, Jiri & Tokuoka, Kiichi, 2015. "Buffer-stock saving in a Krusell–Smith world," Economics Letters, Elsevier, vol. 132(C), pages 97-100.
  3. Grey Gordon, 2020. "Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution," Economic Quarterly, Federal Reserve Bank of Richmond, issue 2Q, pages 61-95.
  4. Horvath, Michal, 2012. "Computational accuracy and distributional analysis in models with incomplete markets and aggregate uncertainty," Economics Letters, Elsevier, vol. 117(1), pages 276-279.
  5. Christopher D. Carroll & Jiri Slacalek & Kiichi Tokuoka, 2014. "The Distribution of Wealth and the MPC: Implications of New European Data," American Economic Review, American Economic Association, vol. 104(5), pages 107-111, May.
  6. Huiyu Li, 2015. "Leverage and Productivity," Discussion Papers 15-015, Stanford Institute for Economic Policy Research.
  7. Andreas Tryphonides, 2023. "Identifying Preferences when Households are Financially Constrained," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 521-546, December.
  8. Acedański, Jan, 2017. "Heterogeneous expectations and the distribution of wealth," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 162-175.
  9. Marco Cozzi, 2014. "Heterogeneity In Macroeconomics And The Minimal Econometric Interpretation For Model Comparison," Working Paper 1333, Economics Department, Queen's University.
  10. Kirkby, Robert, 2017. "Transition paths for Bewley-Huggett-Aiyagari models: Comparison of some solution algorithms," Working Paper Series 5642, Victoria University of Wellington, School of Economics and Finance.
  11. 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.
  12. Evans, David & Evans, George W. & McGough, Bruce, 2022. "The RPEs of RBCs and other DSGEs," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
  13. Gouin-Bonenfant, Emilien & Toda, Alexis Akira, 2018. "Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality," University of California at San Diego, Economics Working Paper Series qt90n2h2bb, Department of Economics, UC San Diego.
  14. Boppart, Timo & Krusell, Per & Mitman, Kurt, 2018. "Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative," Journal of Economic Dynamics and Control, Elsevier, vol. 89(C), pages 68-92.
  15. Michael C. Hatcher & Eric M. Scheffel, 2016. "Solving the Incomplete Markets Model in Parallel Using GPU Computing and the Krusell–Smith Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 48(4), pages 569-591, December.
  16. Anmol Bhandari & David Evans & Mikhail Golosov & Thomas J. Sargent, 2021. "Inequality, Business Cycles, and Monetary‐Fiscal Policy," Econometrica, Econometric Society, vol. 89(6), pages 2559-2599, November.
  17. Andreas Tryphonides, 2020. "Heterogeneity and the Dynamic Effects of Aggregate Shocks," Papers 2007.14022, arXiv.org.
  18. Michal Horvath, 2011. "Solving Models with Incomplete Markets and Aggregate Uncertainty Using the Krusell-Smith Algorithm: A Note on the Number and the Placement of Grid Points," CDMA Working Paper Series 201105, Centre for Dynamic Macroeconomic Analysis.
  19. Christian Bayer & Ralph Luetticke, 2020. "Solving discrete time heterogeneous agent models with aggregate risk and many idiosyncratic states by perturbation," Quantitative Economics, Econometric Society, vol. 11(4), pages 1253-1288, November.
  20. Kirkby, Robert, 2017. "Transition paths for Bewley-Huggett-Aiyagari models: Comparison of some solution algorithms," Working Paper Series 19669, Victoria University of Wellington, School of Economics and Finance.
  21. Tobias Grasl, 2013. "Solving Incomplete Markets Models by Derivative Aggregation," Birkbeck Working Papers in Economics and Finance 1302, Birkbeck, Department of Economics, Mathematics & Statistics.
  22. Mertens, Thomas M. & Judd, Kenneth L., 2018. "Solving an incomplete markets model with a large cross-section of agents," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 349-368.
  23. Araujo, Juliana D. & Li, Bin Grace & Poplawski-Ribeiro, Marcos & Zanna, Luis-Felipe, 2016. "Current account norms in natural resource rich and capital scarce economies," Journal of Development Economics, Elsevier, vol. 120(C), pages 144-156.
  24. Takeki Sunakawa, 2020. "Applying the Explicit Aggregation Algorithm to Heterogeneous Macro Models," Computational Economics, Springer;Society for Computational Economics, vol. 55(3), pages 845-874, March.
  25. Maliar, Serguei & Maliar, Lilia & Judd, Kenneth, 2011. "Solving the multi-country real business cycle model using ergodic set methods," Journal of Economic Dynamics and Control, Elsevier, vol. 35(2), pages 207-228, February.
  26. Marco Cozzi, 2015. "The Krusell–Smith Algorithm: Are Self-Fulfilling Equilibria Likely?," Computational Economics, Springer;Society for Computational Economics, vol. 46(4), pages 653-670, December.
  27. Chipeniuk, Karsten O. & Katz, Nets Hawk & Walker, Todd B., 2022. "Households, auctioneers, and aggregation," European Economic Review, Elsevier, vol. 141(C).
  28. Den Haan, Wouter J. & Judd, Kenneth L. & Juillard, Michel, 2011. "Computational suite of models with heterogeneous agents II: Multi-country real business cycle models," Journal of Economic Dynamics and Control, Elsevier, vol. 35(2), pages 175-177, February.
  29. SeHyoun Ahn & Greg Kaplan & Benjamin Moll & Thomas Winberry & Christian Wolf, 2018. "When Inequality Matters for Macro and Macro Matters for Inequality," NBER Macroeconomics Annual, University of Chicago Press, vol. 32(1), pages 1-75.
  30. Broer, Tobias, 2020. "Consumption insurance over the business cycle," CEPR Discussion Papers 14579, C.E.P.R. Discussion Papers.
  31. Thomas Mertens, 2012. "Solving General Incomplete Market Models with Substantial Heterogeneity," 2012 Meeting Papers 1173, Society for Economic Dynamics.
  32. Karsten O. Chipeniuk & Nets Hawk Katz & Todd Bruce Walker, 2022. "Households, Auctioneers, and Aggregation," CAEPR Working Papers 2022-005 Classification-E, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  33. Tobias Broer & Alexandre Kohlhas & Kathrin Schlafmann & Kurt Mitman, 2018. "Heterogenous Information Choice in General Equilibrium," 2018 Meeting Papers 752, Society for Economic Dynamics.
  34. Nobuhide Okahata, 2019. "An Alternative Solution Method for Continuous-Time Heterogeneous Agent Models with Aggregate Shocks," 2019 Meeting Papers 1470, Society for Economic Dynamics.
  35. Robert Jump, 2014. "A Fair Wage Explanation of Labour Market Volatility," Studies in Economics 1413, School of Economics, University of Kent.
  36. Broer, Tobias & Kohlhas, Alexandre N. & Mitman, Kurt & Schlafmann, Kathrin, 2022. "On the possibility of Krusell-Smith Equilibria," Journal of Economic Dynamics and Control, Elsevier, vol. 141(C).
  37. Indrajit Mitra & Leonid Kogan, 2014. "Accuracy Verification for Numerical Solutions of Equilibrium Models," 2014 Meeting Papers 423, Society for Economic Dynamics.
  38. François Le Grand & Xavier Ragot, 2022. "Refining the truncation method to solve heterogeneous-agent models," Post-Print hal-04384033, HAL.
  39. Emoto, Masakazu & Sunakawa, Takeki, 2021. "Applying the explicit aggregation algorithm to heterogeneous agent models in continuous time," Economics Letters, Elsevier, vol. 206(C).
  40. Andreas Tryphonides, 2023. "Identifying Preferences when Households are Financially Constrained," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 521-546, December.
  41. Evans, David & Li, Jungang & McGough, Bruce, 2023. "Local rationality," Journal of Economic Behavior & Organization, Elsevier, vol. 205(C), pages 216-236.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.