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Income and wealth distribution in macroeconomics: a continuous-time approach

Citations

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Cited by:

  1. Suren Basov & Nisvan Erkal & Deborah Minehart & Suzanne Scotchmer, 2025. "Scarcity of Ideas and Optimal R&D Policy," Management Science, INFORMS, vol. 71(4), pages 3166-3184, April.
  2. Ruitu Xu & Yifei Min & Tianhao Wang & Zhaoran Wang & Michael I. Jordan & Zhuoran Yang, 2023. "Finding Regularized Competitive Equilibria of Heterogeneous Agent Macroeconomic Models with Reinforcement Learning," Papers 2303.04833, arXiv.org.
  3. Francesco Menoncin & Andrea Modena & Luca Regis, 2023. "Dynamic Tax Evasion and Capital Misallocation in General Equilibrium," CRC TR 224 Discussion Paper Series crctr224_2023_453, University of Bonn and University of Mannheim, Germany.
  4. Yu, Shengsheng & Jin, Hang & Jin, Chunhua & Huang, Jian & Li, Jianliang & Wang, Bin, 2025. "How is merchant gang culture conducive to increasing enterprises’ common prosperity?," Finance Research Letters, Elsevier, vol. 76(C).
  5. Yongheng Hu, 2025. "Heterogeneous Agents in the Data Economy," Papers 2509.09656, arXiv.org.
  6. I. Sebastian Buhai, 2025. "Wage Dispersion, On-the-Job Search, and Stochastic Match Productivity: A Mean Field Game Approach," Papers 2512.07024, arXiv.org.
  7. Pablo Garcia Sanchez & Olivier Pierrard, 2026. "The Rich, The Poor, and The Carbon Tax," LIDAM Discussion Papers IRES 2026006, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  8. Massimo Giannini, 2026. "Endogenous Poverty Traps in Continuous Time: A Signaling Approach," Papers 2602.22836, arXiv.org.
  9. Jordan Roulleau-Pasdeloup, 2025. "Explicit Consumption Functions with Borrowing Constraints: a Continuous Time Approach," Papers 2511.03452, arXiv.org.
  10. Keyvan Eslami & Thomas Phelan, 2025. "The Art of Temporal Approximation: An Investigation into Numerical Solutions to Discrete- and Continuous-Time Problems in Economics," Computational Economics, Springer;Society for Computational Economics, vol. 65(3), pages 1505-1547, March.
  11. Kazuharu Yanagimoto, 2026. "Marriage and Divorce in Continuous Time," Papers 2602.19798, arXiv.org.
  12. Anders G Fr{o}seth, 2026. "Heterogeneous Returns and Wealth Tax Neutrality: A Fokker-Planck Framework," Papers 2603.16006, arXiv.org, revised Apr 2026.
  13. Villeneuve, Stéphane & Biais, Bruno & Gersbach, Hans & Rochet, Jean-Charles & von Thadden, Ernst-Ludwig, 2024. "Dynamic Contracting with Many Agents," TSE Working Papers 24-1511, Toulouse School of Economics (TSE).
  14. Grancini, Stefano, 2025. "Public debt, iMPCs & fiscal policy transmission," Working Paper Series 3106, European Central Bank.
  15. Dmitriy Sergeyev & Chen Lian & Yuriy Gorodnichenko, 2023. "The Economics of Financial Stress," NBER Working Papers 31285, National Bureau of Economic Research, Inc.
  16. Marta Grzeskiewicz, 2025. "Solving Heterogeneous Agent Models with Physics-informed Neural Networks," Papers 2511.20283, arXiv.org.
  17. Heng-Fu Zou, 2025. "Mean Field Games and Global Arms Races: Strategic Dynamics in a Multipolar World," Annals of Economics and Finance, Society for AEF, vol. 26(2), pages 615-642, November.
  18. Magacho, Guilherme & Spinola, Danilo, 2025. "Dynamic Adjustments in Environmental Input-Output Models: Incorporating Quantity and Price Traverse Disequilibrium," CAFE Working Papers 40, Centre for Accountancy, Finance and Economics (CAFE), Birmingham City Business School, Birmingham City University.
  19. Vincenzo Cuciniello & Claudio Michelacci & Luigi Paciello, 2025. "Subsidizing Business Entry in Competitive Credit Markets," Journal of Political Economy, University of Chicago Press, vol. 133(11), pages 3652-3711.
  20. Andrew Lyasoff, 2023. "The Time-Interlaced Self-Consistent Master System of Heterogeneous-Agent Models," Papers 2303.12567, arXiv.org, revised May 2025.
  21. Pieroni, Valerio, 2023. "Energy shortages and aggregate demand: Output loss and unequal burden from HANK," European Economic Review, Elsevier, vol. 154(C).
  22. Djeutem, Edouard & Xu, Shaofeng, 2025. "Return expectations across the wealth distribution," Journal of Mathematical Economics, Elsevier, vol. 118(C).
  23. Émilien Gouin‐Bonenfant & Alexis Akira Toda, 2023. "Pareto extrapolation: An analytical framework for studying tail inequality," Quantitative Economics, Econometric Society, vol. 14(1), pages 201-233, January.
  24. Langot, François & Malmberg, Selma & Tripier, Fabien & Hairault, Jean-Olivier, 2023. "The Macroeconomic and Redistributive Effects of Shielding Consumers from Rising Energy Prices: the French Experiment," CEPREMAP Working Papers (Docweb) 2305, CEPREMAP.
  25. Skare, Marinko & Gavurova, Beata & Blažević Burić, Sanja, 2024. "Artificial intelligence and wealth inequality: A comprehensive empirical exploration of socioeconomic implications," Technology in Society, Elsevier, vol. 79(C).
  26. Yongheng Hu, 2025. "How Big Data Dilutes Cognitive Resources, Interferes with Rational Decision-making and Affects Wealth Distribution ?," Papers 2508.20435, arXiv.org, revised Aug 2025.
  27. Mellior, Gustavo, 2025. "Higher education funding, welfare and inequality in equilibrium," Journal of Comparative Economics, Elsevier, vol. 53(4), pages 1133-1172.
  28. Christopher Sandmann & Nicolas Bonneton, 2023. "Existence of a Non-Stationary Equilibrium in Search-And-Matching Models: TU and NTU," CRC TR 224 Discussion Paper Series crctr224_2023_427v2, University of Bonn and University of Mannheim, Germany, revised Feb 2025.
  29. Khieu, Hoang & Wälde, Klaus, 2023. "Capital income risk and the dynamics of the wealth distribution," Economic Modelling, Elsevier, vol. 122(C).
  30. Emmet Hall-Hoffarth, 2023. "Non-linear approximations of DSGE models with neural-networks and hard-constraints," Papers 2310.13436, arXiv.org.
  31. Zhang, Xuanyu & Fan, Xiaoyun, 2025. "The impact of household debt on the wealth distribution and inequality in China," China Economic Review, Elsevier, vol. 94(PC).
  32. Soyoung Lee, 2023. "The Macroeconomic Effects of Debt Relief Policies During Recessions," Staff Working Papers 23-48, Bank of Canada.
  33. repec:ces:ceswps:_10585 is not listed on IDEAS
  34. Alexander Mihailov & Giovanni Razzu & Zhe Wang, 2026. "Gender, Labour Market and Monetary Policy in the Euro Area," Economics Discussion Papers em-dp2026-01, Department of Economics, University of Reading.
  35. Pierre Lavigne & Peter Tankov, 2023. "Decarbonization of financial markets: a mean-field game approach," Papers 2301.09163, arXiv.org, revised Feb 2026.
  36. Rendahl, Pontus, 2022. "Continuous vs. discrete time: Some computational insights," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
  37. Felipe J. P. Antunes & Yuri F. Saporito & Sebastian Jaimungal, 2025. "Deep Learning and Elicitability for McKean-Vlasov FBSDEs With Common Noise," Papers 2512.14967, arXiv.org.
  38. Mauro Bambi & Daria Ghilli & Fausto Gozzi & Marta Leocata, 2025. "Optimal planning in habit formation models with multiple goods," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 48(1), pages 205-222, June.
  39. Bruno Biais & Hans Gersbach & Jean-Charles Rochet & Stéphane Villeneuve, 2026. "Dynamic Efficiency With Private Information," Working Papers hal-05551104, HAL.
  40. Hashimzade, Nigar & Kirsanov, Oleg & Kirsanova, Tatiana, 2023. "Distributional effects of endogenous discounting," Mathematical Social Sciences, Elsevier, vol. 122(C), pages 1-6.
  41. Matthieu Gomez, 2023. "Decomposing the Growth of Top Wealth Shares," Econometrica, Econometric Society, vol. 91(3), pages 979-1024, May.
  42. Tatsuru Kikuchi, 2025. "A Unified Framework for Spatial and Temporal Treatment Effect Boundaries: Theory and Identification," Papers 2510.00754, arXiv.org, revised Oct 2025.
  43. Wei Liang & Heng-fu Zou, 2026. "Dynamic Incentive Design in Large Populations: A Mean Field Game Approach to the Principal-Agent Problem," CEMA Working Papers 806, China Economics and Management Academy, Central University of Finance and Economics.
  44. Shigeta, Yuki, 2022. "Quasi-hyperbolic discounting under recursive utility and consumption–investment decisions," Journal of Economic Theory, Elsevier, vol. 204(C).
  45. Ricardo Alonzo Fern'andez Salguero, 2025. "SIMPOL Model for Solving Continuous-Time Heterogeneous Agent Problems," Papers 2509.23557, arXiv.org.
  46. Juan Carlos Parra‐Alvarez & Olaf Posch & Mu‐Chun Wang, 2023. "Estimation of Heterogeneous Agent Models: A Likelihood Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(2), pages 304-330, April.
  47. He, Ying & Yu, Changhua, 2025. "Fiscal multipliers, sectoral heterogeneity and reallocation in China," China Economic Review, Elsevier, vol. 93(C).
  48. Galindo Gil, Hamilton, 2025. "How to build and solve continuous-time heterogeneous agents models in asset pricing? The martingale approach and the finite difference method," Journal of Mathematical Economics, Elsevier, vol. 116(C).
  49. Han, Jungsuk & Wang, Yenan, 2025. "All that glitters: A theory of multiple bubbles with implications for cryptocurrencies," Journal of Monetary Economics, Elsevier, vol. 152(C).
  50. Gabriel A. Madeira & Mailliw Serafim & Sergio Mikio Koyama & Fernando Kuwer, 2025. "Economy-wide consequences of credit subsidies to targeted firms," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 80(1), pages 125-169, August.
  51. Felix Hofer, 2025. "Price Levels in Heterogeneous-Agent Models," Papers 2510.26065, arXiv.org.
  52. Phelan, Thomas & Eslami, Keyvan, 2022. "Applications of Markov chain approximation methods to optimal control problems in economics," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
  53. Frederick Ploeg, 2023. "Fiscal Costs of Climate Policies: Role of Tax, Political, and Behavioural Distortions," De Economist, Springer, vol. 171(2), pages 119-137, June.
  54. Gizem Koşar & Davide Melcangi & Laura Pilossoph & David Wiczer, 2023. "Stimulus through Insurance: The Marginal Propensity to Repay Debt," Staff Reports 1065, Federal Reserve Bank of New York.
  55. Mellior, Gustavo & Shibayama, Katsuyuki, 2024. "Solving HACT models with bankruptcy choice," Economics Letters, Elsevier, vol. 245(C).
  56. Central Reserve Bank of Peru, 2025. "Heterogeneity considerations in monetary policy design: the case of Peru," BIS Papers chapters, in: Bank for International Settlements (ed.), How can central banks take account of differences across households and firms for monetary policy?, volume 127, pages 225-242, Bank for International Settlements.
  57. Dirk Krueger & Harald Uhlig, 2022. "Neoclassical Growth with Limited Commitment," NBER Working Papers 30518, National Bureau of Economic Research, Inc.
  58. Chenxin Zhang & Yujie Yang & Wenwen Hou, 2025. "Trade Friction in Two-Country HANK with Financial Friction," Computational Economics, Springer;Society for Computational Economics, vol. 65(1), pages 365-394, January.
  59. Kakeu, Justin & Kim, Eun-jin & Hollerbach, Rainer, 2025. "Statistical Properties of Social Discount Rate Paths in a Heterogeneous Dynamic Stochastic Model," RFF Working Paper Series 25-13, Resources for the Future.
  60. Boehl, Gregor, 2025. "HANK on speed: Robust nonlinear solutions using automatic differentiation," Journal of Economic Theory, Elsevier, vol. 230(C).
  61. Taco Prins & Frederick van der Ploeg & Ton S. van den Bremer, 2025. "Sea Level Rise and Optimal Flood Protection under Uncertainty," Tinbergen Institute Discussion Papers 25-030/VI, Tinbergen Institute.
  62. Hasumi, Ryo & Takano, Tetsuaki, 2025. "Comparing the earned income tax credit and universal basic income in a heterogeneous agent model," Structural Change and Economic Dynamics, Elsevier, vol. 73(C), pages 238-247.
  63. Li, Mingzhe, 2025. "A Theory of Portfolio Choice for Heterogeneous Investors," MPRA Paper 126642, University Library of Munich, Germany, revised 29 Oct 2025.
  64. Shunya Noda & Kazuhiro Teramoto, 2024. "A dynamic model of rational “panic buying”," Quantitative Economics, Econometric Society, vol. 15(2), pages 489-521, May.
  65. Galindo Gil, Hamilton, 2025. "The role of external habits and preference heterogeneity in the equity term structure," Journal of Economic Dynamics and Control, Elsevier, vol. 178(C).
  66. Christensen, Bent Jesper & Neri, Luca & Parra-Alvarez, Juan Carlos, 2024. "Estimation of continuous-time linear DSGE models from discrete-time measurements," Journal of Econometrics, Elsevier, vol. 244(2).
  67. Keyvan Eslami & Tom Phelan, 2023. "The Art of Temporal Approximation An Investigation into Numerical Solutions to Discrete and Continuous-Time Problems in Economics," Working Papers 23-10, Federal Reserve Bank of Cleveland.
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