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Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach

Citations

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Cited by:

  1. 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.
  2. Mellior, Gustavo & Shibayama, Katsuyuki, 2024. "Solving HACT models with bankruptcy choice," Economics Letters, Elsevier, vol. 245(C).
  3. 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.
  4. Khieu, Hoang & Wälde, Klaus, 2023. "Capital income risk and the dynamics of the wealth distribution," Economic Modelling, Elsevier, vol. 122(C).
  5. Dirk Krueger & Fulin Li & Harald Uhlig, 2024. "Neoclassical Growth Transition Dynamics with One-Sided Commitment," PIER Working Paper Archive 24-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  6. Zongwu Cai & Hongwei Mei & Rui Wang, 2024. "Model Specification Tests of Heterogenous Agent Models with Aggregate Shocks under Partial Information," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202405, University of Kansas, Department of Economics, revised Feb 2024.
  7. Dmitriy Sergeyev & Chen Lian & Yuriy Gorodnichenko, 2023. "The Economics of Financial Stress," NBER Working Papers 31285, National Bureau of Economic Research, Inc.
  8. Zhouzhou Gu & Mathieu Lauri`ere & Sebastian Merkel & Jonathan Payne, 2024. "Global Solutions to Master Equations for Continuous Time Heterogeneous Agent Macroeconomic Models," Papers 2406.13726, arXiv.org.
  9. Makoto NIREI & Koki OIKAWA & Masahiro OROKU, 2024. "Economic Growth through Basic Research by Firms: A science linkage approach," Discussion papers 24013, Research Institute of Economy, Trade and Industry (RIETI).
  10. Muneta Yokomatsu & Thomas Schinko & Junko Mochizuki & Armon Rezai, 2024. "Climate-related Disaster and Human Capital Investment in the Global South — Household Heterogeneity and Growth," Economics of Disasters and Climate Change, Springer, vol. 8(2), pages 351-383, July.
  11. Yves Achdou & Guillaume Carlier & Quentin Petit & Daniela Tonon, 2024. "A mean field model for the interactions between firms on the markets of their inputs," Mathematics and Financial Economics, Springer, volume 18, number 2.
  12. Emmet Hall-Hoffarth, 2023. "Non-linear approximations of DSGE models with neural-networks and hard-constraints," Papers 2310.13436, arXiv.org.
  13. Soyoung Lee, 2023. "The Macroeconomic Effects of Debt Relief Policies During Recessions," Staff Working Papers 23-48, Bank of Canada.
  14. Victor Duarte & Diogo Duarte & Dejanir H. Silva, 2024. "Machine Learning for Continuous-Time Finance," CESifo Working Paper Series 10909, CESifo.
  15. repec:ces:ceswps:_10585 is not listed on IDEAS
  16. Fernando Alvarez & Francesco Lippi & Panagiotis Souganidis, 2023. "Price Setting With Strategic Complementarities as a Mean Field Game," Econometrica, Econometric Society, vol. 91(6), pages 2005-2039, November.
  17. Hashimzade, Nigar & Kirsanov, Oleg & Kirsanova, Tatiana, 2023. "Distributional effects of endogenous discounting," Mathematical Social Sciences, Elsevier, vol. 122(C), pages 1-6.
  18. Tatsuru Kikuchi, 2025. "A Unified Framework for Spatial and Temporal Treatment Effect Boundaries: Theory and Identification," Papers 2510.00754, arXiv.org, revised Oct 2025.
  19. Ricardo Alonzo Fern'andez Salguero, 2025. "SIMPOL Model for Solving Continuous-Time Heterogeneous Agent Problems," Papers 2509.23557, arXiv.org.
  20. Dirk Krueger & Harald Uhlig, 2022. "Neoclassical Growth with Limited Commitment," NBER Working Papers 30518, National Bureau of Economic Research, Inc.
  21. 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).
  22. 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.
  23. Andrea Modena & Luca Regis, 2024. "Capital risk, fiscal policy, and the distribution of wealth," Mathematics and Financial Economics, Springer, volume 18, number 8.
  24. James B. Davies & Rodrigo Lluberas & Daniel Waldenström & James Davies, 2024. "Long-Term Trends in the Distribution of Wealth and Inheritance," CESifo Working Paper Series 11183, CESifo.
  25. Yongheng Hu, 2025. "Heterogeneous Agents in the Data Economy," Papers 2509.09656, arXiv.org.
  26. Gatt, William, 2024. "Wealth inequality and the distributional effects of maximum loan-to-value ratio policy," Journal of Economic Dynamics and Control, Elsevier, vol. 164(C).
  27. Gaillard, Alexandre & Hellwig, Christian & Wangner, Philipp & Werquin, Nicolas, 2023. "Consumption, Wealth, and Income Inequality: A Tale of Tails," CEPR Discussion Papers 18666, C.E.P.R. Discussion Papers.
  28. Bruno Biais & Hans Gersbach & Jean-Charles Rochet & Ernst-Ludwig von Thadden & Stéphane Villeneuve, 2024. "Dynamic Contracting with Many Agents," Working Papers hal-04759186, HAL.
  29. Marco Ranaldi & Elisa Palagi, 2022. "Heterogeneity in Macroeconomics: The Compositional Inequality Perspective," LEM Papers Series 2022/30, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  30. Cuciniello, Vincenzo & Michelacci, Claudio & Paciello, Luigi, 2023. "Subsidizing Business Entry in Competitive Credit Markets," CEPR Discussion Papers 18335, C.E.P.R. Discussion Papers.
  31. Marta Cota & Ante Sterc, 2024. "Financial Skills and Search in the Mortgage Market," CERGE-EI Working Papers wp780, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  32. Yujie Yang & Chenxing Zhang & Wenwen Hou, 2024. "CBDC, cash, and financial intermediary in HANK," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 23(3), pages 383-420, September.
  33. 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.
  34. Schesch, Constantin, 2024. "Pseudospectral methods for continuous-time heterogeneous-agent models," Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).
  35. 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).
  36. Thomas J. Sargent & John Stachurski, 2024. "Dynamic Programming: Finite States," Papers 2401.10473, arXiv.org.
  37. repec:osf:socarx:fjcxb_v1 is not listed on IDEAS
  38. Pierre Lavigne & Peter Tankov, 2023. "Decarbonization of financial markets: a mean-field game approach," Papers 2301.09163, arXiv.org.
  39. 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.
  40. 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.
  41. Erhan Bayraktar & Indrajit Mitra & Jingjie Zhang, 2024. "Countercyclical unemployment benefits: a general equilibrium analysis of transition dynamics," Mathematics and Financial Economics, Springer, volume 18, number 3.
  42. 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.
  43. 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.
  44. 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.
  45. Toda, Alexis Akira & Walsh, Kieran James, 2024. "Recent advances on uniqueness of competitive equilibrium," Journal of Mathematical Economics, Elsevier, vol. 113(C).
  46. Marcello D’Amato & Christian Di Pietro & Marco M. Sorge, 2024. "Left and right: a tale of two tails of the wealth distribution," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(4), pages 1389-1433, December.
  47. Tyrrell-Hendry, Lee, 2024. "Should I Stay (in School) or Should I Go (to Work)," Journal of Public Economics, Elsevier, vol. 239(C).
  48. 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.
  49. 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).
  50. Boucekkine, Raouf & Chakraborty, Shankha & Goenka, Aditya & Liu, Lin, 2024. "Economic epidemiological modelling: A progress report," Journal of Mathematical Economics, Elsevier, vol. 113(C).
  51. David Staines, 2023. "Stochastic Equilibrium the Lucas Critique and Keynesian Economics," Papers 2312.16214, arXiv.org, revised Jun 2024.
  52. Parro, Francisco, 2024. "Unveiling the impact of income taxes on inequality in a HACT model," Journal of Macroeconomics, Elsevier, vol. 79(C).
  53. Yang, C.C. & Zhao, Xueya & Zhu, Shenghao, 2023. "Tax progressivity and the Pareto tail of income distributions," Economics Letters, Elsevier, vol. 231(C).
  54. Grancini, Stefano, 2025. "Public debt, iMPCs & fiscal policy transmission," Working Paper Series 3106, European Central Bank.
  55. Pieroni, Valerio, 2023. "Energy shortages and aggregate demand: Output loss and unequal burden from HANK," European Economic Review, Elsevier, vol. 154(C).
  56. Raouf Boucekkine & Shankha Chakraborty & Aditya Goenka & Lin Liu, 2024. "A Brief Tour of Economic Epidemiology Modelling," LIDAM Discussion Papers IRES 2024002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  57. Andrea Monaco & Matteo Ghio & Adamaria Perrotta, 2024. "Wealth dynamics in a multi-aggregate closed monetary system," Papers 2401.09871, arXiv.org.
  58. Rendahl, Pontus, 2022. "Continuous vs. discrete time: Some computational insights," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
  59. Shigeta, Yuki, 2022. "Quasi-hyperbolic discounting under recursive utility and consumption–investment decisions," Journal of Economic Theory, Elsevier, vol. 204(C).
  60. 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.
  61. Ráfales, Jonatan & Vázquez, Carlos, 2024. "Jump–diffusion productivity models in equilibrium problems with heterogeneous agents," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 225(C), pages 313-331.
  62. Holmberg, Johan & Simmons, Michael & Trapeznikova, Ija, 2024. "Parental Wealth and Early Labor Market Outcomes," Umeå Economic Studies 1029, Umeå University, Department of Economics.
  63. Heng-fu Zou, 2025. "Mean Field Games and Global Arms Races: Strategic Dynamics in a Multipolar World," CEMA Working Papers 756, China Economics and Management Academy, Central University of Finance and Economics.
  64. Hoang Vu & Tomoyuki Ichiba, 2025. "Heterogenous Macro-Finance Model: A Mean-field Game Approach," Papers 2502.10666, arXiv.org.
  65. 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).
  66. 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.
  67. 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.
  68. 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.
  69. Shunya Noda & Kazuhiro Teramoto, 2024. "A dynamic model of rational “panic buying”," Quantitative Economics, Econometric Society, vol. 15(2), pages 489-521, May.
  70. 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).
  71. Lambert Dong, 2024. "Strategic complementarities as stochastic control under sticky price," Papers 2403.19847, arXiv.org.
  72. 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.
  73. Carbonari, Lorenzo & Maurici, Filippo, 2023. "Firm heterogeneity, financial frictions and ambiguity," Journal of Economic Dynamics and Control, Elsevier, vol. 155(C).
  74. Fei Li & Charles Murry & Can Tian & Yiyi Zhou, 2024. "Inventory Management In Decentralized Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(1), pages 431-470, February.
  75. 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.
  76. Andrew Lyasoff, 2023. "The Time-Interlaced Self-Consistent Master System of Heterogeneous-Agent Models," Papers 2303.12567, arXiv.org, revised May 2025.
  77. Xu, Shaofeng & Liu, Tao & Liu, Fengliang, 2024. "On the role of automation in an epidemic," Journal of Economic Dynamics and Control, Elsevier, vol. 160(C).
  78. Shaofeng Xu & Jie Feng, 2024. "Home production and time use in an epidemic," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 57(4), pages 1391-1433, November.
  79. 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.
  80. 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.
  81. 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.
  82. 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.
  83. Max Greenberg & H. Oliver Gao, 2024. "Twenty-five years of random asset exchange modeling," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 97(6), pages 1-27, June.
  84. Matthieu Gomez, 2023. "Decomposing the Growth of Top Wealth Shares," Econometrica, Econometric Society, vol. 91(3), pages 979-1024, May.
  85. 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).
  86. 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.
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