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Content
April 2011, Volume 35, Issue 4
March 2011, Volume 35, Issue 3
- 253-256 Comment on "A dynamic portfolio choice model of tax evasion: Comparative statics of tax rates and its implication for economic growth"
by Dzhumashev, Ratbek & Gahramanov, Emin
- 257-272 The forward method as a solution refinement in rational expectations models
by Cho, Seonghoon & Moreno, Antonio
- 273-281 Consumption paths under prospect utility in an optimal growth model
by Foellmi, Reto & Rosenblatt-Wisch, Rina & Schenk-Hoppé, Klaus Reiner
- 282-294 The role of liquid government bonds in the great transformation of American monetary policy
by Canzoneri, Matthew & Cumby, Robert & Diba, Behzad & López-Salido, David
- 295-311 Invertible and non-invertible information sets in linear rational expectations models
by Baxter, Brad & Graham, Liam & Wright, Stephen
- 312-329 Dividends and leverage: How to optimally exploit a non-renewable investment
by Coculescu, Delia
- 330-343 Understanding liquidity shortages during severe economic downturns
by Atolia, Manoj & Einarsson, Tor & Marquis, Milton
- 344-362 Rationally inattentive macroeconomic wedges
by Tutino, Antonella
- 363-385 Credit and self-employment
by Akyol, Ahmet & Athreya, Kartik
- 386-393 Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors
by Aldrich, Eric M. & Fernández-Villaverde, Jesús & Ronald Gallant, A. & Rubio-Ramírez, Juan F.
- 394-412 Time-varying (S, s) band models: Properties and interpretation
by Gautier, Erwan & Le Bihan, Hervé
February 2011, Volume 35, Issue 2
- 175-177 Computational suite of models with heterogeneous agents II: Multi-country real business cycle models
by Den Haan, Wouter J. & Judd, Kenneth L. & Juillard, Michel
- 178-185 Multi-country real business cycle models: Accuracy tests and test bench
by Juillard, Michel & Villemot, Sébastien
- 186-202 Comparison of solutions to the multi-country Real Business Cycle model
by Kollmann, Robert & Maliar, Serguei & Malin, Benjamin A. & Pichler, Paul
- 203-206 Solving the multi-country Real Business Cycle model using a perturbation method
by Kollmann, Robert & Kim, Jinill & Kim, Sunghyun H.
- 207-228 Solving the multi-country real business cycle model using ergodic set methods
by Maliar, Serguei & Maliar, Lilia & Judd, Kenneth
- 229-239 Solving the multi-country real business cycle model using a Smolyak-collocation method
by Malin, Benjamin A. & Krueger, Dirk & Kubler, Felix
- 240-251 Solving the multi-country Real Business Cycle model using a monomial rule Galerkin method
by Pichler, Paul
January 2011, Volume 35, Issue 1
- 1-24 The heterogeneous expectations hypothesis: Some evidence from the lab
by Hommes, Cars
- 25-39 Thinning and harvesting in stochastic forest models
by Helmes, Kurt L. & Stockbridge, Richard H.
- 40-51 Inflation and output volatility under asymmetric incomplete information
by Carboni, Giacomo & Ellison, Martin
- 52-66 Monetary policy and learning from the central bank's forecast
by Muto, Ichiro
- 67-79 Sources of the great moderation: A time-series analysis of GDP subsectors
by Enders, Walter & Ma, Jun
- 80-96 Asset prices in an exchange economy when agents have heterogeneous homothetic recursive preferences and no risk free bond is available
by Roche, Hervé
- 97-114 Pricing executive stock options under employment shocks
by Carmona, Julio & León, Angel & Vaello-Sebastià, Antoni
- 115-130 Investment shocks and the comovement problem
by Khan, Hashmat & Tsoukalas, John
- 131-147 Stochastic equilibria of an asset pricing model with heterogeneous beliefs and random dividends
by Zhu, Mei & Wang, Duo & Guo, Maozheng
- 148-162 An analysis of the effect of noise in a heterogeneous agent financial market model
by Chiarella, Carl & He, Xue-Zhong & Zheng, Min
- 163-174 Optimal pricing of a conspicuous product during a recession that freezes capital markets
by Caulkins, J.P. & Feichtinger, G. & Grass, D. & Hartl, R.F. & Kort, P.M. & Seidl, A.
December 2010, Volume 34, Issue 12
- 2391-2406 Dynamics of brand competition: Effects of unobserved social networks
by Sengupta, Abhijit & Greetham, Danica Vukadinovic
- 2407-2419 A dynamic bioeconomic analysis of mountain pine beetle epidemics
by Sims, Charles & Aadland, David & Finnoff, David
- 2420-2439 Maintenance and investment: Complements or substitutes? A reappraisal
by Boucekkine, R. & Fabbri, G. & Gozzi, F.
- 2440-2460 Growth, sectoral composition, and the evolution of income levels
by Alonso-Carrera, Jaime & Raurich, Xavier
- 2461-2484 Monetary shocks in a spatial overlapping generations model
by Anthonisen, Niels
- 2485-2493 The effects of the market structure on the adoption of evolving technologies
by Rivas, Javier
- 2494-2509 Dynamic nonpoint-source pollution control policy: Ambient transfers and uncertainty
by Athanassoglou, Stergios
- 2510-2532 Inflation targeting as a means of achieving disinflation
by Saborowski, Christian
- 2533-2546 Harvesting and recovery decisions under uncertainty
by Shackleton, Mark B. & Sødal, Sigbjørn
- 2547-2567 On the macroeconomic and welfare effects of illegal immigration
by Liu, Xiangbo
- 2568-2577 Managing disinflation under uncertainty
by Tesfaselassie, M.F. & Schaling, E.
- 2578-2600 Equilibrium open interest
by Judd, Kenneth L. & Leisen, Dietmar P.J.
November 2010, Volume 34, Issue 11
- 2231-2231 Preface
by Chiarella, Carl & Duan, Jin-Chuan
- 2232-2244 Jump and volatility risk premiums implied by VIX
by Duan, Jin-Chuan & Yeh, Chung-Ying
- 2245-2258 Pricing of CDOs based on the multivariate Wang transform
by Kijima, Masaaki & Motomiya, Shin-ichi & Suzuki, Yoichi
- 2259-2272 Bayesian analysis of structural credit risk models with microstructure noises
by Huang, Shirley J. & Yu, Jun
- 2273-2287 Behavioral heterogeneity in the option market
by Frijns, Bart & Lehnert, Thorsten & Zwinkels, Remco C.J.
- 2288-2301 The economic value of volatility timing using a range-based volatility model
by Chou, Ray Yeutien & Liu, Nathan
- 2302-2319 Consistent modeling of S&P 500 and VIX derivatives
by Lin, Yueh-Neng & Chang, Chien-Hung
- 2320-2340 Shape factors and cross-sectional risk
by Roncoroni, Andrea & Galluccio, Stefano & Guiotto, Paolo
- 2341-2357 Estimating asset correlations from stock prices or default rates--Which method is superior?
by Duellmann, Klaus & Küll, Jonathan & Kunisch, Michael
- 2358-2374 Systemic risk, financial contagion and financial fragility
by Martínez-Jaramillo, Serafín & Pérez, Omar Pérez & Embriz, Fernando Avila & Dey, Fabrizio López Gallo
- 2375-2389 Portfolio choice under transitory price impact
by Isaenko, Sergei
October 2010, Volume 34, Issue 10
- 1837-1858 Euro area inflation persistence in an estimated nonlinear DSGE model
by Amisano, Gianni & Tristani, Oreste
- 1859-1871 State-dependent pricing, local-currency pricing, and exchange rate pass-through
by Landry, Anthony
- 1872-1892 Auctions and corruption: An analysis of bid rigging by a corrupt auctioneer
by Lengwiler, Yvan & Wolfstetter, Elmar
- 1893-1906 Inflation, volatile public spending, and endogenously sustained growth
by Varvarigos, Dimitrios
- 1907-1922 Optimal irrational behavior in continuous time
by Feigenbaum, James & Caliendo, Frank N.
- 1923-1950 Learning under fear of floating
by Bigio, Saki
- 1951-1966 Robust hidden Markov LQG problems
by Hansen, Lars Peter & Mayer, Ricardo & Sargent, Thomas
- 1967-1992 Learning by doing vs. learning from others in a principal-agent model
by Arifovic, Jasmina & Karaivanov, Alexander
- 1993-2009 International capital flows and expectation-driven boom-bust cycles in the housing market
by Tomura, Hajime
- 2010-2022 Investment and the Taylor rule in a dynamic Keynesian model
by Fazzari, Steven M. & Ferri, Piero & Greenberg, Edward
- 2023-2037 Optimal monetary policy in the generalized Taylor economy
by Kara, Engin
- 2038-2055 On the firm-level implications of the Bank Lending Channel of monetary policy
by Díaz, Roger Aliaga & Olivero, María Pía
- 2056-2073 Asset pricing implications of a New Keynesian model
by De Paoli, Bianca & Scott, Alasdair & Weeken, Olaf
- 2074-2088 The method of endogenous gridpoints with occasionally binding constraints among endogenous variables
by Hintermaier, Thomas & Koeniger, Winfried
- 2089-2108 Examining the effectiveness of price limits in an artificial stock market
by Yeh, Chia-Hsuan & Yang, Chun-Yi
- 2109-2125 Short-run fiscal policy: Welfare, redistribution and aggregate effects in the short and long-run
by Kitao, Sagiri
- 2126-2140 Women's lifetime labor supply and labor market experience
by Hazan, Moshe & Maoz, Yishay D.
- 2141-2158 Anticipated tax reforms and temporary tax cuts: A general equilibrium analysis
by Strulik, Holger & Trimborn, Timo
- 2159-2178 Does money matter for the identification of monetary policy shocks: A DSGE perspective
by Poilly, Céline
- 2179-2191 Technology shocks, capital utilization and sticky prices
by Dave, Chetan & Dressler, Scott J.
- 2192-2214 Unintended consequences of the market risk requirement in banking regulation
by Keppo, Jussi & Kofman, Leonard & Meng, Xu
- 2215-2228 Time-consistent control in nonlinear models
by Ambler, Steve & Pelgrin, Florian
- 2229-2229 Corrigendum to "New Keynesian versus old Keynesian government spending multipliers" [J. Econ. Dynam. Control 34(3) (2010) 281-295]
by Cogan, John F. & Cwik, Tobias & Taylor, John B. & Wieland, Volker
September 2010, Volume 34, Issue 9
- 1529-1530 Introduction to the special issue: Computational perspectives in economics and finance: Methods, dynamic analysis and policy modeling
by Dawid, H. & Semmler, W.
- 1531-1549 The parameter set in an adaptive control Monte Carlo experiment: Some considerations
by Tucci, Marco P. & Kendrick, David A. & Amman, Hans M.
- 1550-1571 How misleading is linearization? Evaluating the dynamics of the neoclassical growth model
by Atolia, Manoj & Chatterjee, Santanu & Turnovsky, Stephen J.
- 1572-1581 Using a projection method to analyze inflation bias in a micro-founded model
by Anderson, Gary S. & Kim, Jinill & Yun, Tack
- 1582-1595 On the precision of Calvo parameter estimates in structural NKPC models
by Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral
- 1596-1609 Out-of-sample comparison of copula specifications in multivariate density forecasts
by Diks, Cees & Panchenko, Valentyn & van Dijk, Dick
- 1610-1626 On entrepreneurial risk-taking and the macroeconomic effects of financial constraints
by Clemens, Christiane & Heinemann, Maik
- 1627-1650 The financial accelerator in an evolving credit network
by Delli Gatti, Domenico & Gallegati, Mauro & Greenwald, Bruce & Russo, Alberto & Stiglitz, Joseph E.
- 1651-1679 Global dynamics in a model with search and matching in labor and capital markets
by Ernst, Ekkehard & Semmler, Willi
- 1680-1699 Risk premiums and macroeconomic dynamics in a heterogeneous agent model
by De Graeve, Ferre & Dossche, Maarten & Emiris, Marina & Sneessens, Henri & Wouters, Raf
- 1700-1731 Stock market conditions and monetary policy in a DSGE model for the U.S
by Castelnuovo, Efrem & Nisticò, Salvatore
- 1732-1747 Money and liquidity effects: Separating demand from supply
by Chadha, Jagjit S. & Corrado, Luisa & Sun, Qi
- 1748-1767 Schumpeter meeting Keynes: A policy-friendly model of endogenous growth and business cycles
by Dosi, Giovanni & Fagiolo, Giorgio & Roventini, Andrea
- 1768-1790 Learning benevolent leadership in a heterogenous agents economy
by Arifovic, Jasmina & Dawid, Herbert & Deissenberg, Christophe & Kostyshyna, Olena
- 1791-1812 The macroeconomics of fiscal consolidations in euro area countries
by Forni, Lorenzo & Gerali, Andrea & Pisani, Massimiliano
- 1813-1835 Towards an understanding of tradeoffs between regional wealth, tightness of a common environmental constraint and the sharing rules
by Boucekkine, Raouf & Krawczyk, Jacek B. & Vallée, Thomas
August 2010, Volume 34, Issue 8
- 1343-1358 Macroeconomic models and the yield curve: An assessment of the fit
by Chadha, Jagjit S. & Holly, Sean
- 1359-1368 A model of debit card as a means of payment
by Kim, Young Sik & Lee, Manjong
- 1369-1379 Firm heterogeneity, trade, and wage inequality
by Unel, Bulent
- 1380-1391 Self-organized criticality in a dynamic game
by Blume, Andreas & Duffy, John & Temzelides, Ted
- 1392-1402 A dynamic model of shirking and unemployment: Private saving, public debt, and optimal taxation
by Brecher, Richard A. & Chen, Zhiqi & Choudhri, Ehsan U.
- 1403-1420 On the theory of sterilized foreign exchange intervention
by Kumhof, Michael
- 1421-1441 Technological leadership and persistence of monopoly under endogenous entry: Static versus dynamic analysis
by Kovác, Eugen & Vinogradov, Viatcheslav & Zigic, Kresimir
- 1442-1455 On the hidden hazards of adaptive behavior
by Huang, Weihong
- 1456-1470 A game options approach to the investment problem with convertible debt financing
by Egami, Masahiko
- 1471-1491 Identifying a permanent markup shock and its implications for macroeconomic dynamics
by Kim, Bae-Geun
- 1492-1508 Dynamic predictor selection in a new Keynesian model with heterogeneous expectations
by Branch, William A. & McGough, Bruce
- 1509-1527 Labor-market volatility in the search-and-matching model: The role of investment-specific technology shocks
by Faccini, Renato & Ortigueira, Salvador
July 2010, Volume 34, Issue 7
- 1187-1201 Economic models for the environmental Kuznets curve: A survey
by Kijima, Masaaki & Nishide, Katsumasa & Ohyama, Atsuyuki
- 1202-1213 Monthly pass-through ratios
by Amstad, Marlene & Fischer, Andreas M.
- 1214-1232 Technology shocks and aggregate fluctuations in an estimated hybrid RBC model
by Malley, Jim & Woitek, Ulrich
- 1233-1247 A risk reserve model for hedging in incomplete markets
by Minina, Vera & Vellekoop, Michel
- 1248-1259 Steady-state invariance in high-order Runge-Kutta discretization of optimal growth models
by Ragni, Stefania & Diele, Fasma & Marangi, Carmela
- 1260-1276 Discretization of highly persistent correlated AR(1) shocks
by Galindev, Ragchaasuren & Lkhagvasuren, Damba
- 1277-1294 Optimal monetary rules under persistent shocks
by Bhattacharya, Joydeep & Singh, Rajesh
- 1295-1304 The butterfly effect of small open economies
by Jääskelä, Jarkko P. & Kulish, Mariano
- 1305-1324 Nominal vs real wage rigidities in New Keynesian models with hiring costs: A Bayesian evaluation
by Riggi, Marianna & Tancioni, Massimiliano
- 1325-1342 Country portfolio dynamics
by Devereux, Michael B. & Sutherland, Alan
June 2010, Volume 34, Issue 6
- 1015-1030 Welfare costs of inflation when interest-bearing deposits are disregarded: A calculation of the bias
by Cysne, Rubens Penha & Turchick, David
- 1031-1047 Smooth-adjustment econometrics and inventory-theoretic money management
by Greene, Clinton A.
- 1048-1061 Sustained development of a society with a renewable resource
by Cairns, Robert D. & Tian, Huilan
- 1062-1076 Is corporate control effective when managers face investment timing decisions in incomplete markets?
by Henderson, Vicky
- 1077-1091 Convergence of iterative tâtonnement without price normalization
by Kitti, Mitri
- 1092-1104 Patents as collateral
by Amable, Bruno & Chatelain, Jean-Bernard & Ralf, Kirsten
- 1105-1122 Financial crises and interacting heterogeneous agents
by Huang, Weihong & Zheng, Huanhuan & Chia, Wai-Mun
- 1123-1139 Envelope theorems for locally differentiable open-loop Stackelberg equilibria of finite horizon differential games
by Van Gorder, Robert A. & Caputo, Michael R.
- 1140-1152 On the specification of noise in two agent-based asset pricing models
by Franke, Reiner
- 1153-1170 Heterogeneous trading strategies with adaptive fuzzy Actor-Critic reinforcement learning: A behavioral approach
by Bekiros, Stelios D.
- 1171-1186 Structural shocks and the comovements between output and interest rates
by Mertens, Elmar
May 2010, Volume 34, Issue 5
- 817-824 Global stochastic properties of dynamic models and their linear approximations
by Babus, Ana & de Vries, Casper G.
- 825-843 Bifurcations of optimal vector fields in the shallow lake model
by Kiseleva, Tatiana & Wagener, F.O.O.
- 844-857 A stochastic differential Fishery game for a two species fish population with ecological interaction
by Wang, Wen-Kai & Ewald, Christian-Oliver
- 858-874 The new Keynesian Phillips curve revisited
by Boug, Pål & Cappelen, Adne & Swensen, Anders Rygh
- 875-896 The puzzling evolution of the home bias, information processing and financial openness
by Mondria, Jordi & Wu, Thomas
- 897-912 Uncertainty-driven growth
by Oikawa, Koki
- 913-931 From discrete to continuous time evolutionary finance models
by Palczewski, Jan & Schenk-Hoppé, Klaus Reiner
- 932-950 A theory of infrastructure-led development
by Agénor, Pierre-Richard
- 951-967 A structural model of debt pricing with creditor-determined liquidation
by Bruche, Max & Naqvi, Hassan
- 968-983 Monetary persistence and the labor market: A new perspective
by Lechthaler, Wolfgang & Merkl, Christian & Snower, Dennis J.
- 984-1002 Linear rational-expectations models with lagged expectations: A synthetic method
by Meyer-Gohde, Alexander
- 1003-1013 Age effects, leverage and firm growth
by Huynh, Kim P. & Petrunia, Robert J.
April 2010, Volume 34, Issue 4
- 577-584 Perfect simulation of stationary equilibria
by Nishimura, Kazuo & Stachurski, John
- 585-597 Improvement in information and private investment in education
by Eckwert, Bernhard & Zilcha, Itzhak
- 598-603 On the relation between the mean and variance of delay in dynamic queues with random capacity and demand
by Fosgerau, Mogens
- 604-622 Public versus private investment and growth in a hierarchical education system
by Arcalean, Calin & Schiopu, Ioana
- 623-635 Indeterminacy and the elasticity of substitution in one-sector models
by Wong, Tsz-Nga & Yip, Chong K.
- 636-656 Portfolio selection in multidimensional general and partial moment space
by Briec, Walter & Kerstens, Kristiaan
- 657-680 Contract adjustment under uncertainty
by Holden, Helge & Holden, Lars & Holden, Steinar
- 681-695 The dynamics of the NAIRU model with two switching regimes
by Tramontana, F. & Gardini, L. & Ferri, P.
- 696-709 Productive consumption and population dynamics in an endogenous growth model: Demographic trends and human development aid in developing economies
by Daitoh, Ichiroh
- 710-724 Dynamic hedging of synthetic CDO tranches with spread risk and default contagion
by Frey, Rüdiger & Backhaus, Jochen
- 725-742 The effect of mean reversion on entry and exit decisions under uncertainty
by Tsekrekos, Andrianos E.
- 743-764 Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates
by Dieci, Roberto & Westerhoff, Frank
- 765-779 A banking explanation of the US velocity of money: 1919-2004
by Benk, Szilárd & Gillman, Max & Kejak, Michal
- 780-797 Euro-dollar real exchange rate dynamics in an estimated two-country model: An assessment
by Rabanal, Pau & Tuesta, Vicente
- 798-815 Life expectancy and the environment
by Mariani, Fabio & Pérez-Barahona, Agustín & Raffin, Natacha
March 2010, Volume 34, Issue 3
- 281-295 New Keynesian versus old Keynesian government spending multipliers
by Cogan, John F. & Cwik, Tobias & Taylor, John B. & Wieland, Volker
- 296-313 Optimal foreign investment dynamics in the presence of technological spillovers
by Dawid, Herbert & Greiner, Alfred & Zou, Benteng
- 314-329 The concavity of the value function of the extended Barro-Becker model
by Qi, Ling & Kanaya, Sadao
- 330-353 Optimal monetary policy in a new Keynesian model with job search
by Tang, Jenn-Hong
- 354-364 Labour taxes and unemployment evidence from a panel unobserved component model
by Berger, Tino & Everaert, Gerdie
- 365-387 Optimal monetary policy with imperfect unemployment insurance
by Nakajima, Tomoyuki
- 388-403 A new algorithm for solving dynamic stochastic macroeconomic models
by Dorofeenko, Victor & Lee, Gabriel S. & Salyer, Kevin D.
- 404-416 An approximate consumption function
by Padula, Mario
- 417-436 Modeling structural breaks in economic relationships using large shocks
by Kapetanios, G. & Tzavalis, E.
- 437-455 On-the-job search, sticky prices, and persistence
by Van Zandweghe, Willem
- 456-471 Robust monetary rules under unstructured model uncertainty
by Levine, Paul & Pearlman, Joseph
- 472-489 A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models
by Anderson, Gary S.
- 490-502 An adverse selection model of optimal unemployment insurance
by Hagedorn, Marcus & Kaul, Ashok & Mennel, Tim
- 503-521 Markov-perfect capital and labor taxes
by Martin, Fernando M.
- 522-541 Ability-heterogeneity, entrepreneurship, and economic growth
by Jiang, Neville & Wang, Ping & Wu, Haibin
- 542-554 A lattice algorithm for pricing moving average barrier options
by Dai, Min & Li, Peifan & Zhang, Jin E.
- 555-576 The role of bank capital in the propagation of shocks
by Meh, Césaire A. & Moran, Kevin
February 2010, Volume 34, Issue 2
- 101-120 Optimal stalling when bargaining
by Thanassoulis, John
- 121-131 Structural vector autoregressions with Markov switching
by Lanne, Markku & Lütkepohl, Helmut & Maciejowska, Katarzyna
- 132-157 A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation
by Li, Minqiang
- 158-178 Dynamic investment and capital structure under manager-shareholder conflict
by Shibata, Takashi & Nishihara, Michi
- 179-190 Adaptive learning with a unit root: An application to the current account
by Davies, Ronald B. & Shea, Paul
- 191-206 Does tax competition really promote growth?
by Koethenbuerger, Marko & Lockwood, Ben
- 207-230 Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation
by Wang, J. & Forsyth, P.A.
- 231-245 On the distributional consequences of epidemics
by Boucekkine, Raouf & Laffargue, Jean-Pierre
- 246-257 Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations
by Lines, Marji & Westerhoff, Frank
- 258-265 A dynamic game of waste management
by Jørgensen, Steffen
- 266-279 Implications of more precise information for technological development and economic welfare
by Drees, Burkhard & Eckwert, Bernhard
January 2010, Volume 34, Issue 1
- 1-3 Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty
by Den Haan, Wouter J. & Judd, Kenneth L. & Juillard, Michel
- 4-27 Comparison of solutions to the incomplete markets model with aggregate uncertainty
by Den Haan, Wouter J.
- 28-35 Solving the incomplete markets model with aggregate uncertainty by backward induction
by Reiter, Michael
- 36-41 Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm and non-stochastic simulations
by Young, Eric R.
- 42-49 Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm
by Maliar, Lilia & Maliar, Serguei & Valli, Fernando
- 50-58 Solving the incomplete market model with aggregate uncertainty using a perturbation method
by Kim, Sunghyun Henry & Kollmann, Robert & Kim, Jinill
- 59-68 Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions
by Algan, Yann & Allais, Olivier & Den Haan, Wouter J.
- 69-78 Solving the incomplete markets model with aggregate uncertainty using explicit aggregation
by Den Haan, Wouter J. & Rendahl, Pontus
- 79-99 Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents
by Den Haan, Wouter J.
December 2009, Volume 33, Issue 12
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