Estimating Nonlinear Heterogeneous Agent Models with Neural Networks
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Cited by:
- Jesús Fernández-Villaverde & Galo Nuño & Jesse Perla, 2024.
"Taming the Curse of Dimensionality: Quantitative Economics with Deep Learning,"
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- Jesús Fernández-Villaverde & Galo Nuno & Jesse Perla, 2024. "Taming the Curse of Dimensionality:Quantitative Economics with Deep Learning," PIER Working Paper Archive 24-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesús Fernández-Villaverde & Galo Nuño & Jesse Perla, 2024. "Taming the curse of dimensionality: quantitative economics with deep learning," Working Papers 2444, Banco de España.
- Jesús Fernández-Villaverde & Galo Nuño & Jesse Perla, 2024.
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- Jésus Fernández-Villaverde & Galo Nuño & Jesse Perla & Jesús Fernández-Villaverde, 2024. "Taming the Curse of Dimensionality: Quantitative Economics with Deep Learning," CESifo Working Paper Series 11448, CESifo.
- Jesús Fernández-Villaverde & Galo Nuño & Jesse Perla, 2024. "Taming the curse of dimensionality: quantitative economics with deep learning," Working Papers 2444, Banco de España.
- Jesús Fernández-Villaverde & Galo Nuno & Jesse Perla, 2024. "Taming the Curse of Dimensionality:Quantitative Economics with Deep Learning," PIER Working Paper Archive 24-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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More about this item
Keywords
Neural networks ; likelihood ; global solution ; heterogeneous agents ; nonlinearity ; aggregate uncertainty ; HANK ; zero lower bound. JEL Codes: C11 ; C45 ; D31 ; E32 ; E52.;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- D31 - Microeconomics - - Distribution - - - Personal Income and Wealth Distribution
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2024-07-15 (Big Data)
- NEP-CMP-2024-07-15 (Computational Economics)
- NEP-DGE-2024-07-15 (Dynamic General Equilibrium)
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