Monte Carlo simulation of macroeconomic risk with a continuum of agents: the general case
| Year of publication: |
2008
|
|---|---|
| Authors: | Hammond, Peter ; Sun, Yeneng |
| Published in: |
Economic Theory. - Springer. - Vol. 36.2008, 2, p. 303-325
|
| Publisher: |
Springer |
| Subject: | Large economy | Event-wise measurable conditional probabilities | Exchangeability | Conditional independence | Monte Carlo convergence | Monte Carlo σ-algebra | Stochastic macro structure |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005371062