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Chapter 6. Solving and Simulating Models with Heterogeneous Agents and Aggregate Uncertainty
Algan, Yann; Allais, Olivier; Den Haan, Wouter J.; … - In: Handbook of computational economics : volume 3, (pp. 277-324). 2014
Although almost nonexistent 15 years ago, there are now numerous papers that analyze models with both aggregate uncertainty and a large number—typically a continuum—of heterogeneous agents. These models make it possible to study whether macroeconomic fluctuations affect different agents...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014025716
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An efficient Monte Carlo based approach for the simulation of future annuity values
Bacinello, Anna Rita; Millossovich, Pietro; Viviano, Fabio - 2021
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012615282
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Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm and non-stochastic simulations
Young, Eric R. - In: Journal of economic dynamics & control 34 (2010) 1, pp. 36-41
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003922087
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Simulations for models with heterogeneous agents, incomplete markets, real assets and aggregate uncertainty
Pierri, Damian - In: Journal of economic interaction and coordination 20 (2025) 1, pp. 197-236
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015331217
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Asymptotic methods for asset market equilibrium analysis
Judd, Kenneth L.; Guu, Sy-Ming - In: Economic theory : official journal of the Society for … 18 (2001) 1, pp. 127-157
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001592821
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Utility maximization in incomplete markets with random endowment
Cvitanić, Jakša; Schachermayer, Walter; Wang, Hui - In: Finance and stochastics 5 (2001) 2, pp. 259-272
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001571508
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Asymptotic methods for asset market equilibrium analysis
Judd, Kenneth L.; Guu, Sy-Ming - 2001
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001558167
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Differential topology and general equilibrium with complete and incomplete markets
Villanacci, Antonio; Carosi, Laura; Benevieri, Pierluigi; … - 2002
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001686738
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General equilibrium foundations of finance : structure of incomplete markets models
Hens, Thorsten; Pilgrim, Beate - 2002
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001713034
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Utility maximisation in incomplete markets
Schachemayer, Walter - In: Stochastic methods in finance : lectures given at the …, (pp. 255-293). 2004
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002526480