Similar Search Results

Judd, Kenneth L.; Schmedders, Karl; Yeltekin, Şevin - In: International economic review 53 (2012) 1, pp. 23-52

Persistent link: https://www.econbiz.de/10009563727

Elliott, Joshua; Foster, Ian; Judd, Kenneth L.; Moyer, … - In: The B.E. journal of economic analysis & policy 10 (2010) 2, pp. 1-32

Persistent link: https://www.econbiz.de/10009554002

Smolyak method for solving dynamic economic models : lagrange interpolation, anisotropic grid and adaptive domain

Judd, Kenneth L.; Maliar, Lilia; Maliar, Serguei; … - In: Journal of economic dynamics & control 44 (2014), pp. 92-123

Persistent link: https://www.econbiz.de/10010470074

Merging simulation and projection approaches to solve high-dimensional problems

Judd, Kenneth L.; Maliar, Lilia; Maliar, Serguei - 2012

Persistent link: https://www.econbiz.de/10009738539

Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents : comment

Bossaerts, Peter L.; Zame, William R. - In: Finance research letters 3 (2006) 2, pp. 96-101

Persistent link: https://www.econbiz.de/10003333865

Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: comment"

Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - In: Finance research letters 3 (2006) 2, pp. 102-105

Persistent link: https://www.econbiz.de/10003333880

Numerically stable stochastic simulation approaches for solving dynamic economic models

Judd, Kenneth L.; Maliar, Lilia; Maliar, Serguei - 2009

Persistent link: https://www.econbiz.de/10003879422

Bond portfolios and two-fund seperation in the Lucas asset-pricing model

Judd, Kenneth L. (contributor); Kubler, Felix (contributor) - 2006

The two-fund separation theorem from static portofolio analysis generalizes to dynamic Lucas-style asset models only whern a consol is present. If all bonds have finite maturity and do not span the consol, then equilibrium will deviate, often significantly, from two-fund separation even with the...

Persistent link: https://www.econbiz.de/10003781430

Agent-based computational economics

Tesfatsion, Leigh (contributor); … - 2006 - 1. ed.

Persistent link: https://www.econbiz.de/10003270841

Solving an incomplete markets model with a large cross-section of agents

Mertens, Thomas M.; Judd, Kenneth L. - In: Journal of economic dynamics & control 91 (2018), pp. 349-368

Persistent link: https://www.econbiz.de/10011974209