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DP13890 Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models 智库出版物
2019
作者:  Adrien Auclert;  Bence Bardoczy;  Matthew Rognlie;  Ludwig Straub
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Heterogeneous agent  General equilibrium  Computational methods  Linearization  
DP13890 Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models 智库出版物
2019
作者:  Adrien Auclert;  Bence Bardoczy;  Matthew Rognlie;  Ludwig Straub
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Heterogeneous agent  General equilibrium  Computational methods  Linearization  
DP13071 Solving heterogeneous agent models in discrete time with many idiosyncratic states by perturbation methods 智库出版物
2018
作者:  Christian Bayer;  Ralph Luetticke
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Numerical methods  Heterogeneous agent models  Linearization  Incomplete markets  
DP12520 Exploiting MIT Shocks in Heterogeneous-Agent Economies: The Impulse Response as a Numerical Derivative 智库出版物
2017
作者:  Kurt Mitman;  Timo Boppart
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Heterogeneous agents  Computation  Linearization  Mit shock