Solving the incomplete market model with aggregate uncertainty using a perturbation method-Reference-Cited by-同舟云学术

Solving the incomplete market model with aggregate uncertainty using a perturbation method

Published:2010-01 Issue:1 Volume:34 Page:50-58
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Kim Sunghyun Henry,Kollmann Robert,Kim Jinill

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference12 articles.

1. den Haan, W.J., 2009. Comparison of solutions to the incomplete markets model with aggregate uncertainty. Journal of Economic Dynamics & Control, doi:10.1016/j.jedc.2008.12.010 (upcoming special issue, volume/issue number yet to be determined).

2. den Haan, W.J., Judd, K., Juillard, M., 2009. Computational suite of models with heterogeneous agents: incomplete markets and model uncertainty. Journal of Economic Dynamics & Control, doi:10.1016/j.jedc.2009.07.001 (upcoming special issue, volume/issue number yet to be determined).

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4. Solving dynamic models with aggregate shocks and heterogeneous agents;den Haan;Macroeconomic Dynamics,1997

5. Numerical Methods in Economics;Judd,1998

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