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Computing equilibria in infinite-horizon finance economies: The case of one asset

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Author Info
Judd, Kenneth L.
Kubler, Felix
Schmedders, Karl

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Abstract

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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 24 (2000)
Issue (Month): 5-7 (June)
Pages: 1047-1078
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Handle: RePEc:eee:dyncon:v:24:y:2000:i:5-7:p:1047-1078

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  1. Felix Kubler & Karl Schmedders, 2000. "Incomplete Markets, Transitory Shocks and Welfare," Levine's Working Paper Archive 2133, David K. Levine. [Downloadable!]
    Other versions:
  2. Bernard Dumas & Pascal Maenhout, 2002. "A Central-Planning Approach to Dynamic Incomplete-Market Equilibrium," Levine's Working Paper Archive 391749000000000523, David K. Levine. [Downloadable!]
  3. Kenneth L. Judd & Felix Kubler & Karl Schmedders, 2000. "Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents," Discussion Papers 1294, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
    Other versions:
  4. Manjira Datta & Leonard J. Mirman & Olivier F. Morand & Kevin L. Reffett, 2005. "Markovian Equilibrium in Infinite Horizon Economies with Incomplete Markets and Public Policy," Tinbergen Institute Discussion Papers 05-013/2, Tinbergen Institute. [Downloadable!]
    Other versions:
  5. Keshab Bhattarai, 2007. "Input–Output and General Equilibrium Models for Hull and Humber Region in England," Atlantic Economic Journal, International Atlantic Economic Society, vol. 35(4), pages 473-490, December. [Downloadable!] (restricted)
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