A fast and low computational memory algorithm for non-stochastic simulations in heterogeneous agent models
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DOI: 10.1016/j.econlet.2020.109285
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- Sergio Ocampo & Baxter Robinson, 2022. "Computing Longitudinal Moments for Heterogeneous Agent Models," University of Western Ontario, Departmental Research Report Series 202210, University of Western Ontario, Department of Economics.
- Harmenberg, Karl, 2021.
"Aggregating heterogeneous-agent models with permanent income shocks,"
Journal of Economic Dynamics and Control, Elsevier, vol. 129(C).
- Harmenberg, Karl, 2020. "Aggregating Heterogeneous-Agent Models with Permanent Income Shocks," Working Papers 13-2020, Copenhagen Business School, Department of Economics.
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More about this item
Keywords
Numerical methods; Heterogeneous agent models; Non-stochastic simulation;All these keywords.
JEL classification:
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- E2 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment
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