Income and wealth distribution in macroeconomics: a continuous-time approach
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Boppart, Timo & Krusell, Per & Mitman, Kurt, 2018.
"Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative,"
Journal of Economic Dynamics and Control, Elsevier, vol. 89(C), pages 68-92.
- Mitman, Kurt & Boppart, Timo, 2017. "Exploiting MIT Shocks in Heterogeneous-Agent Economies: The Impulse Response as a Numerical Derivative," CEPR Discussion Papers 12520, C.E.P.R. Discussion Papers.
- Timo Boppart & Per Krusell & Kurt Mitman, 2017. "Exploiting MIT Shocks in Heterogeneous-Agent Economies: The Impulse Response as a Numerical Derivative," NBER Working Papers 24138, National Bureau of Economic Research, Inc.
- Guillaume Rocheteau & Pierre-Olivier Weill & Tsz-Nga Wong, 2015. "Working through the Distribution: Money in the Short and Long Run," NBER Working Papers 21779, National Bureau of Economic Research, Inc.
- Jess Benhabib & Alberto Bisin & Shenghao Zhu, 2011.
"The Distribution of Wealth and Fiscal Policy in Economies With Finitely Lived Agents,"
Econometrica, Econometric Society, vol. 79(1), pages 123-157, January.
- Jess Benhabib & Alberto Bisin, 2009. "The distribution of wealth and fiscal policy in economies with finitely lived agents," NBER Working Papers 14730, National Bureau of Economic Research, Inc.
- Adrien Auclert & Bence Bardóczy & Matthew Rognlie & Ludwig Straub, 2021.
"Using the Sequence‐Space Jacobian to Solve and Estimate Heterogeneous‐Agent Models,"
Econometrica, Econometric Society, vol. 89(5), pages 2375-2408, September.
- Adrien Auclert & Bence Bardóczy & Matthew Rognlie & Ludwig Straub, 2019. "Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models," NBER Working Papers 26123, National Bureau of Economic Research, Inc.
- Auclert, Adrien & Bardoczy, Bence & Rognlie, Matthew & Straub, Ludwig, 2019. "Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models," CEPR Discussion Papers 13890, C.E.P.R. Discussion Papers.
- Olivier Guéant & Pierre Louis Lions & Jean-Michel Lasry, 2011. "Mean Field Games and Applications," Post-Print hal-01393103, HAL.
- Luigi Guiso & Monica Paiella, 2008.
"Risk Aversion, Wealth, and Background Risk,"
Journal of the European Economic Association, MIT Press, vol. 6(6), pages 1109-1150, December.
- Guiso, Luigi & Pagel, Michaela, 2001. "Risk Aversion, Wealth and Background Risk," CEPR Discussion Papers 2728, C.E.P.R. Discussion Papers.
- Monica Paiella & Luigi Guiso, 2004. "Risk Aversion, Wealth and Background Risk," 2004 Meeting Papers 525, Society for Economic Dynamics.
- Luigi Guiso & Monica Paiella, 2007. "Risk Aversion, Wealth, and Background Risk," Economics Working Papers ECO2007/47, European University Institute.
- Luigi Guiso & Monica Paiella, 2003. "Risk Aversion, Wealth and Background Risk," Temi di discussione (Economic working papers) 483, Bank of Italy, Economic Research and International Relations Area.
- Benjamin Moll, 2014. "Productivity Losses from Financial Frictions: Can Self-Financing Undo Capital Misallocation?," American Economic Review, American Economic Association, vol. 104(10), pages 3186-3221, October.
- Lars Ljungqvist & Thomas J. Sargent, 2004. "Recursive Macroeconomic Theory, 2nd Edition," MIT Press Books, The MIT Press, edition 2, volume 1, number 026212274x, December.
- Jess Benhabib & Jesse Perla & Christopher Tonetti, 2021.
"Reconciling Models of Diffusion and Innovation: A Theory of the Productivity Distribution and Technology Frontier,"
Econometrica, Econometric Society, vol. 89(5), pages 2261-2301, September.
- Jess Benhabib & Jesse Perla & Christopher Tonetti, 2017. "Reconciling Models of Diffusion and Innovation: A Theory of the Productivity Distribution and Technology Frontier," NBER Working Papers 23095, National Bureau of Economic Research, Inc.
- Daniel Barczyk & Matthias Kredler, 2014.
"A Dynamic Model of Altruistically-Motivated Transfers,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(2), pages 303-328, April.
- Matthias Kredler & Daniel Barczyk, 2009. "A Dynamic Model of Altruistically-Motivated Transfers," 2009 Meeting Papers 573, Society for Economic Dynamics.
- Charles I. Jones & Jihee Kim, 2018.
"A Schumpeterian Model of Top Income Inequality,"
Journal of Political Economy, University of Chicago Press, vol. 126(5), pages 1785-1826.
- Charles I. Jones & Jihee Kim, 2014. "A Schumpeterian Model of Top Income Inequality," NBER Working Papers 20637, National Bureau of Economic Research, Inc.
- Charles I. Jones, 2015.
"Pareto and Piketty: The Macroeconomics of Top Income and Wealth Inequality,"
Journal of Economic Perspectives, American Economic Association, vol. 29(1), pages 29-46, Winter.
- Charles I. Jones, 2014. "Pareto and Piketty: The Macroeconomics of Top Income and Wealth Inequality," NBER Working Papers 20742, National Bureau of Economic Research, Inc.
- Alexis Akira Toda & Kieran Walsh, 2015.
"The Double Power Law in Consumption and Implications for Testing Euler Equations,"
Journal of Political Economy, University of Chicago Press, vol. 123(5), pages 1177-1200.
- Toda, Alexis Akira & Walsh, Kieran, 2015. "The Double Power Law in Consumption and Implications for Testing Euler Equations," University of California at San Diego, Economics Working Paper Series qt1jh2795s, Department of Economics, UC San Diego.
- Kanishka Misra & Paolo Surico, 2014.
"Consumption, Income Changes, and Heterogeneity: Evidence from Two Fiscal Stimulus Programs,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 6(4), pages 84-106, October.
- Surico, Paolo & Misra, Kanishka, 2013. "Consumption, Income Changes and Heterogeneity: Evidence from Two Fiscal Stimulus Programmes," CEPR Discussion Papers 9530, C.E.P.R. Discussion Papers.
- SeHyoun Ahn & Greg Kaplan & Benjamin Moll & Thomas Winberry & Christian Wolf, 2018.
"When Inequality Matters for Macro and Macro Matters for Inequality,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 32(1), pages 1-75.
- SeHyoun Ahn & Greg Kaplan & Benjamin Moll & Thomas Winberry & Christian Wolf, 2017. "When Inequality Matters for Macro and Macro Matters for Inequality," NBER Chapters, in: NBER Macroeconomics Annual 2017, volume 32, pages 1-75, National Bureau of Economic Research, Inc.
- Moll, Benjamin & Wolf, Christian & Ahn, SeHyoun & Kaplan, Greg & Winberry, Thomas, 2017. "When Inequality Matters for Macro and Macro Matters for Inequality," CEPR Discussion Papers 12123, C.E.P.R. Discussion Papers.
- Thomas Winberry & Benjamin Moll & Greg Kaplan, 2017. "When Inequality Matters for Macro and Macro Matters for Inequality," 2017 Meeting Papers 483, Society for Economic Dynamics.
- SeHyoun Ahn & Greg Kaplan & Benjamin Moll & Thomas Winberry & Christian Wolf, 2017. "When Inequality Matters for Macro and Macro Matters for Inequality," NBER Working Papers 23494, National Bureau of Economic Research, Inc.
- SeHyoun Ahn & Greg Kaplan & Benjamin Moll & Thomas Winberry & Christian Wolf, 2017. "When Inequality Matters for Macro and Macro Matters for Inequality," CESifo Working Paper Series 6581, CESifo.
- Greg Kaplan & Giovanni L. Violante, 2014.
"A Model of the Consumption Response to Fiscal Stimulus Payments,"
Econometrica, Econometric Society, vol. 82(4), pages 1199-1239, July.
- Violante, Giovanni & Kaplan, Greg, 2011. "A Model of the Consumption Response to Fiscal Stimulus Payments," CEPR Discussion Papers 8562, C.E.P.R. Discussion Papers.
- Greg Kaplan & Giovanni L. Violante, 2011. "A Model of the Consumption Response to Fiscal Stimulus Payments," NBER Working Papers 17338, National Bureau of Economic Research, Inc.
- Gianluca Violante & Greg Kaplan, 2011. "A Model of the Consumption Response to Fiscal Stimulus Payments," 2011 Meeting Papers 243, Society for Economic Dynamics.
- Alisdair McKay & Johannes F. Wieland, 2021.
"Lumpy Durable Consumption Demand and the Limited Ammunition of Monetary Policy,"
Econometrica, Econometric Society, vol. 89(6), pages 2717-2749, November.
- Alisdair McKay & Johannes F. Wieland, 2019. "Lumpy Durable Consumption Demand and the Limited Ammunition of Monetary Policy," NBER Working Papers 26175, National Bureau of Economic Research, Inc.
- Alisdair McKay & Johannes F. Wieland, 2021. "Lumpy Durable Consumption Demand and the Limited Ammunition of Monetary Policy," Staff Report 622, Federal Reserve Bank of Minneapolis.
- Francisco Buera, 2009. "A dynamic model of entrepreneurship with borrowing constraints: theory and evidence," Annals of Finance, Springer, vol. 5(3), pages 443-464, June.
- Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2017. "Identification and estimation of heterogeneous agent models: A likelihood approach," CREATES Research Papers 2017-35, Department of Economics and Business Economics, Aarhus University.
- Bayer, Christian & Rendall, Alan D. & Wälde, Klaus, 2019.
"The invariant distribution of wealth and employment status in a small open economy with precautionary savings,"
Journal of Mathematical Economics, Elsevier, vol. 85(C), pages 17-37.
- Christian Bayer & Alan D. Rendall & Klaus Wälde, 2018. "The Invariant Distribution of Wealth and Employment Status in a Small Open Economy with Precautionary Savings," CESifo Working Paper Series 7397, CESifo.
- Christian Bayer & Alan Rendall & Klaus Wälde, 2018. "The Invariant Distribution of Wealth and Employment Status in a Small Open Economy with Precautionary Savings," Working Papers 1822, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
- Bornstein, Gideon, 2020. "A Continuous-Time Model of Sovereign Debt," Journal of Economic Dynamics and Control, Elsevier, vol. 118(C).
- Mark Aguiar & Manuel Amador & Emmanuel Farhi & Gita Gopinath, 2013.
"Crisis and Commitment: Inflation Credibility and the Vulnerability to Sovereign Debt Crises,"
Working Papers
2013-4, Princeton University. Economics Department..
- Mark Aguiar & Manuel Amador & Emmanuel Farhi & Gita Gopinath, 2013. "Crisis and Commitment: Inflation Credibility and the Vulnerability to Sovereign Debt Crises," NBER Working Papers 19516, National Bureau of Economic Research, Inc.
- Daniel Barczyk & Matthias Kredler, 2014.
"A Dynamic Model of Altruistically-Motivated Transfers,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(2), pages 303-328, April.
- Daniel Barczyk & Matthias Kredler, 2013. "Online Appendix to "A Dynamic Model of Altruistically-Motivated Transfers"," Online Appendices 12-193, Review of Economic Dynamics.
- Wang, Neng, 2007. "An equilibrium model of wealth distribution," Journal of Monetary Economics, Elsevier, vol. 54(7), pages 1882-1904, October.
- Hopenhayn, Hugo A, 1992. "Entry, Exit, and Firm Dynamics in Long Run Equilibrium," Econometrica, Econometric Society, vol. 60(5), pages 1127-1150, September.
- Manuel S. Santos, 2000. "Accuracy of Numerical Solutions using the Euler Equation Residuals," Econometrica, Econometric Society, vol. 68(6), pages 1377-1402, November.
- Orazio P. Attanasio & Luigi Pistaferri, 2016. "Consumption Inequality," Journal of Economic Perspectives, American Economic Association, vol. 30(2), pages 3-28, Spring.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Ruitu Xu & Yifei Min & Tianhao Wang & Zhaoran Wang & Michael I. Jordan & Zhuoran Yang, 2023. "Finding Regularized Competitive Equilibria of Heterogeneous Agent Macroeconomic Models with Reinforcement Learning," Papers 2303.04833, arXiv.org.
- Francesco Menoncin & Andrea Modena & Luca Regis, 2023. "Dynamic Tax Evasion and Capital Misallocation in General Equilibrium," CRC TR 224 Discussion Paper Series crctr224_2023_453, University of Bonn and University of Mannheim, Germany.
- Khieu, Hoang & Wälde, Klaus, 2023.
"Capital income risk and the dynamics of the wealth distribution,"
Economic Modelling, Elsevier, vol. 122(C).
- Hoang Khieu & Klaus Wälde, 2018. "Capital Income Risk and the Dynamics of the Wealth Distribution," Working Papers 1814, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
- Hoang Khieu & Klaus Wälde, 2019. "Capital Income Risk and the Dynamics of the Wealth Distribution," CESifo Working Paper Series 7970, CESifo.
- Khieu, Hoang & Wälde, Klaus, 2018. "Capital Income Risk and the Dynamics of the Wealth Distribution," IZA Discussion Papers 11840, Institute of Labor Economics (IZA).
- Dmitriy Sergeyev & Chen Lian & Yuriy Gorodnichenko, 2023.
"The Economics of Financial Stress,"
NBER Working Papers
31285, National Bureau of Economic Research, Inc.
- Sergeyev, Dmitriy & Lian, Chen & Gorodnichenko, Yuriy, 2023. "The Economics of Financial Stress," IZA Discussion Papers 16318, Institute of Labor Economics (IZA).
- Cuciniello, Vincenzo & Michelacci, Claudio & Paciello, Luigi, 2023.
"Subsidizing Business Entry in Competitive Credit Markets,"
CEPR Discussion Papers
18335, C.E.P.R. Discussion Papers.
- Vincenzo Cuciniello & Claudio Michelacci & Luigi Paciello, 2023. "Subsidizing business entry in competitive credit markets," Temi di discussione (Economic working papers) 1424, Bank of Italy, Economic Research and International Relations Area.
- Andrew Lyasoff, 2023. "Self-Aware Transport of Economic Agents," Papers 2303.12567, arXiv.org, revised Aug 2024.
- Pieroni, Valerio, 2023. "Energy shortages and aggregate demand: Output loss and unequal burden from HANK," European Economic Review, Elsevier, vol. 154(C).
- Krueger, Dirk & Uhlig, Harald, 2022.
"Neoclassical Growth with Limited Commitment,"
CEPR Discussion Papers
17757, C.E.P.R. Discussion Papers.
- Dirk Krueger & Harald Uhlig, 2024. "Neoclassical Growth with Limited Commitment," PIER Working Paper Archive 22-023, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Dirk Krueger & Harald Uhlig, 2024. "Neoclassical Growth with Limited Commitment," PIER Working Paper Archive 24-021, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Gizem Koşar & Davide Melcangi & Laura Pilossoph & David Wiczer, 2023.
"Stimulus through Insurance: The Marginal Propensity to Repay Debt,"
Staff Reports
1065, Federal Reserve Bank of New York.
- Gizem Koşar & Davide Melcangi & Laura Pilossoph & David Wiczer & Gizem Kosar, 2023. "Stimulus through Insurance: The Marginal Propensity to Repay Debt," CESifo Working Paper Series 10498, CESifo.
- Gizem Koşar & Davide Melcangi & Laura Pilossoph & David Wiczer, 2024. "Stimulus through Insurance: The Marginal Propensity to Repay Debt," FRB Atlanta Working Paper 14, Federal Reserve Bank of Atlanta.
- Koşar, Gizem & Melcangi, Davide & Pilossoph, Laura & Wiczer, David, 2023. "Stimulus through Insurance: The Marginal Propensity to Repay Debt," IZA Discussion Papers 16211, Institute of Labor Economics (IZA).
- Émilien Gouin‐Bonenfant & Alexis Akira Toda, 2023. "Pareto extrapolation: An analytical framework for studying tail inequality," Quantitative Economics, Econometric Society, vol. 14(1), pages 201-233, January.
- Langot, François & Malmberg, Selma & Tripier, Fabien & Hairault, Jean-Olivier, 2023. "The Macroeconomic and Redistributive Effects of Shielding Consumers from Rising Energy Prices: the French Experiment," CEPREMAP Working Papers (Docweb) 2305, CEPREMAP.
- Emmet Hall-Hoffarth, 2023. "Non-linear approximations of DSGE models with neural-networks and hard-constraints," Papers 2310.13436, arXiv.org.
- Soyoung Lee, 2023. "The Macroeconomic Effects of Debt Relief Policies During Recessions," Staff Working Papers 23-48, Bank of Canada.
- Niko Jaakkola & Florian Wagener & Florian O.O. Wagener, 2023. "Differential Games of Public Investment," CESifo Working Paper Series 10585, CESifo.
- Pierre Lavigne & Peter Tankov, 2023. "Decarbonization of financial markets: a mean-field game approach," Papers 2301.09163, arXiv.org.
- Rendahl, Pontus, 2022. "Continuous vs. discrete time: Some computational insights," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Hashimzade, Nigar & Kirsanov, Oleg & Kirsanova, Tatiana, 2023. "Distributional effects of endogenous discounting," Mathematical Social Sciences, Elsevier, vol. 122(C), pages 1-6.
- Matthieu Gomez, 2023. "Decomposing the Growth of Top Wealth Shares," Econometrica, Econometric Society, vol. 91(3), pages 979-1024, May.
- Shigeta, Yuki, 2022. "Quasi-hyperbolic discounting under recursive utility and consumption–investment decisions," Journal of Economic Theory, Elsevier, vol. 204(C).
- Juan Carlos Parra‐Alvarez & Olaf Posch & Mu‐Chun Wang, 2023. "Estimation of Heterogeneous Agent Models: A Likelihood Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(2), pages 304-330, April.
- Phelan, Thomas & Eslami, Keyvan, 2022. "Applications of Markov chain approximation methods to optimal control problems in economics," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Frederick Ploeg, 2023. "Fiscal Costs of Climate Policies: Role of Tax, Political, and Behavioural Distortions," De Economist, Springer, vol. 171(2), pages 119-137, June.
- Keyvan Eslami & Tom Phelan, 2023. "The Art of Temporal Approximation An Investigation into Numerical Solutions to Discrete and Continuous-Time Problems in Economics," Working Papers 23-10, Federal Reserve Bank of Cleveland.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Yves Achdou & Jiequn Han & Jean-Michel Lasry & Pierre-Louis Lionse & Benjamin Moll, 2022. "Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(1), pages 45-86.
- Yves Achdou & Jiequn Han & Jean-Michel Lasry & Pierre-Louis Lions & Benjamin Moll, 2017. "Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach," NBER Working Papers 23732, National Bureau of Economic Research, Inc.
- Khieu, Hoang & Wälde, Klaus, 2023.
"Capital income risk and the dynamics of the wealth distribution,"
Economic Modelling, Elsevier, vol. 122(C).
- Khieu, Hoang & Wälde, Klaus, 2018. "Capital Income Risk and the Dynamics of the Wealth Distribution," IZA Discussion Papers 11840, Institute of Labor Economics (IZA).
- Hoang Khieu & Klaus Wälde, 2018. "Capital Income Risk and the Dynamics of the Wealth Distribution," Working Papers 1814, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
- Hoang Khieu & Klaus Wälde, 2019. "Capital Income Risk and the Dynamics of the Wealth Distribution," CESifo Working Paper Series 7970, CESifo.
- Kaymak, Barıș & Leung, David & Poschke, Markus, 2020. "Accounting for Wealth Concentration in the US," IZA Discussion Papers 13082, Institute of Labor Economics (IZA).
- Matthias Birkner & Niklas Scheuer & Klaus Wälde, 2023.
"The dynamics of Pareto distributed wealth in a small open economy,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 76(2), pages 607-644, August.
- Matthias Birkner & Niklas Scheuer & Klaus Wälde, 2021. "The Dynamics of Pareto Distributed Wealth in a Small Open Economy," CESifo Working Paper Series 9058, CESifo.
- Birkner, Matthias & Scheuer, Niklas & Wälde, Klaus, 2022. "The Dynamics of Pareto Distributed Wealth in a Small Open Economy," VfS Annual Conference 2022 (Basel): Big Data in Economics 264080, Verein für Socialpolitik / German Economic Association.
- Xavier Gabaix & Jean‐Michel Lasry & Pierre‐Louis Lions & Benjamin Moll, 2016.
"The Dynamics of Inequality,"
Econometrica, Econometric Society, vol. 84, pages 2071-2111, November.
- Xavier Gabaix & Jean-Michel Lasry & Pierre-Louis Lions & Benjamin Moll, 2015. "The Dynamics of Inequality," NBER Working Papers 21363, National Bureau of Economic Research, Inc.
- Gabaix, Xavier & Lasry, Jean-Michel & Lions, Pierre-Louis & Moll, Benjamin, 2016. "The Dynamics of Inequality," Scholarly Articles 34651703, Harvard University Department of Economics.
- Gabaix, Xavier & Moll, Benjamin & Lasry, Jean-Michel & Lions, Pierre-Louis, 2015. "The Dynamics of Inequality," CEPR Discussion Papers 11028, C.E.P.R. Discussion Papers.
- Macnamara, Patrick & Pidkuyko, Myroslav & Rossi, Raffaele, 2024.
"Marginal tax rates and income in the long run: Evidence from a structural estimation,"
Journal of Monetary Economics, Elsevier, vol. 142(C).
- Patrick Macnamara & Myroslav Pidkuyko & Raffaele Rossi, 2021. "Marginal Tax Rates and Income in the Long Run: Evidence from a Structural Estimation," Economics Discussion Paper Series 2105, Economics, The University of Manchester, revised Jan 2022.
- Adrien Auclert & Ludwig Straub & Matthew Rognlie, 2019.
"Micro Jumps, Macro Humps: monetary policy and business cycles in an estimated HANK model,"
2019 Meeting Papers
1449, Society for Economic Dynamics.
- Auclert, Adrien & Rognlie, Matthew & Straub, Ludwig, 2020. "Micro Jumps, Macro Humps: Monetary Policy and Business Cycles in an Estimated HANK Model," CEPR Discussion Papers 14279, C.E.P.R. Discussion Papers.
- Adrien Auclert & Matthew Rognlie & Ludwig Straub, 2020. "Micro Jumps, Macro Humps: Monetary Policy and Business Cycles in an Estimated HANK Model," CESifo Working Paper Series 8051, CESifo.
- Adrien Auclert & Matthew Rognlie & Ludwig Straub, 2020. "Micro Jumps, Macro Humps: Monetary Policy and Business Cycles in an Estimated HANK Model," NBER Working Papers 26647, National Bureau of Economic Research, Inc.
- Dan Cao & Wenlan Luo, 2017.
"Persistent Heterogeneous Returns and Top End Wealth Inequality,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 26, pages 301-326, October.
- Dan Cao & Wenlan Luo, 2017. "Online Appendix to "Persistent Heterogeneous Returns and Top End Wealth Inequality"," Online Appendices 16-223, Review of Economic Dynamics.
- Gouin-Bonenfant, Emilien & Toda, Alexis Akira, 2018.
"Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality,"
University of California at San Diego, Economics Working Paper Series
qt90n2h2bb, Department of Economics, UC San Diego.
- Emilien Gouin-Bonenfant & Alexis Akira Toda, 2019. "Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality," 2019 Meeting Papers 152, Society for Economic Dynamics.
- Toshiaki Ogawa, 2020. "Liquidity Management of Heterogeneous Banks during the Great Recession," IMES Discussion Paper Series 20-E-05, Institute for Monetary and Economic Studies, Bank of Japan.
- Thomas Blanchet & Juliette Fournier & Thomas Piketty, 2022.
"Generalized Pareto Curves: Theory and Applications,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 68(1), pages 263-288, March.
- Thomas Blanchet & Juliette Fournier & Thomas Piketty, 2017. "Generalized Pareto Curves : Theory and Applications," Working Papers halshs-02658851, HAL.
- Thomas Blanchet & Juliette Fournier & Thomas Piketty, 2022. "Generalized Pareto Curves: Theory and Applications," Post-Print halshs-03760338, HAL.
- Thomas Blanchet & Juliette Fournier & Thomas Piketty, 2017. "Generalized Pareto Curves : Theory and Applications," PSE Working Papers halshs-02658851, HAL.
- Piketty, Thomas & Blanchet, Thomas & Fournier, Juliette, 2017. "Generalized Pareto Curves: Theory and Applications," CEPR Discussion Papers 12404, C.E.P.R. Discussion Papers.
- Thomas Blanchet & Juliette Fournier & Thomas Piketty, 2022. "Generalized Pareto Curves: Theory and Applications," PSE-Ecole d'économie de Paris (Postprint) halshs-03760338, HAL.
- Thomas Blanchet & Juliette Fournier & Thomas Piketty, 2017. "Generalized Pareto Curves : Theory and Applications," Working Papers 201703, World Inequality Lab.
- Thomas Blanchet & Juliette Fournier & Thomas Piketty, 2017. "Generalized Pareto Curves : Theory and Applications," World Inequality Lab Working Papers halshs-02658851, HAL.
- Florin Bilbiie & Xavier Ragot, 2021.
"Optimal Monetary Policy and Liquidity with Heterogeneous Households,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 71-95, July.
- Florin Bilbiie & Xavier Ragot, 2017. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03471839, HAL.
- Florin Bilbiie & Xavier Ragot, 2017. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," SciencePo Working papers hal-03471839, HAL.
- Florin Bilbiie & Xavier Ragot, 2017. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," Working Papers hal-03471839, HAL.
- Florin O Bilbiie & Xavier Ragot, 2020. "Optimal monetary policy and liquidity with heterogeneous households," SciencePo Working papers Main hal-03100875, HAL.
- Florin O Bilbiie & Xavier Ragot, 2020. "Optimal monetary policy and liquidity with heterogeneous households," Post-Print hal-03100875, HAL.
- Florin Bilbiie & Xavier Ragot, 2017. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," SciencePo Working papers Main hal-03471839, HAL.
- Florin Bilbiie & Xavier Ragot, 2021. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," Post-Print hal-03501417, HAL.
- Bilbiie, Florin & Ragot, Xavier, 2017. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," CEPR Discussion Papers 11814, C.E.P.R. Discussion Papers.
- Florin Bilbiie & Xavier Ragot, 2021. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," SciencePo Working papers Main hal-03501417, HAL.
- Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2017.
"Estimation of Heterogeneous Agent Models: A Likelihood Approach,"
CESifo Working Paper Series
6717, CESifo.
- Parra-Alvarez, Juan Carlos & Posch, Olaf & Wang, Mu-Chun, 2020. "Estimation of heterogeneous agent models: A likelihood approach," Discussion Papers 42/2020, Deutsche Bundesbank.
- Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2020. "Estimation of heterogeneous agent models: A likelihood approach," CREATES Research Papers 2020-05, Department of Economics and Business Economics, Aarhus University.
- Christian Bayer & Benjamin Born & Ralph Luetticke, 2024.
"Shocks, Frictions, and Inequality in US Business Cycles,"
American Economic Review, American Economic Association, vol. 114(5), pages 1211-1247, May.
- Christian Bayer & Ralph Luetticke, 2019. "Shocks, Frictions, and Inequality in US Business Cycles," 2019 Meeting Papers 256, Society for Economic Dynamics.
- Christian Bayer & Benjamin Born & Ralph Luetticke, 2020. "Shocks, Frictions, and Inequality in US Business Cycles," Discussion Papers 2003, Centre for Macroeconomics (CFM).
- Christian Bayer & Benjamin Born & Ralph Luetticke, 2020. "Shocks, Frictions, and Inequality in US Business Cycles," CESifo Working Paper Series 8085, CESifo.
- Bayer, Christian & Born, Benjamin & Luetticke, Ralph, 2020. "Shocks, Frictions, and Inequality in US Business Cycles," CEPR Discussion Papers 14364, C.E.P.R. Discussion Papers.
- François Le Grand & Xavier Ragot, 2022.
"Managing Inequality Over Business Cycles: Optimal Policies With Heterogeneous Agents And Aggregate Shocks,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(1), pages 511-540, February.
- xavier Ragot, 2019. "Managing Inequality over the Business Cycles: Optimal Policies with Heterogeneous Agents and Aggregate Shocks," 2019 Meeting Papers 1090, Society for Economic Dynamics.
- François Le Grand & Xavier Ragot, 2022. "Managing Inequality over Business Cycles: Optimal Policies with Heterogeneous Agents and Aggregate Shocks," Post-Print hal-03501381, HAL.
- François Le Grand & Xavier Ragot, 2022. "Managing Inequality over Business Cycles : Optimal Policies with Heterogeneous Agents and Aggregate Shocks," Post-Print hal-03601016, HAL.
- François Le Grand & Xavier Ragot, 2020. "Managing Inequality over Business Cycles: Optimal Policies with Heterogeneous Agents and Aggregate Shocks," SciencePo Working papers hal-03476095, HAL.
- François Le Grand & Xavier Ragot, 2020. "Managing Inequality over Business Cycles: Optimal Policies with Heterogeneous Agents and Aggregate Shocks," SciencePo Working papers Main hal-03476095, HAL.
- François Le Grand & Xavier Ragot, 2022. "Managing Inequality over Business Cycles: Optimal Policies with Heterogeneous Agents and Aggregate Shocks," SciencePo Working papers Main hal-03501381, HAL.
- François Le Grand & Xavier Ragot, 2020. "Managing Inequality over Business Cycles: Optimal Policies with Heterogeneous Agents and Aggregate Shocks," Working Papers hal-03476095, HAL.
- Ralph Luetticke, 2021.
"Transmission of Monetary Policy with Heterogeneity in Household Portfolios,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 1-25, April.
- Luetticke, Ralph, 2018. "Transmission of monetary policy with heterogeneity in household portfolios," LSE Research Online Documents on Economics 90377, London School of Economics and Political Science, LSE Library.
- Ralph Luetticke, 2018. "Transmission of Monetary Policy with Heterogeneity in Household Portfolios," Discussion Papers 1819, Centre for Macroeconomics (CFM).
- Benhabib, Jess & Bisin, Alberto & Zhu, Shenghao, 2015. "The wealth distribution in Bewley economies with capital income risk," Journal of Economic Theory, Elsevier, vol. 159(PA), pages 489-515.
- Kase, Hanno & Melosi, Leonardo & Rottner, Matthias, 2022.
"Estimating Nonlinear Heterogeneous Agents Models with Neural Networks,"
CEPR Discussion Papers
17391, C.E.P.R. Discussion Papers.
- Kase, Hanno & Melosi, Leonardo & Rottner, Matthias, 2024. "Estimating Nonlinear Heterogeneous Agent Models with Neural Networks," The Warwick Economics Research Paper Series (TWERPS) 1499, University of Warwick, Department of Economics.
- Krueger, D. & Mitman, K. & Perri, F., 2016.
"Macroeconomics and Household Heterogeneity,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 843-921,
Elsevier.
- Dirk Krueger & Kurt Mitman & Fabrizio Perri, 2016. "Macroeconomics and Household Heterogeneity," NBER Working Papers 22319, National Bureau of Economic Research, Inc.
- Mitman, Kurt & Krueger, Dirk & Perri, Fabrizio, 2016. "Macroeconomics and Household Heterogeneity," CEPR Discussion Papers 11308, C.E.P.R. Discussion Papers.
- Dirk Krueger & Kurt Mitman & Fabrizio Perri, 2016. "Macroeconomics and Household Heterogeneity," Staff Report 529, Federal Reserve Bank of Minneapolis.
More about this item
Keywords
wealth distribution; heterogeneous a; consumption; inequality; continuous time;All these keywords.
JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D31 - Microeconomics - - Distribution - - - Personal Income and Wealth Distribution
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- D14 - Microeconomics - - Household Behavior - - - Household Saving; Personal Finance
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CWA-2022-02-28 (Central and Western Asia)
- NEP-DGE-2022-02-28 (Dynamic General Equilibrium)
- NEP-MAC-2022-02-28 (Macroeconomics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ehl:lserod:107422. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: LSERO Manager (email available below). General contact details of provider: https://edirc.repec.org/data/lsepsuk.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.