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Asymptotic Expansion Methods for Dynamic Models with Incomplete Asset Markets

Author

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  • Kenneth L. Judd

Abstract

No abstract is available for this item.

Suggested Citation

  • Kenneth L. Judd, 2002. "Asymptotic Expansion Methods for Dynamic Models with Incomplete Asset Markets," Computing in Economics and Finance 2002 289, Society for Computational Economics.
    • Handle: RePEc:sce:scecf2:289
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    Citations

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    Cited by:

    1. Coeurdacier, Nicolas & Rey, Hélène & Winant, Pablo, 2020. "Financial integration and growth in a risky world," Journal of Monetary Economics, Elsevier, vol. 112(C), pages 1-21.
    2. Miguel Faria-e-Castro, 2019. "A Quantitative Analysis of Countercyclical Capital Buffers," Working Papers 2019-008, Federal Reserve Bank of St. Louis, revised 01 Jan 2020.
    3. Gian Domenico Sarolli, 2016. "Pump up the Volume: Income Risk and Counter-cyclical Asset Trading," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 42(4), pages 594-610, September.

    More about this item

    Keywords

    Asset markets; rational expectations; perturbation methods;
    All these keywords.

    JEL classification:

    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques

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