Approximate Aggregation
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Eric Young, 2002. "Code for "Approximate Aggregation"," QM&RBC Codes 149, Quantitative Macroeconomics & Real Business Cycles, revised Apr 2005.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Den Haan, Wouter J., 2010.
"Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(1), pages 79-99, January.
- Den Haan, Wouter, 2008. "Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents," CEPR Discussion Papers 6971, C.E.P.R. Discussion Papers.
- Francisco Covas & Shigeru Fujita, 2007. "Private risk premium and aggregate uncertainty in the model of uninsurable investment risk," Working Papers 07-30, Federal Reserve Bank of Philadelphia.
- Algan, Yann & Allais, Olivier & Den Haan, Wouter J., 2008.
"Solving heterogeneous-agent models with parameterized cross-sectional distributions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 875-908, March.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2006. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," PSE Working Papers halshs-00589129, HAL.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Working Papers hal-01065666, HAL.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Working Papers hal-01065663, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2008. "Solving heterogeneous-agent models with paramaterized cross-sectional distribution," PSE-Ecole d'économie de Paris (Postprint) halshs-00754295, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2006. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Working Papers halshs-00589129, HAL.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2008. "Solving heterogeneous-agent models with paramaterized cross-sectional distribution," Post-Print halshs-00754295, HAL.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2006. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," SciencePo Working papers Main hal-01065663, HAL.
- Yann Algan & Olivier Allais & Wouter den Haan, 2008. "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Post-Print hal-03596370, HAL.
- Den Haan, Wouter & Algan, Yann & Allais, Olivier, 2007. "Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions," CEPR Discussion Papers 6062, C.E.P.R. Discussion Papers.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2007. "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," SciencePo Working papers Main hal-01065666, HAL.
- Young, Eric R., 2010. "Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm and non-stochastic simulations," Journal of Economic Dynamics and Control, Elsevier, vol. 34(1), pages 36-41, January.
- Luo, Yulei & Zou, Heng-fu, 2008. "Uninsurable Entrepreneurial Risk, Capital Market Imperfections, and Heterogeneity in the Macroeconomy," MPRA Paper 59450, University Library of Munich, Germany.
- Covas Francisco & Fujita Shigeru, 2011. "Private Equity Premium and Aggregate Uncertainty in a Model of Uninsurable Investment Risk," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-36, July.
- Ouyang, Min, 2009.
"The scarring effect of recessions,"
Journal of Monetary Economics, Elsevier, vol. 56(2), pages 184-199, March.
- Min Ouyang, 2005. "The Scarring Effect of Recessions," Computing in Economics and Finance 2005 205, Society for Computational Economics.
- Min Ouyang, 2005. "The Scarring Effect of Recessions," Working Papers 050609, University of California-Irvine, Department of Economics.
- Marco Cozzi, 2015.
"The Krusell–Smith Algorithm: Are Self-Fulfilling Equilibria Likely?,"
Computational Economics, Springer;Society for Computational Economics, vol. 46(4), pages 653-670, December.
- Marco Cozzi, 2014. "The Krusell-smith Algorithm: Are Self-fulfilling Equilibria Likely?," Working Paper 1323, Economics Department, Queen's University.
- Andrea Pescatori, 2007. "Incomplete markets and households’ exposure to interest rate and inflation risk: implications for the monetary policy maker," Working Papers (Old Series) 0709, Federal Reserve Bank of Cleveland.
- Min Ouyang, 2006. "Plant Life Cycle and Aggregate Employment Dynamics," Working Papers 050632, University of California-Irvine, Department of Economics.
- Luo, Yulei & Gong, Liutang & Zou, Heng-fu, 2010.
"A Note On Entrepreneurial Risk, Capital Market Imperfections, And Heterogeneity,"
Macroeconomic Dynamics, Cambridge University Press, vol. 14(2), pages 269-284, April.
- Yulei Luo & Liutang Gong & Heng-fu Zou, 2010. "A Note on Entrepreneurial Risk, Capital Market Imperfections, and Heterogeneity," CEMA Working Papers 409, China Economics and Management Academy, Central University of Finance and Economics.
- Takeki Sunakawa, 2020. "Applying the Explicit Aggregation Algorithm to Heterogeneous Macro Models," Computational Economics, Springer;Society for Computational Economics, vol. 55(3), pages 845-874, March.
- Bruce Preston & Mauro Roca, 2007. "Incomplete Markets, Heterogeneity and Macroeconomic Dynamics," NBER Working Papers 13260, National Bureau of Economic Research, Inc.
- Rodolphe Buda, 2008. "Two Dimensional Aggregation Procedure: An Alternative to the Matrix Algebraic Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 31(4), pages 397-408, May.
More about this item
Keywords
Aggregation; Approximation; Business Cycles;All these keywords.
JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
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:sce:scecf5:141. 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.
We have no bibliographic references for this item. You can help adding them by using 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: Christopher F. Baum (email available below). General contact details of provider: https://edirc.repec.org/data/sceeeea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.