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Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach

Citations

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Cited by:

  1. 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.
  2. Khieu, Hoang & Wälde, Klaus, 2023. "Capital income risk and the dynamics of the wealth distribution," Economic Modelling, Elsevier, vol. 122(C).
  3. Dirk Krueger & Fulin Li & Harald Uhlig, 2024. "Neoclassical Growth Transition Dynamics with One-Sided Commitment," PIER Working Paper Archive 24-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  4. Zongwu Cai & Hongwei Mei & Rui Wang, 2024. "Model Specification Tests of Heterogenous Agent Models with Aggregate Shocks under Partial Information," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202405, University of Kansas, Department of Economics, revised Feb 2024.
  5. Dmitriy Sergeyev & Chen Lian & Yuriy Gorodnichenko, 2023. "The Economics of Financial Stress," NBER Working Papers 31285, National Bureau of Economic Research, Inc.
  6. Zhouzhou Gu & Mathieu Lauri`ere & Sebastian Merkel & Jonathan Payne, 2024. "Global Solutions to Master Equations for Continuous Time Heterogeneous Agent Macroeconomic Models," Papers 2406.13726, arXiv.org.
  7. NIREI Makoto & OIKAWA Koki & OROKU Masahiro, 2024. "Economic Growth through Basic Research by Firms: A science linkage approach," Discussion papers 24013, Research Institute of Economy, Trade and Industry (RIETI).
  8. Muneta Yokomatsu & Thomas Schinko & Junko Mochizuki & Armon Rezai, 2024. "Climate-related Disaster and Human Capital Investment in the Global South — Household Heterogeneity and Growth," Economics of Disasters and Climate Change, Springer, vol. 8(2), pages 351-383, July.
  9. Yves Achdou & Guillaume Carlier & Quentin Petit & Daniela Tonon, 2024. "A mean field model for the interactions between firms on the markets of their inputs," Mathematics and Financial Economics, Springer, volume 18, number 2, February.
  10. Emmet Hall-Hoffarth, 2023. "Non-linear approximations of DSGE models with neural-networks and hard-constraints," Papers 2310.13436, arXiv.org.
  11. Soyoung Lee, 2023. "The Macroeconomic Effects of Debt Relief Policies During Recessions," Staff Working Papers 23-48, Bank of Canada.
  12. Victor Duarte & Diogo Duarte & Dejanir H. Silva, 2024. "Machine Learning for Continuous-Time Finance," CESifo Working Paper Series 10909, CESifo.
  13. Niko Jaakkola & Florian Wagener & Florian O.O. Wagener, 2023. "Differential Games of Public Investment," CESifo Working Paper Series 10585, CESifo.
  14. Fernando Alvarez & Francesco Lippi & Panagiotis Souganidis, 2023. "Price Setting With Strategic Complementarities as a Mean Field Game," Econometrica, Econometric Society, vol. 91(6), pages 2005-2039, November.
  15. Hashimzade, Nigar & Kirsanov, Oleg & Kirsanova, Tatiana, 2023. "Distributional effects of endogenous discounting," Mathematical Social Sciences, Elsevier, vol. 122(C), pages 1-6.
  16. Krueger, Dirk & Uhlig, Harald, 2022. "Neoclassical Growth with Limited Commitment," CEPR Discussion Papers 17757, C.E.P.R. Discussion Papers.
  17. 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.
  18. Andrea Modena & Luca Regis, 2024. "Capital risk, fiscal policy, and the distribution of wealth," Mathematics and Financial Economics, Springer, volume 18, number 8, February.
  19. James B. Davies & Rodrigo Lluberas & Daniel Waldenström & James Davies, 2024. "Long-Term Trends in the Distribution of Wealth and Inheritance," CESifo Working Paper Series 11183, CESifo.
  20. Gatt, William, 2024. "Wealth inequality and the distributional effects of maximum loan-to-value ratio policy," Journal of Economic Dynamics and Control, Elsevier, vol. 164(C).
  21. Gaillard, Alexandre & Hellwig, Christian & Wangner, Philipp & Werquin, Nicolas, 2023. "Consumption, Wealth, and Income Inequality: A Tale of Tails," CEPR Discussion Papers 18666, C.E.P.R. Discussion Papers.
  22. Marco Ranaldi & Elisa Palagi, 2022. "Heterogeneity in Macroeconomics: The Compositional Inequality Perspective," LEM Papers Series 2022/30, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  23. Cuciniello, Vincenzo & Michelacci, Claudio & Paciello, Luigi, 2023. "Subsidizing Business Entry in Competitive Credit Markets," CEPR Discussion Papers 18335, C.E.P.R. Discussion Papers.
  24. Marta Cota & Ante Sterc, 2024. "Financial Skills and Search in the Mortgage Market," CERGE-EI Working Papers wp780, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  25. Yujie Yang & Chenxing Zhang & Wenwen Hou, 2024. "CBDC, cash, and financial intermediary in HANK," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 23(3), pages 383-420, September.
  26. 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.
  27. Schesch, Constantin, 2024. "Pseudospectral methods for continuous-time heterogeneous-agent models," Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).
  28. Thomas J. Sargent & John Stachurski, 2024. "Dynamic Programming: Finite States," Papers 2401.10473, arXiv.org.
  29. Pierre Lavigne & Peter Tankov, 2023. "Decarbonization of financial markets: a mean-field game approach," Papers 2301.09163, arXiv.org.
  30. 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.
  31. Erhan Bayraktar & Indrajit Mitra & Jingjie Zhang, 2024. "Countercyclical unemployment benefits: a general equilibrium analysis of transition dynamics," Mathematics and Financial Economics, Springer, volume 18, number 3, February.
  32. Toda, Alexis Akira & Walsh, Kieran James, 2024. "Recent advances on uniqueness of competitive equilibrium," Journal of Mathematical Economics, Elsevier, vol. 113(C).
  33. Marcello D’Amato & Christian Di Pietro & Marco M. Sorge, 2024. "Left and right: a tale of two tails of the wealth distribution," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(4), pages 1389-1433, December.
  34. 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.
  35. Boucekkine, Raouf & Chakraborty, Shankha & Goenka, Aditya & Liu, Lin, 2024. "Economic epidemiological modelling: A progress report," Journal of Mathematical Economics, Elsevier, vol. 113(C).
  36. David Staines, 2023. "Stochastic Equilibrium the Lucas Critique and Keynesian Economics," Papers 2312.16214, arXiv.org, revised Jun 2024.
  37. Parro, Francisco, 2024. "Unveiling the impact of income taxes on inequality in a HACT model," Journal of Macroeconomics, Elsevier, vol. 79(C).
  38. Yang, C.C. & Zhao, Xueya & Zhu, Shenghao, 2023. "Tax progressivity and the Pareto tail of income distributions," Economics Letters, Elsevier, vol. 231(C).
  39. Pieroni, Valerio, 2023. "Energy shortages and aggregate demand: Output loss and unequal burden from HANK," European Economic Review, Elsevier, vol. 154(C).
  40. Raouf Boucekkine & Shankha Chakraborty & Aditya Goenka & Lin Liu, 2024. "A Brief Tour of Economic Epidemiology Modelling," LIDAM Discussion Papers IRES 2024002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  41. Andrea Monaco & Matteo Ghio & Adamaria Perrotta, 2024. "Wealth dynamics in a multi-aggregate closed monetary system," Papers 2401.09871, arXiv.org.
  42. Rendahl, Pontus, 2022. "Continuous vs. discrete time: Some computational insights," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
  43. Shigeta, Yuki, 2022. "Quasi-hyperbolic discounting under recursive utility and consumption–investment decisions," Journal of Economic Theory, Elsevier, vol. 204(C).
  44. 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.
  45. Ráfales, Jonatan & Vázquez, Carlos, 2024. "Jump–diffusion productivity models in equilibrium problems with heterogeneous agents," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 225(C), pages 313-331.
  46. Holmberg, Johan & Simmons, Michael & Trapeznikova, Ija, 2024. "Parental Wealth and Early Labor Market Outcomes," Umeå Economic Studies 1029, Umeå University, Department of Economics.
  47. 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).
  48. Lambert Dong, 2024. "Strategic complementarities as stochastic control under sticky price," Papers 2403.19847, arXiv.org.
  49. 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.
  50. Carbonari, Lorenzo & Maurici, Filippo, 2023. "Firm heterogeneity, financial frictions and ambiguity," Journal of Economic Dynamics and Control, Elsevier, vol. 155(C).
  51. Fei Li & Charles Murry & Can Tian & Yiyi Zhou, 2024. "Inventory Management In Decentralized Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(1), pages 431-470, February.
  52. Andrew Lyasoff, 2023. "Self-Aware Transport of Economic Agents," Papers 2303.12567, arXiv.org, revised Aug 2024.
  53. Xu, Shaofeng & Liu, Tao & Liu, Fengliang, 2024. "On the role of automation in an epidemic," Journal of Economic Dynamics and Control, Elsevier, vol. 160(C).
  54. 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.
  55. Max Greenberg & H. Oliver Gao, 2024. "Twenty-five years of random asset exchange modeling," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 97(6), pages 1-27, June.
  56. Matthieu Gomez, 2023. "Decomposing the Growth of Top Wealth Shares," Econometrica, Econometric Society, vol. 91(3), pages 979-1024, May.
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