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Solving an incomplete markets model with a large cross-section of agents. (2018). Mertens, Thomas M ; Judd, Kenneth L.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:91:y:2018:i:c:p:349-368.

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  1. Using the Sequence?Space Jacobian to Solve and Estimate Heterogeneous?Agent Models. (2021). Straub, Ludwig ; Rognlie, Matthew ; Bardoczy, Bence ; Auclert, Adrien.
    In: Econometrica.
    RePEc:wly:emetrp:v:89:y:2021:i:5:p:2375-2408.

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  2. Solving discrete time heterogeneous agent models with aggregate risk and many idiosyncratic states by perturbation. (2020). Luetticke, Ralph ; Bayer, Christian.
    In: Quantitative Economics.
    RePEc:wly:quante:v:11:y:2020:i:4:p:1253-1288.

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  3. Computing Equilibria of Stochastic Heterogeneous Agent Models Using Decision Rule Histories. (2020). Veracierto, Marcelo.
    In: Working Paper Series.
    RePEc:fip:fedhwp:92776.

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  4. Computing Equilibria of Stochastic Heterogeneous Agent Models Using Decision Rule Histories. (2020). Veracierto, Marcelo.
    In: Working Paper Series.
    RePEc:fip:fedhwp:87509.

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  5. The rise of passive investing and index-linked comovement. (2020). Gregoire, Vincent.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302992.

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  6. Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models. (2019). Rognlie, Matthew ; Auclert, Adrien ; Straub, Ludwig ; Bardoczy, Bence.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26123.

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  7. Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models. (2019). Auclert, Adrien ; Straub, Ludwig ; Rognlie, Matthew ; Bardoczy, Bence.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13890.

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