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Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks

Citations

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Cited by:

  1. Halket, Jonathan R, 2012. "Existence of an equilibrium in incomplete markets with discrete choices and many markets," Economics Discussion Papers 2875, University of Essex, Department of Economics.
  2. Francisco J. Buera & Yongseok Shin, 2013. "Financial Frictions and the Persistence of History: A Quantitative Exploration," Journal of Political Economy, University of Chicago Press, vol. 121(2), pages 221-272.
  3. Kaas, Leo, 2023. "Block-recursive equilibria in heterogeneous-agent models," Journal of Economic Theory, Elsevier, vol. 212(C).
  4. Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2010. "Competitive equilibria in infinite-horizon collateralized economies with default penalties," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 703, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  5. Thomas J. Sargent & John Stachurski, 2024. "Dynamic Programming: Finite States," Papers 2401.10473, arXiv.org.
  6. Bar Light, 2019. "General equilibrium in a heterogeneous-agent incomplete-market economy with many consumption goods and a risk-free bond," Papers 1906.06810, arXiv.org, revised Mar 2021.
  7. repec:spo:wpecon:info:hdl:2441/6bl2553ksc9vlq1fltjs9h1cht is not listed on IDEAS
  8. 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.
  9. François Grand & Xavier Ragot, 2016. "Incomplete markets and derivative assets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(3), pages 517-545, August.
  10. François Le Grand & Xavier Ragot, 2017. "Optimal Fiscal Policy with Heterogeneous Agents and Aggregate Shocks," Working Papers hal-03458683, HAL.
  11. repec:hal:wpspec:info:hdl:2441/8823 is not listed on IDEAS
  12. repec:hal:spmain:info:hdl:2441/41rhqgovpp8hnq9i7ndtl26ltm is not listed on IDEAS
  13. Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2009. "Quantitative Macroeconomics with Heterogeneous Households," Annual Review of Economics, Annual Reviews, vol. 1(1), pages 319-354, May.
  14. Harenberg, Daniel, 2018. "Asset pricing in OLG economies with borrowing constraints and idiosyncratic income risk," SAFE Working Paper Series 229, Leibniz Institute for Financial Research SAFE.
  15. 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.
  16. repec:hal:spmain:info:hdl:2441/6bl2553ksc9vlq1fltjs9h1cht is not listed on IDEAS
  17. Grand, François Le & Ragot, Xavier, 2018. "A class of tractable incomplete-market models for studying asset returns and risk exposure," European Economic Review, Elsevier, vol. 103(C), pages 39-59.
  18. Jianjun Miao & Pengfei Wang, "undated". "Does Lumpy Investment Matter for Business Cycles?," Boston University - Department of Economics - Working Papers Series wp2010-002, Boston University - Department of Economics.
  19. Ma, Qingyin & Stachurski, John & Toda, Alexis Akira, 2020. "The income fluctuation problem and the evolution of wealth," Journal of Economic Theory, Elsevier, vol. 187(C).
  20. Jesús Fernández‐Villaverde & Samuel Hurtado & Galo Nuño, 2023. "Financial Frictions and the Wealth Distribution," Econometrica, Econometric Society, vol. 91(3), pages 869-901, May.
  21. Muffasir Badshah & Paul Beaumont & Anuj Srivastava, 2013. "Computing Equilibrium Wealth Distributions in Models with Heterogeneous-Agents, Incomplete Markets and Idiosyncratic Risk," Computational Economics, Springer;Society for Computational Economics, vol. 41(2), pages 171-193, February.
  22. repec:spo:wpmain:info:hdl:2441/41rhqgovpp8hnq9i7ndtl26ltm is not listed on IDEAS
  23. Jang Ok Cho & Hyo-Youn Chu & Hyung Seok E. Kim & Jaywon Lee, 2016. "Productivity Distribution and Economic Growth," Korean Economic Review, Korean Economic Association, vol. 32, pages 23-40.
  24. Cao, Dan, 2020. "Recursive equilibrium in Krusell and Smith (1998)," Journal of Economic Theory, Elsevier, vol. 186(C).
  25. 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.
  26. repec:hal:wpspec:info:hdl:2441/8845 is not listed on IDEAS
  27. Krueger, Dirk & Lustig, Hanno, 2010. "When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?," Journal of Economic Theory, Elsevier, vol. 145(1), pages 1-41, January.
  28. repec:spo:wpmain:info:hdl:2441/8823 is not listed on IDEAS
  29. Rodrigo Jardim Raad, 2016. "Recursive equilibrium with Price Perfect Foresight and a minimal state space," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(1), pages 1-54, January.
  30. Moritz Kuhn, 2013. "Recursive Equilibria In An Aiyagari‐Style Economy With Permanent Income Shocks," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(3), pages 807-835, August.
  31. Reiter, Michael, 2009. "Solving heterogeneous-agent models by projection and perturbation," Journal of Economic Dynamics and Control, Elsevier, vol. 33(3), pages 649-665, March.
  32. Luo, Yulei & Young, Eric R., 2009. "The Wealth Distribution And The Demand For Status," Macroeconomic Dynamics, Cambridge University Press, vol. 13(S1), pages 1-30, May.
  33. repec:esx:essedp:711 is not listed on IDEAS
  34. Jianjun Miao, 2005. "Optimal Capital Structure and Industry Dynamics," Journal of Finance, American Finance Association, vol. 60(6), pages 2621-2659, December.
  35. Zhigang Feng & Jianjun Miao & Adrian Peralta‐Alva & Manuel S. Santos, 2014. "Numerical Simulation Of Nonoptimal Dynamic Equilibrium Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(1), pages 83-110, February.
  36. Manuel Santos & Jianjun Miao, 2005. "Numerical Solution of Dynamic Non-Optimal Economies," 2005 Meeting Papers 266, Society for Economic Dynamics.
  37. Krueger, Dirk & Lustig, Hanno, 2006. "The Irrelevance of Market Incompleteness for the Price of Aggregate Risk," CEPR Discussion Papers 5936, C.E.P.R. Discussion Papers.
  38. Kam, Timothy & Lee, Junsang, 2014. "On stationary recursive equilibria and nondegenerate state spaces: The Huggett model," Journal of Mathematical Economics, Elsevier, vol. 50(C), pages 156-159.
  39. repec:spo:wpmain:info:hdl:2441/1p7ctioc2n80gp0icks5dssdsa is not listed on IDEAS
  40. François Legrand & Xavier Ragot, 2016. "Optimal policy with heterogeneous agents and aggregate shocks : An application to optimal public debt dynamics," 2016 Meeting Papers 1272, Society for Economic Dynamics.
  41. Richard M. H. Suen, 2009. "Bounding the CRRA Utility Functions," Working Papers 200902, University of California at Riverside, Department of Economics, revised Feb 2009.
  42. repec:spo:wpecon:info:hdl:2441/8845 is not listed on IDEAS
  43. repec:spo:wpmain:info:hdl:2441/6bl2553ksc9vlq1fltjs9h1cht is not listed on IDEAS
  44. repec:hal:wpspec:info:hdl:2441/6bl2553ksc9vlq1fltjs9h1cht is not listed on IDEAS
  45. Açıkgöz, Ömer T., 2018. "On the existence and uniqueness of stationary equilibrium in Bewley economies with production," Journal of Economic Theory, Elsevier, vol. 173(C), pages 18-55.
  46. repec:hal:spmain:info:hdl:2441/1p7ctioc2n80gp0icks5dssdsa is not listed on IDEAS
  47. Jensen Christian, 2016. "On the macroeconomic effects of heterogeneous productivity shocks," The B.E. Journal of Macroeconomics, De Gruyter, vol. 16(1), pages 1-23, January.
  48. Dan Vu Cao, 2010. "Collateral Shortages, Asset Price And Investment Volatility With Heterogeneous Beliefs," 2010 Meeting Papers 1233, Society for Economic Dynamics.
  49. Marta Faias & Jaime Luque, 2017. "Endogenous formation of security exchanges," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(2), pages 331-355, August.
  50. repec:spo:wpecon:info:hdl:2441/8823 is not listed on IDEAS
  51. Manjira Datta & Kevin L. Reffett, 2005. "Isotone Recursive Methods: the Case of Homogeneous Agents," Tinbergen Institute Discussion Papers 05-012/2, Tinbergen Institute.
  52. Agnieszka Wiszniewska-Matyszkiel, 2014. "Open and Closed Loop Nash Equilibria in Games with a Continuum of Players," Journal of Optimization Theory and Applications, Springer, vol. 160(1), pages 280-301, January.
  53. Nie, Guangyu, 2020. "Marriage squeeze, marriage age and the household savings rate in China," Journal of Development Economics, Elsevier, vol. 147(C).
  54. John Stachurski, 2009. "Economic Dynamics: Theory and Computation," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262012774, April.
  55. repec:hal:spmain:info:hdl:2441/8823 is not listed on IDEAS
  56. Hanno Lustig, "undated". "When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn)," UCLA Economics Online Papers 380, UCLA Department of Economics.
  57. repec:hal:spmain:info:hdl:2441/8845 is not listed on IDEAS
  58. Tom Krebs, 2006. "Recursive equilibrium in endogenous growth models with incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 29(3), pages 505-523, November.
  59. Zhijun Zhao, 2011. "Preference Relativity, Ambiguity and Social Welfare Evaluation," Working Papers 352011, Hong Kong Institute for Monetary Research.
  60. Stephen J. Terry, 2017. "Alternative Methods for Solving Heterogeneous Firm Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(6), pages 1081-1111, September.
  61. Wang, Neng, 2007. "An equilibrium model of wealth distribution," Journal of Monetary Economics, Elsevier, vol. 54(7), pages 1882-1904, October.
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