[PDF][PDF] An algorithm to solve heterogenous agent models with aggregate uncertainty

J Favilukis - researchgate.net
General equilibrium models with heterogeneous agents are very difficult to solve because
the wealth distribution, a multidimensional and infinite object, must be part of the state …

An algorithm to solve heterogenous agent models with aggregate uncertainty

J Favilukis, SC Ludvigson, A Lynch, TJ Sargent… - 2007 - eprints.lse.ac.uk
General equilibrium models with heterogeneous agents are very difficult to solve because
the wealth distribution, a multidimensional and infinite object, must be part of the state …

[PDF][PDF] An Algorithm to Solve Heterogeneous Agent Models with Aggregate Uncertainty

J Favilukis - 2007 - Citeseer
General equilibrium models with heterogeneous agents are very difficult to solve because
the wealth distribution, a multidimensional and infinite object, must be part of the state …