create a website

Solving Heterogeneous Agent Models with Non-convex Optimization Problems: Linearization and Beyond %. (2019). Reiter, Michael.
In: 2019 Meeting Papers.
RePEc:red:sed019:1048.

Full description at Econpapers || Download paper

Cited: 3

Citations received by this document

Cites: 22

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Deep learning classification: Modeling discrete labor choice. (2022). Maliar, Serguei.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:135:y:2022:i:c:s016518892100230x.

    Full description at Econpapers || Download paper

  2. Idiosyncratic Shocks, Lumpy Investment and the Monetary Transmission Mechanism. (2020). Sveen, Tommy ; Reiter, Michael ; Weinke, Lutz.
    In: IHS Working Paper Series.
    RePEc:ihs:ihswps:16.

    Full description at Econpapers || Download paper

  3. Estimating linearized heterogeneous agent models using panel data. (2020). Reiter, Michael ; Papp, Tamas K.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:115:y:2020:i:c:s0165188920300506.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Ahn, S., G. Kaplan, B. Moll, T. Winberry, and C. Wolf (2018). When Inequality Matters for Macro and Macro Matters for Inequality. NBER Macroeconomics Annual 32(1), 1–75.

  2. Antoulas, A. C. (1999). Approximation of linear dynamical systems. In J. Webster (Ed.), Wiley Encyclopedia of Electrical and Electronics Engineering, volume 11. Wiley.
    Paper not yet in RePEc: Add citation now
  3. Antoulas, A. C. (2005). Approximation of Large-Scale Dynamical Systems. SIAM.
    Paper not yet in RePEc: Add citation now
  4. Bhandari, A., D. Evans, M. Golosov, and T. J. Sargent (2018, June). Inequality, Business Cycles, and Monetary-Fiscal Policy. NBER Working Papers 24710, National Bureau of Economic Research, Inc.

  5. Bloom, N., M. Floetotto, N. Jaimovich, I. S. Eksten, and S. J. Terry (2018, May). Really Uncertain Business Cycles. Econometrica 86(3), 1031–1065.

  6. Boppart, T., P. Krusell, and K. Mitman (2018). Exploiting MIT shocks in heterogeneousagent economies: the impulse response as a numerical derivative. Journal of Economic Dynamics and Control 89(C), 68–92.

  7. Chang, Y. and S.-B. Kim (2007). Heterogeneity and aggregation: Implications for labormarket fluctuations. American Economic Review 97(5), 1939–1956.

  8. Childers, D. (2016). On the Solution and Application of Rational Expectations Models with Function-Valued States. 2016 Meeting Papers 807, Society for Economic Dynamics.

  9. Costain, J. and A. Nakov (2011). Distributional dynamics under smoothly state-dependent pricing. Journal of Monetary Economics 58(6), 646–665.

  10. Fernández-Villaverde, J., S. Hurtado, and G. Nuno (2018). Financial Frictions and the Wealth Distribution. Technical report. Manuscript.

  11. Judd, K. L., L. Maliar, and S. Maliar (2012). Merging simulation and projection approaches to solve high-dimensional problems. NBER Working Papers 18501, National Bureau of Economic Research, Inc.

  12. Khan, A. and J. K. Thomas (2008). Idiosyncratic shocks and the role of noncenvixities in plant and aggregate investment dynamics. Econometrica 76(2), 395–436.

  13. Krusell, P. and A. A. Smith (1998). Income and wealth heterogeneity in the macroeconomy. Journal of Political Economy 106(5), 867–96.

  14. Kubler, F. and S. Scheidegger (2018). Self-justified equilibria: Existence and computation. Manuscript, University of Zurich.

  15. McKay, A. and R. Reis (2016, January). The Role of Automatic Stabilizers in the U.S. Business Cycle. Econometrica 84, 141–194.
    Paper not yet in RePEc: Add citation now
  16. Mertens, T. M. and K. L. Judd (2017). Solving an incomplete markets model with a large cross-section of agents. ? Reiter, M. (2009). Solving heterogenous agent models by projection and perturbation. Journal of Economic Dynamics and Control 33(3), 649–665.
    Paper not yet in RePEc: Add citation now
  17. Reiter, M. (2010a). Approximate and almost-exact aggregation in dynamic stochastic heterogeneous-agent models. IHS Working Paper 258.

  18. Reiter, M. (2010b). Solving the incomplete markets model with aggregate uncertainty by backward induction. Journal of Economic Dynamics and Control 34(1), 28–35.

  19. Reiter, M., T. Sveen, and L. Weinke (2013). Lumpy investment and the monetary transmission mechanism. Journal of Monetary Economics 60(7), 821–834.

  20. Takahashi, S. (2014, April). Heterogeneity and Aggregation: Implications for Labor-Market Fluctuations: Comment. American Economic Review 104(4), 1446–60.

  21. Winberry, T. (2018). A toolbox for solving and estimating heterogeneous agent macro models. Quantitative Economics, forthcoming.

  22. Young, E. 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 34(1), 36–41.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Repeated Transition Method and the Nonlinear Business Cycle with the Corporate Saving Glut. (2022). Lee, Hanbaek.
    In: MPRA Paper.
    RePEc:pra:mprapa:115887.

    Full description at Econpapers || Download paper

  2. Applying the Explicit Aggregation Algorithm to Heterogeneous Macro Models. (2020). Sunakawa, Takeki.
    In: Computational Economics.
    RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09914-x.

    Full description at Econpapers || Download paper

  3. Liquidity Management of Heterogeneous Banks during the Great Recession. (2020). Ogawa, Toshiaki.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:20-e-05.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  5. The income fluctuation problem and the evolution of wealth. (2020). Toda, Alexis Akira ; Stachurski, John ; Ma, Qingyin.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:187:y:2020:i:c:s0022053120300107.

    Full description at Econpapers || Download paper

  6. Estimating linearized heterogeneous agent models using panel data. (2020). Reiter, Michael ; Papp, Tamas K.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:115:y:2020:i:c:s0165188920300506.

    Full description at Econpapers || Download paper

  7. Inequality over the Business Cycle – The Role of Distributive Shocks. (2020). Eydam, Ulrich ; Clemens, Marius ; Heinemann, Maik.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1852.

    Full description at Econpapers || Download paper

  8. Shocks, Frictions, and Inequality in US Business Cycles. (2020). Luetticke, Ralph ; Born, Benjamin ; Bayer, Christian.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14364.

    Full description at Econpapers || Download paper

  9. Shocks, Frictions, and Inequality in US Business Cycles. (2020). Luetticke, Ralph ; Born, Benjamin ; Bayer, Christian.
    In: Discussion Papers.
    RePEc:cfm:wpaper:2003.

    Full description at Econpapers || Download paper

  10. The Liquidity Channel of Fiscal Policy. (2020). Luetticke, Ralph ; Born, Benjamin ; Bayer, Christian.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8374.

    Full description at Econpapers || Download paper

  11. Shocks, Frictions, and Inequality in US Business Cycles. (2020). Born, Benjamin ; Bayer, Christian ; Luetticke, Ralph.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8085.

    Full description at Econpapers || Download paper

  12. Heterogeneity and the Dynamic Effects of Aggregate Shocks. (2020). Tryphonides, Andreas.
    In: Papers.
    RePEc:arx:papers:2007.14022.

    Full description at Econpapers || Download paper

  13. Den Strukturwandel meistern. Jahresgutachten 2019/20. (2019). Wieland, Volker ; Truger, Achim ; Schnabel, Isabel ; Schmidt, Christoph M ; Feld, Lars P.
    In: Annual Economic Reports / Jahresgutachten.
    RePEc:zbw:svrwjg:201920.

    Full description at Econpapers || Download paper

  14. Aggregate Precautionary Savings Motives. (2019). Mabille, Pierre.
    In: 2019 Meeting Papers.
    RePEc:red:sed019:344.

    Full description at Econpapers || Download paper

  15. QUALITATIVE SURVEYS AND MARGINS OF ADJUSTMENT IN HETEROGENEOUS AGENT ECONOMIES. (2019). Tryphonides, Andreas.
    In: 2019 Meeting Papers.
    RePEc:red:sed019:1415.

    Full description at Econpapers || Download paper

  16. Managing Inequality over the Business Cycles: Optimal Policies with Heterogeneous Agents and Aggregate Shocks. (2019). Ragot, Xavier.
    In: 2019 Meeting Papers.
    RePEc:red:sed019:1090.

    Full description at Econpapers || Download paper

  17. Solving Heterogeneous Agent Models with Non-convex Optimization Problems: Linearization and Beyond %. (2019). Reiter, Michael.
    In: 2019 Meeting Papers.
    RePEc:red:sed019:1048.

    Full description at Econpapers || Download paper

  18. A Bayesian Estimation of HANK models with Continuous Time Approach:Comparison between US and Japan. (2019). Iiboshi, Hirokuni ; Hasumi, Ryo.
    In: MPRA Paper.
    RePEc:pra:mprapa:92292.

    Full description at Econpapers || Download paper

  19. Financial Frictions and the Wealth Distribution. (2019). Nuño Barrau, Galo ; Hurtado, Samuel ; Fernandez-Villaverde, Jesus ; Nuno, Galo.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:19-015.

    Full description at Econpapers || Download paper

  20. Financial Frictions and the Wealth Distribution. (2019). Nuño Barrau, Galo ; Hurtado, Samuel ; Fernandez-Villaverde, Jesus ; Nuo, Galo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26302.

    Full description at Econpapers || Download paper

  21. 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.

    Full description at Econpapers || Download paper

  22. Heterogeneity and monetary policy. (2019). Turdaliev, Nurlan.
    In: Journal of Economics.
    RePEc:kap:jeczfn:v:128:y:2019:i:2:d:10.1007_s00712-018-0649-6.

    Full description at Econpapers || Download paper

  23. Dimensions of Inequality in Japan: Distributions of Earnings, Income and Wealth between 1984 and 2014. (2019). Yamada, Tomoaki ; Kitao, Sagiri ; Sagiri, Kitao.
    In: Discussion papers.
    RePEc:eti:dpaper:19034.

    Full description at Econpapers || Download paper

  24. The invariant distribution of wealth and employment status in a small open economy with precautionary savings. (2019). Walde, Klaus ; Rendall, Alan D ; Bayer, Christian.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:85:y:2019:i:c:p:17-37.

    Full description at Econpapers || Download paper

  25. Consumption, welfare, and stochastic population dynamics when technology shocks are (Un)tied. (2019). Tsuboi, Mizuki.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:79:y:2019:i:c:p:74-85.

    Full description at Econpapers || Download paper

  26. Financial Frictions and the Wealth Distribution. (2019). Fernandez-Villaverde, Jesus ; Nuo, Galo ; Hurtado, Samuel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14002.

    Full description at Econpapers || Download paper

  27. 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.

    Full description at Econpapers || Download paper

  28. Macroeconomic Shocks and Racial Labour Market Differences in the U.S.. (2019). Giedeman, Daniel ; Compton, Ryan ; Hoover, Gary A.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8004.

    Full description at Econpapers || Download paper

  29. Capital Income Risk and the Dynamics of the Wealth Distribution. (2019). Walde, Klaus ; Khieu, Hoang.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7970.

    Full description at Econpapers || Download paper

  30. Falling Behind: Has Rising Inequality Fueled the American Debt Boom?. (2018). Greimel, Fabian ; Drechsel-Grau, Moritz.
    In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
    RePEc:zbw:vfsc18:181585.

    Full description at Econpapers || Download paper

  31. The New View on Fiscal Policy and its Implications for the European Monetary Union. (2018). Pekanov, Atanas .
    In: WIFO Working Papers.
    RePEc:wfo:wpaper:y:2018:i:562.

    Full description at Econpapers || Download paper

  32. Inequality, Business Cycles, and Monetary-Fiscal Policy. (2018). Sargent, Thomas ; Golosov, Mikhail ; Evans, David ; Bhandari, Anmol.
    In: Working Papers.
    RePEc:ste:nystbu:18-26.

    Full description at Econpapers || Download paper

  33. Optimal Trend Inflation. (2018). Weber, Henning ; Adam, Klaus.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:782.

    Full description at Econpapers || Download paper

  34. Falling Behind: Has Rising Inequality Fueled the American Debt Boom?. (2018). Greimel, Fabian ; Drechsel-Grau, Moritz.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:1032.

    Full description at Econpapers || Download paper

  35. Equilibrium Analysis in the Behavioral Neoclassical Growth Model. (2018). Jensen, Martin ; Acemoglu, Daron.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25363.

    Full description at Econpapers || Download paper

  36. Stochastic accumulation of human capital and welfare in the Uzawa–Lucas model: an analytical characterization. (2018). Tsuboi, Mizuki.
    In: Journal of Economics.
    RePEc:kap:jeczfn:v:125:y:2018:i:3:d:10.1007_s00712-018-0604-6.

    Full description at Econpapers || Download paper

  37. Redistribution from the Cradle to the Grave: A Unified Approach to Heterogeneity in Age, Income and Wealth. (2018). Weil, Pierre.
    In: 2018 Papers.
    RePEc:jmp:jm2018:pwe433.

    Full description at Econpapers || Download paper

  38. Capital Income Risk and the Dynamics of the Wealth Distribution. (2018). Wälde, Klaus ; Khieu, Hoang ; Walde, Klaus.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp11840.

    Full description at Econpapers || Download paper

  39. Optimal Trend Inflation. (2018). Weber, Henning ; Adam, Klaus.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:18-e-07.

    Full description at Econpapers || Download paper

  40. The Credit Risk of Chinese Households – A Micro-Level Assessment. (2018). Sun, Rongrong ; Funke, Michael ; Zhu, Linxu.
    In: CFDS Discussion Paper Series.
    RePEc:fds:dpaper:201803.

    Full description at Econpapers || Download paper

  41. Transmission of monetary policy with heterogeneity in household portfolios. (2018). Luetticke, Ralph.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:90377.

    Full description at Econpapers || Download paper

  42. Transmission of Monetary Policy with Heterogeneity in Household Portfolios. (2018). Luetticke, Ralph.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1819.

    Full description at Econpapers || Download paper

  43. The Invariant Distribution of Wealth and Employment Status in a Small Open Economy with Precautionary Savings. (2018). Wälde, Klaus ; Walde, Klaus ; Rendall, Alan D ; Bayer, Christian.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7397.

    Full description at Econpapers || Download paper

  44. Optimal Trend Inflation. (2018). Weber, Henning ; Adam, Klaus.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7028.

    Full description at Econpapers || Download paper

  45. The credit risk of Chinese households : A micro-level assessment. (2018). Sun, Rongrong ; Funke, Michael ; Zhu, Linxu.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2018_012.

    Full description at Econpapers || Download paper

  46. Optimal trend inflation. (2017). Weber, Henning ; Adam, Klaus.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:579.

    Full description at Econpapers || Download paper

  47. Optimal trend inflation. (2017). Weber, Henning ; Adam, Klaus.
    In: Discussion Papers.
    RePEc:zbw:bubdps:252017.

    Full description at Econpapers || Download paper

  48. Exploiting MIT Shocks in Heterogeneous-Agent Economies: The Impulse Response as a Numerical Derivative. (2017). Mitman, Kurt ; Krusell, Per ; Boppart, Timo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24138.

    Full description at Econpapers || Download paper

  49. Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach. (2017). Moll, Benjamin ; Lions, Pierre-Louis ; Lasry, Jean-Michel ; Han, Jiequn ; Achdou, Yves.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23732.

    Full description at Econpapers || Download paper

  50. Exploiting MIT Shocks in Heterogeneous-Agent Economies: The Impulse Response as a Numerical Derivative. (2017). Mitman, Kurt ; Boppart, Timo ; Krusell, Per.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12520.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-22 23:52:44 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy