Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty |
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Authors: | Wouter J. Den Haan Kenneth L. Judd Michel Juillard |
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Affiliation: | aUniversity of Amsterdam and CEPR, Netherlands;bStanford University and NBER, USA;cCEPREMAP and University Paris 8, France |
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Abstract: | This paper describes the first model considered in the computational suite project that compares different numerical algorithms. It is an incomplete markets economy with a continuum of agents and an inequality (borrowing) constraint. |
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Keywords: | Numerical solutions Simulations Approximations |
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