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Economics
Econ-ARK

Solving heterogeneous agent models in discrete time with many idiosyncratic states by perturbation methods

Abstract

Code that solves models from the paper of Bayer and Luetikke, “Solving heterogeneous agent models in discrete time with many idiosyncratic states by perturbation methods”.

Bayer Luetticke (2018)

Binder

“Code that solves models from the paper of Bayer and Lueticke (2018), “Solving heterogeneous agent models in discrete time with many idiosyncratic states by perturbation methods”.”

References

Bayer, C., & Luetticke, R. (2018). Solving discrete time heterogeneous agent models with aggregate risk and many idiosyncratic states by perturbation. Working paper, CEPR Discussion Paper No. DP13071.

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