Recursive equilibria in an Aiyagari style economy with permanent income shocks
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- 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.
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- Ruitu Xu & Yifei Min & Tianhao Wang & Zhaoran Wang & Michael I. Jordan & Zhuoran Yang, 2023. "Finding Regularized Competitive Equilibria of Heterogeneous Agent Macroeconomic Models with Reinforcement Learning," Papers 2303.04833, arXiv.org.
- Moritz Kuhn & Gašper Ploj, 2020.
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- Kuhn, Moritz & Ploj, Gasper, 2020. "Job stability, earnings dynamics, and life-cycle savings," CEPR Discussion Papers 15460, C.E.P.R. Discussion Papers.
- Kuhn, Moritz & Ploj, Gasper, 2020. "Job Stability, Earnings Dynamics, and Life-Cycle Savings," IZA Discussion Papers 13887, Institute of Labor Economics (IZA).
- Ma, Qingyin & Stachurski, John & Toda, Alexis Akira, 2022.
"Unbounded dynamic programming via the Q-transform,"
Journal of Mathematical Economics, Elsevier, vol. 100(C).
- Qingyin Ma & John Stachurski & Alexis Akira Toda, 2020. "Unbounded Dynamic Programming via the Q-Transform," Papers 2012.00219, arXiv.org, revised Mar 2021.
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More about this item
Keywords
Permanent income shocks; incomplete markets; dynamic general equilibrium; heterogeneous agents;All these keywords.
JEL classification:
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- D51 - Microeconomics - - General Equilibrium and Disequilibrium - - - Exchange and Production Economies
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
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