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Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
11 references·15 citing·43 second hop
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this work references cited by second hop

References

  • 1997Credit Cycles5,254 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach2,901 cited
  • 1998Numerical Methods in Economics2,587 cited
  • 2000Recursive Macroeconomic Theory1,589 cited
  • 1996Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing650 cited
  • 2010Evaluating the effects of incomplete markets on risk sharing nad asset pricing586 cited
  • 2016Can Small Deviations from Rationality Make Significant Differences to Economic Equilibria441 cited
  • 2011CONSUMPTION AND SAVING OVER THE LIFE CYCLE: HOW IMPORTANT ARE CONSUMER DURABLES?389 cited
  • 1994Stationary Markov Equilibria276 cited
  • 1994Accuracy in Simulations236 cited

Cited by

  • 2009The Market Price of Aggregate Risk and the Wealth Distribution166 cited
  • 2016Phasing out the GSEs96 cited
  • 2005Accuracy of Simulations for Stochastic Dynamic Models86 cited
  • 2005Competitive equilibria of economies with a continuum of consumers and aggregate shocks83 cited
  • 2005

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The Market Price of Aggregate Risk and the Wealth Distribution
83 cited
  • 2010The method of endogenous gridpoints with occasionally binding constraints among endogenous variables80 cited
  • 2019Financial integration and growth in a risky world64 cited
  • 2022DEEP EQUILIBRIUM NETS64 cited
  • 2006Can Housing Collateral Explain Long-Run Swings in Asset Returns?62 cited
  • 2015Loss aversion, survival and asset prices49 cited
  • 2015International portfolios: A comparison of solution methods47 cited
  • 2018A Macroeconomic Model with Financially Constrained Producers and Intermediaries35 cited
  • 2007Harsh default penalties lead to Ponzi schemes30 cited
  • 2015Portfolio and welfare consequences of debt market dominance29 cited
  • 2016Financial Regulation in a Quantitative Model of The Modern Banking System28 cited