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Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents
10 references·11 citing·48 second hop
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this work references cited by second hop

References

  • 1998Income and Wealth Heterogeneity in the Macroeconomy2,299 cited
  • 2000A Guide to Modern Econometrics1,762 cited
  • 2007Asset pricing with idiosyncratic risk and overlapping generations349 cited
  • 1997INCOME AND WEALTH HETEROGENEITY, PORTFOLIO CHOICE, AND EQUILIBRIUM ASSET RETURNS328 cited
  • 2008Solving heterogeneous-agent models by projection and perturbation266 cited
  • 2007Asset Pricing with Limited Risk Sharing and Heterogeneous Agents239 cited
  • 1989Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods229 cited
  • 2009Solving the incomplete markets model with aggregate uncertainty using the Krusell–Smith algorithm and non-stochastic simulations221 cited
  • 2003Computing equilibrium in OLG models with stochastic production163 cited
  • 2000Accuracy of Numerical Solutions Using the Euler Equation Residuals124 cited

Cited by

  • 2011Entry, Exit, Firm Dynamics, and Aggregate Fluctuations109 cited
  • 2011A Multiplier Approach to Understanding the Macro Implications of Household Finance96 cited
  • 2018A method for solving and estimating heterogeneous agent macro models94 cited
  • 2010Comparison of solutions to the incomplete markets model with aggregate uncertainty94 cited

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  • 2018The Market for Used Capital: Endogenous Irreversibility and Reallocation over the Business Cycle89 cited
  • 2017The Housing Boom and Bust: Model Meets Evidence85 cited
  • 2021Global Banks and Systemic Debt Crises31 cited
  • 2019MONETARY POLICY AND INEQUALITY: HOW DOES ONE AFFECT THE OTHER?19 cited
  • 2017Customer Capital, Markup Cyclicality, and Amplification17 cited
  • 2016Macroeconomics and Household Heterogeneity16 cited
  • 2011In‡ation Dynamics and Time-Varying Uncertainty: New Evidence and an Ss Interpretation14 cited