Solving heterogenous-agent models with parameterized cross-sectional distributions

Open Access
Authors
Publication date 2008
Journal Journal of Economic Dynamics & Control
Volume | Issue number 32 | 3
Pages (from-to) 875-908
Number of pages 34
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Abstract
A new algorithm is developed to solve models with heterogeneous agents and aggregate uncertainty. Projection methods are the main building blocks of the algorithm and - in contrast to the most popular solution procedure - simulations only play a very minor role. The paper also develops a new simulation procedure that not only avoids cross-sectional sampling variation but is 10 (66) times faster than simulating an economy with 10,000 (100,000) agents. Because it avoids cross-sectional sampling variation, it can generate an accurate representation of the whole cross-sectional distribution. Finally, the paper outlines a set of accuracy tests.

Document type Article
Published at https://doi.org/10.1016/j.jedc.2007.03.007
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Final peer-reviewed manuscript (post-print) (Accepted author manuscript)
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