Solving General Equilibrium Models with Incomplete Markets and Many Assets

This paper presents a new numerical method for solving general equilibrium models with many assets. The method can be applied to models where there are heterogeneous agents, time-varying investment opportunity sets, and incomplete markets. It also can be used to study models where the equilibrium dy...

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Bibliographic details
Main Author: Hnatkovska, Viktoria
Evans, Martin
Format: Paper
Language: English
Place of publication: National Bureau of Economic Research 01.10.2005
Data of publication: 20051001
Series: NBER Technical Working Paper Series
Online Access: Fulltext
Database: NBER Working Papers
National Bureau of Economic Research Publications
NBER Technical Working Papers Archive
Database information Databases - DBIS