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Buch Cover Mastering Heterogeneous Agent Models

Patrick Brock, Christian Schlag
Springer International Publishing
85.59 € · Hardcover

Heterogeneous Agent Models Endogenous Gridpoint Method Aggregate Uncertainty Value Function Iteration Numerical Dynamic Programming Krusell-Smith Algorithm Discrete State Space Methods Finite Upwind Difference Scheme Value Function Inequality Constraints Aiyagari Model Solution Kuhn Tucker Value Function Inequality Constraints Dynamic Programming Representative Agent Models Stochastic Optimal Control Problems Discrete Time

This textbook provides a comprehensive and accessible guide to solving heterogeneous agent models in Economics and Finance, building upon representative agent frameworks. Designed for advanced master’s students, Ph.D. candidates, and researchers, it systematically introduces the numerical tools an...

Mastering Heterogeneous Agent Models

Patrick Brock, Christian Schlag
Springer International Publishing
€ · eBook

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