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   Posted by Algan and Juillard (20/03/2007)
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In SITE 2005, we agreed to proceed at least in three steps: Algan and Juillard (20/03/2007)

In SITE 2004, we agreed to proceed at least in three steps:

Description of the model

Comments

  • Document of March 2007: PROBLEM B - Heterogeneous agent models

Algan and Juillard (20/03/2007)

In SITE 2004, we agreed to proceed at least in three steps: - Solve the incomplete market economy with only idiosyncratic risks and exogenous interest rates. Compare the accuracy of the different methods to solve for individual policy rules. - Solve the incomplete market economy with only idiosyncratic risks but with endogenous interest rates. Proceed to the same accuracy comparison. - Solve the incomplete market economy with both aggregate risks and idiosyncratic risks. We agreed to all work with the same specification and to start from a common benchmark specification. The details of the model and of the parameterization are given in the attached document.

JedcTestsuiteWiki: ModelsDescription (last edited 2009-03-25 17:13:22 by localhost)