Maliar, Lilia; Maliar, Serguei; Valli, Fernando - In: Journal of Economic Dynamics and Control 34 (2010) 1, pp. 42-49
This paper studies the properties of the solution to the heterogeneous agents model in Den Haan et al. [2009. Computational suite of models with heterogeneous agents: incomplete markets and aggregate uncertainty. Journal of Economic Dynamics and Control, this issue]. To solve for the individual...