Kim, Sunghyun Henry; Kollmann, Robert; Kim, Jinill - In: Journal of Economic Dynamics and Control 34 (2010) 1, pp. 50-58
We use a perturbation method to solve the incomplete markets model with aggregate uncertainty described in den Haan et al. [Computational suite of models with heterogeneous agents: incomplete markets and model uncertainty. Journal of Economic Dynamics & Control, this issue]. To apply that...