Monte Carlo simulation of macroeconomic risk with a continuum of agents: The general case

Monte Carlo simulation of macroeconomic risk with a continuum of agents: The general case

10.1007/s00199-007-0279-7

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Bibliographic Details
Main Authors: Hammond, P.J., Sun, Y.
Other Authors: ECONOMICS
Format: Article
Published: 2011
Subjects:
Conditional independence
Event-wise measurable conditional probabilities
Exchangeability
Large economy
Monte Carlo ?-algebra
Monte Carlo convergence
Stochastic macro structure
Online Access:http://scholarbank.nus.edu.sg/handle/10635/20014
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/20014

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