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

10.1007/s00199-007-0279-7

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Main Authors: Hammond, P.J., Sun, Y.
Other Authors: ECONOMICS
Format: Article
Published: 2011
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Online Access:http://scholarbank.nus.edu.sg/handle/10635/20014
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-200142023-10-31T07:30:27Z Monte Carlo simulation of macroeconomic risk with a continuum of agents: The general case Hammond, P.J. Sun, Y. ECONOMICS Conditional independence Event-wise measurable conditional probabilities Exchangeability Large economy Monte Carlo ?-algebra Monte Carlo convergence Stochastic macro structure 10.1007/s00199-007-0279-7 Economic Theory 36 2 303-325 2011-02-24T06:55:36Z 2011-02-24T06:55:36Z 2008 Article Hammond, P.J., Sun, Y. (2008). Monte Carlo simulation of macroeconomic risk with a continuum of agents: The general case. Economic Theory 36 (2) : 303-325. ScholarBank@NUS Repository. https://doi.org/10.1007/s00199-007-0279-7 09382259 14320479 http://scholarbank.nus.edu.sg/handle/10635/20014 000256084600007 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Conditional independence
Event-wise measurable conditional probabilities
Exchangeability
Large economy
Monte Carlo ?-algebra
Monte Carlo convergence
Stochastic macro structure
spellingShingle Conditional independence
Event-wise measurable conditional probabilities
Exchangeability
Large economy
Monte Carlo ?-algebra
Monte Carlo convergence
Stochastic macro structure
Hammond, P.J.
Sun, Y.
Monte Carlo simulation of macroeconomic risk with a continuum of agents: The general case
description 10.1007/s00199-007-0279-7
author2 ECONOMICS
author_facet ECONOMICS
Hammond, P.J.
Sun, Y.
format Article
author Hammond, P.J.
Sun, Y.
author_sort Hammond, P.J.
title Monte Carlo simulation of macroeconomic risk with a continuum of agents: The general case
title_short Monte Carlo simulation of macroeconomic risk with a continuum of agents: The general case
title_full Monte Carlo simulation of macroeconomic risk with a continuum of agents: The general case
title_fullStr Monte Carlo simulation of macroeconomic risk with a continuum of agents: The general case
title_full_unstemmed Monte Carlo simulation of macroeconomic risk with a continuum of agents: The general case
title_sort monte carlo simulation of macroeconomic risk with a continuum of agents: the general case
publishDate 2011
url http://scholarbank.nus.edu.sg/handle/10635/20014
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