Monte Carlo simulation of macroeconomic risk with a continuum of agents: The general case
10.1007/s00199-007-0279-7
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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 |
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Conditional independence Event-wise measurable conditional probabilities Exchangeability Large economy Monte Carlo ?-algebra Monte Carlo convergence Stochastic macro structure |
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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 |
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10.1007/s00199-007-0279-7 |
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ECONOMICS |
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ECONOMICS Hammond, P.J. Sun, Y. |
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Article |
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Hammond, P.J. Sun, Y. |
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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 |
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2011 |
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http://scholarbank.nus.edu.sg/handle/10635/20014 |
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1781410104796512256 |