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

• Main Authors: Hammond, P.J., Sun, Y.
• 其他作者: ECONOMICS
• 格式: Article
• 出版: 2011
• 主題: Conditional independence; Event-wise measurable conditional probabilities; Exchangeability; Large economy; Monte Carlo ?-algebra; Monte Carlo convergence; Stochastic macro structure
• 在線閱讀: http://scholarbank.nus.edu.sg/handle/10635/20014
• 機構: National University of Singapore

10.1007/s00199-007-0279-7