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https://hdl.handle.net/10419/26780
Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | Rausch, Sebastian | en |
dc.contributor.author | Rutherford, Thomas F. | en |
dc.date.accessioned | 2007-07-02 | - |
dc.date.accessioned | 2009-08-06T09:01:45Z | - |
dc.date.available | 2009-08-06T09:01:45Z | - |
dc.date.issued | 2007 | - |
dc.identifier.isbn | 978-3-86788-009-1 | en |
dc.identifier.uri | http://hdl.handle.net/10419/26780 | - |
dc.description.abstract | This paper develops a decomposition algorithm by which a market economy with many households may be solved through the computation of equilibria for a sequence of representative agent economies. The paper examines local and global convergence properties of the sequential recalibration (SR) algorithm. SR is then demonstrated to efficiently solve Auerbach-Kotlikoff OLG models with a large number of heterogeneous households. We approximate equilibria in OLG models by solving a sequence of related Ramsey optimal growth problems.This approach can provide improvements in both efficiency and robustness as compared with simultaneous solution-methods. | en |
dc.language.iso | eng | en |
dc.publisher | |aRheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) |cEssen | en |
dc.relation.ispartofseries | |aRuhr Economic Papers |x15 | en |
dc.subject.jel | C68 | en |
dc.subject.jel | C81 | en |
dc.subject.jel | D61 | en |
dc.subject.jel | D91 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | Computable general equilibrium | en |
dc.subject.keyword | overlapping generations | en |
dc.subject.keyword | microsimulation | en |
dc.subject.keyword | sequential recalibration | en |
dc.subject.stw | CGE-Modelling | en |
dc.subject.stw | Allgemeines Gleichgewicht | en |
dc.subject.stw | Dekompositionsverfahren | en |
dc.subject.stw | Overlapping Generations | en |
dc.subject.stw | Theorie | en |
dc.title | Computation of Equilibria in OLG Models with Many Heterogeneous Households | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 534690505 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:zbw:rwirep:15 | en |
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