An interior-point algorithm for computing equilibria in economies with incomplete asset markets
نویسندگان
چکیده
منابع مشابه
An interior-point algorithm for computing equilibria in economies with incomplete asset markets
Computing equilibria in general equilibria models with incomplete asset (GEI) markets is technically difficult. The standard numerical methods for computing these equilibria are based on homotopy methods. Despite recent advances in computational economics, much more can be done to enlarge the catalog of techniques for computing GEI equilibria. This paper presents an interior point algorithm tha...
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ژورنال
عنوان ژورنال: Journal of Economic Dynamics and Control
سال: 2008
ISSN: 0165-1889
DOI: 10.1016/j.jedc.2007.02.008