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

Peter Hammond and Yeneng Sun ()

Economic Theory, 2008, vol. 36, issue 2, 303-325

Keywords: Large economy; Event-wise measurable conditional probabilities; Exchangeability; Conditional independence; Monte Carlo convergence; Monte Carlo σ-algebra; Stochastic macro structure; C00; D80; E00 (search for similar items in EconPapers)
Date: 2008
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Working Paper: Monte Carlo Simulation of Macroeconomic Risk with a Continuum Agents: The General Case (2007)
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DOI: 10.1007/s00199-007-0279-7

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