Computing Markov perfect Nash equilibria: numerical implications of a dynamic differentiated product model

Paul McGuire and Ariel Pakes

No 58, Discussion Paper / Institute for Empirical Macroeconomics from Federal Reserve Bank of Minneapolis

Keywords: Econometric; models (search for similar items in EconPapers)
Date: 1992
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://www.minneapolisfed.org/research/common/pub_detail.cfm?pb_autonum_id=56 (application/pdf)
http://www.minneapolisfed.org/research/DP/DP58.pdf

Related works:
Journal Article: Computing Markov-Perfect Nash Equilibria: Numerical Implications of a Dynamic Differentiated Product Model (1994)
Working Paper: Computing Markov Perfect Nash Equilibria: Numerical Implications of a Dynamic Differentiated Product Model (1992)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fip:fedmem:58

Ordering information: This working paper can be ordered from

Access Statistics for this paper

More papers in Discussion Paper / Institute for Empirical Macroeconomics from Federal Reserve Bank of Minneapolis Contact information at EDIRC.
Bibliographic data for series maintained by Jannelle Ruswick ( this e-mail address is bad, please contact ).