Some useful results for the simulation of non optimal general equilibrium economies

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Fil: Pierri, Damian. Universidad de San Andrés. Departamento de Economía; Argentina.

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Autor principal: Pierri, Damian
Otros Autores: Heymann, Daniel
Formato: Tesis Tesis de maestría updatedVersion
Lenguaje:Inglés
Publicado: Universidad de San Andrés. Departamento de Economía 2022
Acceso en línea:http://hdl.handle.net/10908/18970
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Repositorio Digital - Universidad de San Andrés (UdeSa) de Universidad de San Andrés
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spelling I37-R143-10908-189702025-01-20T15:21:02Z Some useful results for the simulation of non optimal general equilibrium economies Pierri, Damian Heymann, Daniel Fil: Pierri, Damian. Universidad de San Andrés. Departamento de Economía; Argentina. This paper investigates the empirical evaluation of infinite horizon non-optimal economies by means of numerical simulations. In particular, the paper answers the following question: is it possible to derive a general framework which guarantees that numerical simulations truly reflect the behavior of endogenous variables in the model?. Under mild assumptions, this paper provides an affirmative answer to this question for endowment economies with incomplete markets and infinitely many exogenous states. For this type of models, the paper presents an accurate calibration method. For economies with finitely many shocks, even under stronger assumptions, it is only possible to show that a numerically computable, time independent and recursive representation of the sequential equilibrium generates a stationary Markov process, which is a necessary condition to answer the above mentioned question. 2022-02-14T15:45:38Z 2022-02-14T15:45:38Z 2017-05 Tesis info:eu-repo/semantics/masterThesis info:ar-repo/semantics/tesis de maestría info:eu-repo/semantics/updatedVersion Pierri, D. (2017). Some useful results for the simulation of non optimal general equilibrium economies. [Tesis de maestría, Universidad de San Andrés. Departamento de Economía]. Repositorio Digital San Andrés. http://hdl.handle.net/10908/18970 http://hdl.handle.net/10908/18970 eng info:eu-repo/semantics/openAccess https://creativecommons.org/licenses/by-nc-nd/4.0/ application/pdf application/pdf Universidad de San Andrés. Departamento de Economía
institution Universidad de San Andrés
institution_str I-37
repository_str R-143
collection Repositorio Digital - Universidad de San Andrés (UdeSa)
language Inglés
description Fil: Pierri, Damian. Universidad de San Andrés. Departamento de Economía; Argentina.
author2 Heymann, Daniel
author_facet Heymann, Daniel
Pierri, Damian
format Tesis
Tesis de maestría
Tesis de maestría
updatedVersion
author Pierri, Damian
spellingShingle Pierri, Damian
Some useful results for the simulation of non optimal general equilibrium economies
author_sort Pierri, Damian
title Some useful results for the simulation of non optimal general equilibrium economies
title_short Some useful results for the simulation of non optimal general equilibrium economies
title_full Some useful results for the simulation of non optimal general equilibrium economies
title_fullStr Some useful results for the simulation of non optimal general equilibrium economies
title_full_unstemmed Some useful results for the simulation of non optimal general equilibrium economies
title_sort some useful results for the simulation of non optimal general equilibrium economies
publisher Universidad de San Andrés. Departamento de Economía
publishDate 2022
url http://hdl.handle.net/10908/18970
work_keys_str_mv AT pierridamian someusefulresultsforthesimulationofnonoptimalgeneralequilibriumeconomies
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