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DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks
[article]
2021
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agent models with aggregate shocks. ...
We propose an efficient, reliable, and interpretable global solution method, $\textit{Deep learning-based algorithm for Heterogeneous Agent Models, DeepHAM}$, for solving high dimensional heterogeneous ...
DeepHAM can handle complex HA models with aggregate shocks and provide a global solution. ...
doi:10.48550/arxiv.2112.14377
fatcat:7q5usejg6vdutbtwibja3ardeu