STUDIES ON EMPIRICAL ANALYSIS OF MACROECONOMIC MODELS WITH HETEROGENEOUS AGENTS

Kazufumi YAMANA
This dissertation consists of four chapters studying the nonlinear stochastic dynamic optimization model with heterogeneous agents. In general, heterogeneity in economics is generally categorized into three groups following Browning, Hansen and Heckman (1999) and Blundell and Stoker (2005) : (i) heterogeneity in individual tastes
doi:10.15057/28171 fatcat:lxoml3i2d5emffng2qbpcbeija