Elisabeth Proehl

University of Amsterdam - Amsterdam School of Economics (ASE)

Roetersstraat 11

Amsterdam, North Holland 1018 WB

Netherlands

SCHOLARLY PAPERS

2

DOWNLOADS

724

CITATIONS

0

Scholarly Papers (2)

1.

Approximating Equilibria with Ex-Post Heterogeneity and Aggregate Risk

Swiss Finance Institute Research Paper No. 17-63
Number of pages: 45 Posted: 21 Jun 2015 Last Revised: 13 Feb 2019
Elisabeth Proehl
University of Amsterdam - Amsterdam School of Economics (ASE)
Downloads 669 (37,077)

Abstract:

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Dynamic stochastic general equilibrium, Incomplete markets, Heterogeneous agents, Aggregate uncertainty, Convergence, Numerical solutions, Polynomial chaos

2.

Existence and Uniqueness of Recursive Equilibria With Aggregate and Idiosyncratic Risk

Number of pages: 36 Posted: 10 Oct 2018 Last Revised: 14 Feb 2019
Elisabeth Proehl
University of Amsterdam - Amsterdam School of Economics (ASE)
Downloads 55 (367,079)

Abstract:

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Existence, Uniqueness, Dynamic stochastic general equilibrium, Incomplete markets, Heterogeneous agents, Aggregate uncertainty, Convergence