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https://doi.org/10.1007/s00199-007-0279-7
| Title: | Monte Carlo simulation of macroeconomic risk with a continuum of agents: The general case | Authors: | Hammond, P.J. Sun, Y. |
Keywords: | Conditional independence Event-wise measurable conditional probabilities Exchangeability Large economy Monte Carlo ?-algebra Monte Carlo convergence Stochastic macro structure |
Issue Date: | 2008 | Citation: | Hammond, P.J., Sun, Y. (2008). Monte Carlo simulation of macroeconomic risk with a continuum of agents: The general case. Economic Theory 36 (2) : 303-325. ScholarBank@NUS Repository. https://doi.org/10.1007/s00199-007-0279-7 | Source Title: | Economic Theory | URI: | http://scholarbank.nus.edu.sg/handle/10635/20014 | ISSN: | 09382259 14320479 |
DOI: | 10.1007/s00199-007-0279-7 |
| Appears in Collections: | Staff Publications |
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