Monte Carlo simulation of macroeconomic risk with a continuum of agents: The general case

Please use this identifier to cite or link to this item: https://doi.org/10.1007/s00199-007-0279-7

DC Field	Value
dc.title	Monte Carlo simulation of macroeconomic risk with a continuum of agents: The general case
dc.contributor.author	Hammond, P.J.
dc.contributor.author	Sun, Y.
dc.date.accessioned	2011-02-24T06:55:36Z
dc.date.available	2011-02-24T06:55:36Z
dc.date.issued	2008
dc.identifier.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
dc.identifier.issn	09382259
dc.identifier.issn	14320479
dc.identifier.uri	http://scholarbank.nus.edu.sg/handle/10635/20014
dc.description.uri	http://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1007/s00199-007-0279-7
dc.source	Scopus
dc.subject	Conditional independence
dc.subject	Event-wise measurable conditional probabilities
dc.subject	Exchangeability
dc.subject	Large economy
dc.subject	Monte Carlo ?-algebra
dc.subject	Monte Carlo convergence
dc.subject	Stochastic macro structure
dc.type	Article
dc.contributor.department	ECONOMICS
dc.description.doi	10.1007/s00199-007-0279-7
dc.description.sourcetitle	Economic Theory
dc.description.volume	36
dc.description.issue	2
dc.description.page	303-325
dc.identifier.isiut	000256084600007
Appears in Collections:	Staff Publications

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