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Frontier Sequence-Space Methods for Heterogeneous-Agent Models — NSF Award to National Bureau of Economic Research Inc (MA, $572,0

Households differ in terms of their consumption, income, wealth, location, or information sets; firms differ in terms of their prices, productivity, or balance sheet positions. A large body of research has shown that this type of heterogeneity matters for macroeconomic dynamics, yet models that take heterogeneity into

Award titleFrontier Sequence-Space Methods for Heterogeneous-Agent Models
Award ID2343935
AwardeeNational Bureau of Economic Research Inc
CityCAMBRIDGE
StateMA
Amount obligated$572,000
Principal investigatorAdrien Auclert
ProgramEconomics
Start date09/01/2024
AbstractHouseholds differ in terms of their consumption, income, wealth, location, or information sets; firms differ in terms of their prices, productivity, or balance sheet positions. A large body of research has shown that this type of heterogeneity matters for macroeconomic dynamics, yet models that take heterogeneity into account remain difficult to solve, limiting the speed of progress in the field. This research extends earlier work by the principal investigators in the theory and computation of h
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