Computing Equilibria in Finance Economies

References

• Allgower E. L., Georg K.Numerical Continuation Methods: An Introduction (1990) (Springer Verlag, New York) Crossref, Google Scholar
• Brown D. J., DeMarzo P. M., Eaves B. C. Computing equilibria when asset markets are incomplete. Econometrica (1996a) 64:1–27Crossref, Google Scholar
• Brown D. J., DeMarzo P. M., Eaves B. C. Computing zeros of sections of vector bundles using homotopies and relocalization. Math. Oper. Res. (1996b) 21:26–43Link, Google Scholar
• Davidenko D. On a new method of numerical solution of systems of nonlinear equations. Doklady Akad. Nauk USSR (1953) 88:601–602Google Scholar
• DeMarzo P. M., Eaves B. C. Computing equilibria of GEI by relocalization on a Grassmann manifold. J. Math. Econom. (1996) 26:479–497Crossref, Google Scholar
• Doup T. M., van der Laan G., Talman A. J. J. The (2n+1 − 2)-ray algorithm: A new simplicial algorithm to compute economic equilibria. Math. Programming (1987) 39:241–252Crossref, Google Scholar
• Eaves B. C. Homotopies for computation of fixed points. Math. Programming (1972) 3:1–22Crossref, Google Scholar
• Eaves B. C., Schmedders K. General equilibrium models and homotopy methods. J. Econom. Dynam. Control (1999) 23:1249–1279Crossref, Google Scholar
• Garcia C., Zangwill W.Pathways to Solutions, Fixed Points, and Equilibria (1981) (Prentice Hall, Englewood Cliffs, NJ) Google Scholar
• Geanakoplos J. D., Polemarchakis H. M., Heller W. P., Starr R. M., Starrett D. A. Existence, regularity, and constrained suboptimality of competitive allocations when the asset market is incomplete. Uncertainty, Information and Communication: Essays in Honor of K. J. Arrow (1986) III(Cambridge University Press, Cambridge, U.K.) 65–96Crossref, Google Scholar
• Hens T. Structure of general equilibrium models with incomplete markets. (1991) . Doctoral dissertation, University of BonnGoogle Scholar
• Herings P. J. J. A globally and universally stable price adjustment process. J. Math. Econom. (1997) 27:163–193Crossref, Google Scholar
• Herings P. J. J., Kubler F. The robustness of CAPM—A computational approach. (2000) . METEOR Research Memorandum 00/02, University of Maastricht, Maastricht, The Netherlands, 1–34Google Scholar
• Hirsch M. W. A proof of the nonretractibility of a cell onto its boundary. Proc. Amer. Math. Soc. (1963) 14:364–365Google Scholar
• Judd K. L.Numerical Methods in Economics (1998) (MIT Press, Cambridge, U.K.) Google Scholar
• Kellogg R. B., Li T. Y., Yorke J. A constructive proof of the Brouwer fixed-point theorem and computational results. SIAM J. Numer. Anal. (1976) 13:473–483Crossref, Google Scholar
• Lahaye E. Une méthode de résolution d'une catégorie d'équations transcendantes. C. R. Acad. Sci. Paris (1934) 198:1840–1842Google Scholar
• Mas-Colell A.The Theory of General Economic Equilibrium: A Differentiable Approach (1985) (Cambridge University Press, Cambridge, U.K.) 45Google Scholar
• Scarf H. The approximation of fixed points of a continuous mapping. SIAM J. Appl. Math. (1967) 15:1328–1343Crossref, Google Scholar
• Schmedders K. Computing equilibria in the general equilibrium model with incomplete asset markets. J. Econom. Dynam. Control (1998) 22:1375–1401Crossref, Google Scholar
• Watson L. T. A globally convergent algorithm for computing fixed points of C2 maps. Appl. Math. Comput. (1979) 5:297–311Crossref, Google Scholar
• Watson L. T., Billups S. C., Morgan A. P. HOMPACK: A suite of codes for globally convergent homotopy algorithms. ACM Trans. Math. Software (1987) 13:281–310Crossref, Google Scholar