{
 "cells": [
  {
   "cell_type": "markdown",
   "id": "77bcde28",
   "metadata": {},
   "source": [
    "\n",
    "<a id='references'></a>"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "22fa9253",
   "metadata": {},
   "source": [
    "# References\n",
    "\n",
    "<a id='id57'></a>\n",
    "\\[Aiy94\\] S Rao Aiyagari. Uninsured Idiosyncratic Risk and Aggregate Saving. *The Quarterly Journal of Economics*, 109(3):659–684, 1994.\n",
    "\n",
    "<a id='id62'></a>\n",
    "\\[AM05\\] D. B. O. Anderson and J. B. Moore. *Optimal Filtering*. Dover Publications, 2005.\n",
    "\n",
    "<a id='id64'></a>\n",
    "\\[AHMS96\\] E. W. Anderson, L. P. Hansen, E. R. McGrattan, and T. J. Sargent. Mechanics of Forming and Estimating Dynamic Linear Economies. In *Handbook of Computational Economics*. Elsevier, vol 1 edition, 1996.\n",
    "\n",
    "<a id='id55'></a>\n",
    "\\[Are08\\] Cristina Arellano. Default risk and income fluctuations in emerging economies. *The American Economic Review*, pages 690–712, 2008.\n",
    "\n",
    "<a id='id65'></a>\n",
    "\\[Bar79\\] Robert J Barro. On the Determination of the Public Debt. *Journal of Political Economy*, 87(5):940–971, 1979.\n",
    "\n",
    "<a id='id50'></a>\n",
    "\\[BB18\\] Jess Benhabib and Alberto Bisin. Skewed wealth distributions: theory and empirics. *Journal of Economic Literature*, 56(4):1261–91, 2018.\n",
    "\n",
    "<a id='id49'></a>\n",
    "\\[BBZ15\\] Jess Benhabib, Alberto Bisin, and Shenghao Zhu. The wealth distribution in bewley economies with capital income risk. *Journal of Economic Theory*, 159:489–515, 2015.\n",
    "\n",
    "<a id='id66'></a>\n",
    "\\[BS79\\] L M Benveniste and J A Scheinkman. On the Differentiability of the Value Function in Dynamic Models of Economics. *Econometrica*, 47(3):727–732, 1979.\n",
    "\n",
    "<a id='id27'></a>\n",
    "\\[Ber75\\] Dmitri Bertsekas. *Dynamic Programming and Stochastic Control*. Academic Press, New York, 1975.\n",
    "\n",
    "<a id='id92'></a>\n",
    "\\[Bew77\\] Truman Bewley. The permanent income hypothesis: a theoretical formulation. *Journal of Economic Theory*, 16(2):252–292, 1977.\n",
    "\n",
    "<a id='id29'></a>\n",
    "\\[Bew86\\] Truman F Bewley. Stationary monetary equilibrium with a continuum of independently fluctuating consumers. In Werner Hildenbran and Andreu Mas-Colell, editors, *Contributions to Mathematical Economics in Honor of Gerard Debreu*, pages 27–102. North-Holland, Amsterdam, 1986.\n",
    "\n",
    "<a id='id67'></a>\n",
    "\\[Bis06\\] C. M. Bishop. *Pattern Recognition and Machine Learning*. Springer, 2006.\n",
    "\n",
    "<a id='id69'></a>\n",
    "\\[Car01\\] Christopher D Carroll. A Theory of the Consumption Function, with and without Liquidity Constraints. *Journal of Economic Perspectives*, 15(3):23–45, 2001.\n",
    "\n",
    "<a id='id70'></a>\n",
    "\\[Car06\\] Christopher D Carroll. The method of endogenous gridpoints for solving dynamic stochastic optimization problems. *Economics Letters*, 91(3):312–320, 2006.\n",
    "\n",
    "<a id='id71'></a>\n",
    "\\[Col90\\] Wilbur John Coleman. Solving the Stochastic Growth Model by Policy-Function Iteration. *Journal of Business & Economic Statistics*, 8(1):27–29, 1990.\n",
    "\n",
    "<a id='id56'></a>\n",
    "\\[DFH06\\] Steven J Davis, R Jason Faberman, and John Haltiwanger. The flow approach to labor markets: new data sources, micro-macro links and the recent downturn. *Journal of Economic Perspectives*, 2006.\n",
    "\n",
    "<a id='id73'></a>\n",
    "\\[Dea91\\] Angus Deaton. Saving and Liquidity Constraints. *Econometrica*, 59(5):1221–1248, 1991.\n",
    "\n",
    "<a id='id74'></a>\n",
    "\\[DP94\\] Angus Deaton and Christina Paxson. Intertemporal Choice and Inequality. *Journal of Political Economy*, 102(3):437–467, 1994.\n",
    "\n",
    "<a id='id75'></a>\n",
    "\\[DH10\\] Wouter J Den Haan. Comparison of solutions to the incomplete markets model with aggregate uncertainty. *Journal of Economic Dynamics and Control*, 34(1):4–27, 2010.\n",
    "\n",
    "<a id='id18'></a>\n",
    "\\[DJ92\\] Raymond J Deneckere and Kenneth L Judd. Cyclical and chaotic behavior in a dynamic equilibrium model, with implications for fiscal policy. *Cycles and chaos in economic equilibrium*, pages 308–329, 1992.\n",
    "\n",
    "<a id='id152'></a>\n",
    "\\[DS10\\] Ulrich Doraszelski and Mark Satterthwaite. Computable markov-perfect industry dynamics. *The RAND Journal of Economics*, 41(2):215–243, 2010.\n",
    "\n",
    "<a id='id76'></a>\n",
    "\\[DLP13\\] Y E Du, Ehud Lehrer, and A D Y Pauzner. Competitive economy as a ranking device over networks. submitted, 2013.\n",
    "\n",
    "<a id='id77'></a>\n",
    "\\[Dud02\\] R M Dudley. *Real Analysis and Probability*. Cambridge Studies in Advanced Mathematics. Cambridge University Press, 2002.\n",
    "\n",
    "<a id='id78'></a>\n",
    "\\[EG87\\] Robert F Engle and Clive W J Granger. Co-integration and Error Correction: Representation, Estimation, and Testing. *Econometrica*, 55(2):251–276, 1987.\n",
    "\n",
    "<a id='id150'></a>\n",
    "\\[EP95\\] Richard Ericson and Ariel Pakes. Markov-perfect industry dynamics: a framework for empirical work. *The Review of Economic Studies*, 62(1):53–82, 1995.\n",
    "\n",
    "<a id='id79'></a>\n",
    "\\[EH01\\] G W Evans and S Honkapohja. *Learning and Expectations in Macroeconomics*. Frontiers of Economic Research. Princeton University Press, 2001.\n",
    "\n",
    "<a id='id53'></a>\n",
    "\\[FSTD15\\] Pablo Fajgelbaum, Edouard Schaal, and Mathieu Taschereau-Dumouchel. Uncertainty traps. Technical Report, National Bureau of Economic Research, 2015.\n",
    "\n",
    "<a id='id6'></a>\n",
    "\\[FVJ20\\] Jesús Fernández-Villaverde and Charles I Jones. Estimating and simulating a sird model of covid-19 for many countries, states, and cities. Working Paper 27128, National Bureau of Economic Research, May 2020. URL: [http://www.nber.org/papers/w27128](http://www.nber.org/papers/w27128), [doi:10.3386/w27128](https://doi.org/10.3386/w27128).\n",
    "\n",
    "<a id='id80'></a>\n",
    "\\[Fri56\\] M. Friedman. *A Theory of the Consumption Function*. Princeton University Press, 1956.\n",
    "\n",
    "<a id='id24'></a>\n",
    "\\[FF98\\] Milton Friedman and Rose D Friedman. *Two Lucky People*. University of Chicago Press, 1998.\n",
    "\n",
    "<a id='id58'></a>\n",
    "\\[Gab09\\] Xavier Gabaix. Power laws in economics and finance. *Annual Review of Economics*, 1(1):255–294, 2009. [doi:10.1146/annurev.economics.050708.142940](https://doi.org/10.1146/annurev.economics.050708.142940).\n",
    "\n",
    "<a id='id63'></a>\n",
    "\\[Gal37\\] Albert Gallatin. Report on the finances**, november, 1807. In *Reports of the Secretary of the Treasury of the United States, Vol 1*. Government printing office, Washington, DC, 1837.\n",
    "\n",
    "<a id='id81'></a>\n",
    "\\[Hal78\\] Robert E Hall. Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence. *Journal of Political Economy*, 86(6):971–987, 1978.\n",
    "\n",
    "<a id='id82'></a>\n",
    "\\[HM82\\] Robert E Hall and Frederic S Mishkin. The Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households. *National Bureau of Economic Research Working Paper Series*, 1982.\n",
    "\n",
    "<a id='id84'></a>\n",
    "\\[Ham05\\] James D Hamilton. What's real about the business cycle? *Federal Reserve Bank of St. Louis Review*, pages 435–452, 2005.\n",
    "\n",
    "<a id='id86'></a>\n",
    "\\[HS08\\] L P Hansen and T J Sargent. *Robustness*. Princeton University Press, 2008.\n",
    "\n",
    "<a id='id85'></a>\n",
    "\\[HS13\\] L P Hansen and T J Sargent. *Recursive Models of Dynamic Linear Economies*. The Gorman Lectures in Economics. Princeton University Press, 2013.\n",
    "\n",
    "<a id='id43'></a>\n",
    "\\[HR87\\] Lars Peter Hansen and Scott F Richard. The Role of Conditioning Information in Deducing Testable. *Econometrica*, 55(3):587–613, May 1987.\n",
    "\n",
    "<a id='id87'></a>\n",
    "\\[HS00\\] Lars Peter Hansen and Thomas J Sargent. Wanting robustness in macroeconomics. *Manuscript, Department of Economics, Stanford University.*, 2000.\n",
    "\n",
    "<a id='id45'></a>\n",
    "\\[HK78\\] J. Michael Harrison and David M. Kreps. Speculative investor behavior in a stock market with heterogeneous expectations. *The Quarterly Journal of Economics*, 92(2):323–336, 1978.\n",
    "\n",
    "<a id='id42'></a>\n",
    "\\[HK79\\] J. Michael Harrison and David M. Kreps. Martingales and arbitrage in multiperiod securities markets. *Journal of Economic Theory*, 20(3):381–408, June 1979.\n",
    "\n",
    "<a id='id48'></a>\n",
    "\\[HL96\\] John Heaton and Deborah J Lucas. Evaluating the effects of incomplete markets on risk sharing and asset pricing. *Journal of Political Economy*, pages 443–487, 1996.\n",
    "\n",
    "<a id='id5'></a>\n",
    "\\[HSW05\\] Jane M Heffernan, Robert J Smith, and Lindi M Wahl. Perspectives on the basic reproductive ratio. *Journal of the Royal Society Interface*, 2(4):281–293, 2005.\n",
    "\n",
    "<a id='id20'></a>\n",
    "\\[HK85\\] Elhanan Helpman and Paul Krugman. *Market structure and international trade*. MIT Press Cambridge, 1985.\n",
    "\n",
    "<a id='id88'></a>\n",
    "\\[HLL96\\] O Hernandez-Lerma and J B Lasserre. *Discrete-Time Markov Control Processes: Basic Optimality Criteria*. Number Vol 1 in Applications of Mathematics Stochastic Modelling and Applied Probability. Springer, 1996.\n",
    "\n",
    "<a id='id89'></a>\n",
    "\\[HP92\\] Hugo A Hopenhayn and Edward C Prescott. Stochastic Monotonicity and Stationary Distributions for Dynamic Economies. *Econometrica*, 60(6):1387–1406, 1992.\n",
    "\n",
    "<a id='id90'></a>\n",
    "\\[HR93\\] Hugo A Hopenhayn and Richard Rogerson. Job Turnover and Policy Evaluation: A General Equilibrium Analysis. *Journal of Political Economy*, 101(5):915–938, 1993.\n",
    "\n",
    "<a id='id91'></a>\n",
    "\\[Hug93\\] Mark Huggett. The risk-free rate in heterogeneous-agent incomplete-insurance economies. *Journal of Economic Dynamics and Control*, 17(5-6):953–969, 1993.\n",
    "\n",
    "<a id='id52'></a>\n",
    "\\[Haggstrom02\\] Olle Häggström. *Finite Markov chains and algorithmic applications*. Volume 52. Cambridge University Press, 2002.\n",
    "\n",
    "<a id='id93'></a>\n",
    "\\[Janich94\\] K Jänich. *Linear Algebra*. Springer Undergraduate Texts in Mathematics and Technology. Springer, 1994.\n",
    "\n",
    "<a id='id23'></a>\n",
    "\\[JYC88\\] Robert J. Shiller John Y. Campbell. The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors. *Review of Financial Studies*, 1(3):195–228, 1988.\n",
    "\n",
    "<a id='id95'></a>\n",
    "\\[Jud90\\] K L Judd. Cournot versus bertrand: a dynamic resolution. Technical Report, Hoover Institution, Stanford University, 1990.\n",
    "\n",
    "<a id='id19'></a>\n",
    "\\[Jud85\\] Kenneth L Judd. On the performance of patents. *Econometrica*, pages 567–585, 1985.\n",
    "\n",
    "<a id='id96'></a>\n",
    "\\[Kam12\\] Takashi Kamihigashi. Elementary results on solutions to the bellman equation of dynamic programming: existence, uniqueness, and convergence. Technical Report, Kobe University, 2012.\n",
    "\n",
    "<a id='id26'></a>\n",
    "\\[Kre88\\] David M. Kreps. *Notes on the Theory of Choice*. Westview Press, Boulder, Colorado, 1988.\n",
    "\n",
    "<a id='id97'></a>\n",
    "\\[Kuh13\\] Moritz Kuhn. Recursive Equilibria In An Aiyagari-Style Economy With Permanent Income Shocks. *International Economic Review*, 54:807–835, 2013.\n",
    "\n",
    "<a id='id100'></a>\n",
    "\\[LM94\\] A Lasota and M C MacKey. *Chaos, Fractals, and Noise: Stochastic Aspects of Dynamics*. Applied Mathematical Sciences. Springer-Verlag, 1994.\n",
    "\n",
    "<a id='id22'></a>\n",
    "\\[LL01\\] Martin Lettau and Sydney Ludvigson. Consumption, Aggregate Wealth, and Expected Stock Returns. *Journal of Finance*, 56(3):815–849, 06 2001.\n",
    "\n",
    "<a id='id21'></a>\n",
    "\\[LL04\\] Martin Lettau and Sydney C. Ludvigson. Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption. *American Economic Review*, 94(1):276–299, March 2004.\n",
    "\n",
    "<a id='id153'></a>\n",
    "\\[LM80\\] David Levhari and Leonard J Mirman. The great fish war: an example using a dynamic cournot-nash solution. *The Bell Journal of Economics*, pages 322–334, 1980.\n",
    "\n",
    "<a id='id101'></a>\n",
    "\\[LS18\\] L Ljungqvist and T J Sargent. *Recursive Macroeconomic Theory*. MIT Press, 4 edition, 2018.\n",
    "\n",
    "<a id='id102'></a>\n",
    "\\[Luc78\\] Robert E Lucas, Jr. Asset prices in an exchange economy. *Econometrica: Journal of the Econometric Society*, 46(6):1429–1445, 1978.\n",
    "\n",
    "<a id='id103'></a>\n",
    "\\[LP71\\] Robert E Lucas, Jr. and Edward C Prescott. Investment under uncertainty. *Econometrica: Journal of the Econometric Society*, pages 659–681, 1971.\n",
    "\n",
    "<a id='id104'></a>\n",
    "\\[LS83\\] Robert E Lucas, Jr. and Nancy L Stokey. Optimal Fiscal and Monetary Policy in an Economy without Capital. *Journal of monetary Economics*, 12(3):55–93, 1983.\n",
    "\n",
    "<a id='id106'></a>\n",
    "\\[MS89\\] Albert Marcet and Thomas J Sargent. Convergence of Least-Squares Learning in Environments with Hidden State Variables and Private Information. *Journal of Political Economy*, 97(6):1306–1322, 1989.\n",
    "\n",
    "<a id='id107'></a>\n",
    "\\[MdRV10\\] V Filipe Martins-da-Rocha and Yiannis Vailakis. Existence and Uniqueness of a Fixed Point for Local Contractions. *Econometrica*, 78(3):1127–1141, 2010.\n",
    "\n",
    "<a id='id108'></a>\n",
    "\\[MCWG95\\] A Mas-Colell, M D Whinston, and J R Green. *Microeconomic Theory*. Volume 1. Oxford University Press, 1995.\n",
    "\n",
    "<a id='id109'></a>\n",
    "\\[McC70\\] J J McCall. Economics of Information and Job Search. *The Quarterly Journal of Economics*, 84(1):113–126, 1970.\n",
    "\n",
    "<a id='id111'></a>\n",
    "\\[MT09\\] S P Meyn and R L Tweedie. *Markov Chains and Stochastic Stability*. Cambridge University Press, 2009.\n",
    "\n",
    "<a id='id113'></a>\n",
    "\\[MF02\\] Mario J Miranda and P L Fackler. *Applied Computational Economics and Finance*. Cambridge: MIT Press, 2002.\n",
    "\n",
    "<a id='id114'></a>\n",
    "\\[MB54\\] F. Modigliani and R. Brumberg. Utility analysis and the consumption function: An interpretation of cross-section data. In K.K Kurihara, editor, *Post-Keynesian Economics*. 1954.\n",
    "\n",
    "<a id='id115'></a>\n",
    "\\[Nea99\\] Derek Neal. The Complexity of Job Mobility among Young Men. *Journal of Labor Economics*, 17(2):237–261, 1999.\n",
    "\n",
    "<a id='id116'></a>\n",
    "\\[Par99\\] Jonathan A Parker. The Reaction of Household Consumption to Predictable Changes in Social Security Taxes. *American Economic Review*, 89(4):959–973, 1999.\n",
    "\n",
    "<a id='id4'></a>\n",
    "\\[Per19\\] Jesse Perla. A model of product awareness and industry life cycles. Working Paper, University of British Columbia, 2019.\n",
    "\n",
    "<a id='id51'></a>\n",
    "\\[Put05\\] Martin L Puterman. *Markov decision processes: discrete stochastic dynamic programming*. John Wiley & Sons, 2005.\n",
    "\n",
    "<a id='id46'></a>\n",
    "\\[PalS13\\] Jenő Pál and John Stachurski. Fitted value function iteration with probability one contractions. *Journal of Economic Dynamics and Control*, 37(1):251–264, 2013.\n",
    "\n",
    "<a id='id121'></a>\n",
    "\\[Rab02\\] Guillaume Rabault. When do borrowing constraints bind? Some new results on the income fluctuation problem. *Journal of Economic Dynamics and Control*, 26(2):217–245, 2002.\n",
    "\n",
    "<a id='id123'></a>\n",
    "\\[Rei09\\] Michael Reiter. Solving heterogeneous-agent models by projection and perturbation. *Journal of Economic Dynamics and Control*, 33(3):649–665, 2009.\n",
    "\n",
    "<a id='id39'></a>\n",
    "\\[Rom05\\] Steven Roman. *Advanced linear algebra*. Volume 3. Springer, 2005.\n",
    "\n",
    "<a id='id60'></a>\n",
    "\\[Rus96\\] John Rust. Numerical dynamic programming in economics. *Handbook of computational economics*, 1:619–729, 1996.\n",
    "\n",
    "<a id='id151'></a>\n",
    "\\[Rya12\\] Stephen P Ryan. The costs of environmental regulation in a concentrated industry. *Econometrica*, 80(3):1019–1061, 2012.\n",
    "\n",
    "<a id='id125'></a>\n",
    "\\[Sar87\\] Thomas J Sargent. *Macroeconomic Theory*. Academic Press, New York, 2nd edition, 1987.\n",
    "\n",
    "<a id='id126'></a>\n",
    "\\[SE77\\] Jack Schechtman and Vera L S Escudero. Some results on an income fluctuation problem. *Journal of Economic Theory*, 16(2):151–166, 1977.\n",
    "\n",
    "<a id='id44'></a>\n",
    "\\[Sch14\\] Jose A. Scheinkman. *Speculation, Trading, and Bubbles*. Columbia University Press, New York, 2014.\n",
    "\n",
    "<a id='id127'></a>\n",
    "\\[Sch69\\] Thomas C Schelling. Models of Segregation. *American Economic Review*, 59(2):488–493, 1969.\n",
    "\n",
    "<a id='id3'></a>\n",
    "\\[SR14\\] Alexander A. Stepanov and Daniel E. Rose. *From mathematics to generic programming*. Addison-Wesley, 2014. ISBN 978-0-321-94204-3.\n",
    "\n",
    "<a id='id132'></a>\n",
    "\\[SLP89\\] N L Stokey, R E Lucas, and E C Prescott. *Recursive Methods in Economic Dynamics*. Harvard University Press, 1989.\n",
    "\n",
    "<a id='id133'></a>\n",
    "\\[STY04\\] Kjetil Storesletten, Christopher I Telmer, and Amir Yaron. Consumption and risk sharing over the life cycle. *Journal of Monetary Economics*, 51(3):609–633, 2004.\n",
    "\n",
    "<a id='id134'></a>\n",
    "\\[Sun96\\] R K Sundaram. *A First Course in Optimization Theory*. Cambridge University Press, 1996.\n",
    "\n",
    "<a id='id135'></a>\n",
    "\\[Tau86\\] George Tauchen. Finite state markov-chain approximations to univariate and vector autoregressions. *Economics Letters*, 20(2):177–181, 1986.\n",
    "\n",
    "<a id='id155'></a>\n",
    "\\[VL11\\] Ngo Van Long. Dynamic games in the economics of natural resources: a survey. *Dynamic Games and Applications*, 1(1):115–148, 2011.\n",
    "\n",
    "<a id='id28'></a>\n",
    "\\[Wal47\\] Abraham Wald. *Sequential Analysis*. John Wiley and Sons, New York, 1947.\n",
    "\n",
    "<a id='id54'></a>\n",
    "\\[YS05\\] G Alastair Young and Richard L Smith. *Essentials of statistical inference*. Cambridge University Press, 2005."
   ]
  }
 ],
 "metadata": {
  "date": 1764120402.465035,
  "filename": "zreferences.md",
  "kernelspec": {
   "display_name": "Julia",
   "language": "julia",
   "name": "julia-1.12"
  },
  "title": "References"
 },
 "nbformat": 4,
 "nbformat_minor": 5
}