Alternative Methods for Solving Heterogeneous Firm Models

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2017
Volume: 49
Issue: 6
Pages: 1081-1111

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

I implement and compare five solution methods for a benchmark heterogeneous firms model with lumpy capital adjustment and aggregate uncertainty. The Krusell–Smith algorithm performs best within a group of methods using projection in the aggregate states. Another technique, Parameterization plus Perturbation, is much faster and performs best within a group of methods using perturbation in aggregates. However, projection and perturbation have nonoverlapping strengths and weaknesses. I highlight the resulting trade‐offs with several model extensions. I recommend that researchers apply projection methods to cases with large shocks or nonlinear dynamics, while cases with explicitly distributional channels at work favor perturbation.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:49:y:2017:i:6:p:1081-1111
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29