Hello. If you know some references about heterogeneous-agent stochastic OLG model with idiosyncratic risk and incomplete markets, tell me please. (Other than Huggett 1996 JME)
A computational model is even better but an analytical one is also good.
1.Quantitative Macroeconomic Models with
Heterogeneous Agents by Per Krusell of Princeton University
2.Asset pricing with idiosyncratic risk and overlapping
generations by Kjetil Storesletten, Christopher I. Telmer
and Amir Yaron
De Nardi and Yang have been working with such a model for quite a bit. Here's one of their latest publications on this topic:
http://dx.doi.org/10.1016/j.jmoneco.2015.10.005
Perhaps the survey by Golosov and Tsyvinski also covers some relevant sources:
http://dx.doi.org/10.1146/annurev-economics-080614-115538
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