L. J. Christiano and J. D. Fisher, Algorithms for solving dynamic models with occasionally binding constraints, Journal of Economic Dynamics and Control, vol.24, issue.8, pp.1179-1232, 2000.
DOI : 10.1016/S0165-1889(99)00016-0

D. Haan, J. Wouter, and A. Marcet, Solving the stochastic growth model by parameterizing expectations, Journal of Business and Economic Statistics, vol.14, pp.31-34, 1990.

D. Haan and J. Wouter, Heterogeneity, Aggregate Uncertainty, and the Short-Term Interest Rate, Journal of Business & Economic Statistics, vol.14, issue.4, pp.399-411, 1996.
DOI : 10.2307/1392248

D. Haan and J. Wouter, Solving dynamic models with aggregate shocks and heterogeneous agents, Macroeconomic Dynamics 1, pp.355-386, 1997.

K. L. Judd, Projection methods for solving aggregate growth models, Journal of Economic Theory, vol.58, issue.2, pp.410-452, 1992.
DOI : 10.1016/0022-0531(92)90061-L

K. L. Judd, Numerical methods in economics, 1998.

D. Krueger and F. Kubler, Computing equilibrium in OLG models with stochastic production, Journal of Economic Dynamics and Control, vol.28, issue.7, pp.61-76, 2004.
DOI : 10.1016/S0165-1889(03)00111-8

P. Krusell and A. Smith, Income and Wealth Heterogeneity in the Macroeconomy, Journal of Political Economy, vol.106, issue.5, pp.868-896, 1998.
DOI : 10.1086/250034

J. Miao, Competitive equilibria of economies with a continuum of consumers and aggregate shocks, Journal of Economic Theory, vol.128, issue.1, pp.274-298, 2006.
DOI : 10.1016/j.jet.2005.01.005

B. Preston and M. Roca, Incomplete markets, heterogeneity and macroeconomic dynamics, 2006.
DOI : 10.3386/w13260

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=

M. Reiter, Recursive computation of heterogeneous agent models, manuscript, 2002.

M. Reiter, Solving heterogeneous agent models by projection and perturbation, manuscript, 2006.
DOI : 10.2139/ssrn.1002510

URL : http://hdl.handle.net/10230/959

J. Rios-rull and . Victor, Computation of equilibria in heterogeneous agent models, Federal Reserve Bank of Mineapolis Staff, 1997.

M. Veracierto, Plant-Level Irreversible Investment and Equilibrium Business Cycles, American Economic Review, vol.92, issue.1, pp.181-197, 2002.
DOI : 10.1257/000282802760015667

E. Young, Approximate aggregation, manuscript, University of Vir- ginia, 2005.