Publication: Deep Learning for Search and Matching Models
Deep Learning for Search and Matching Models
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Payne, J. L., Rebei, A., & Yang, Y. (2025). Deep Learning for Search and Matching Models (No. 25–05; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.4768566
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We develop a new method for characterizing global solutions to search and matching models with aggregate shocks and heterogeneous agents. We formulate general equilibrium as a high dimensional partial differential equation (PDE) with the distribution as a state variable. Solving this problem has previously been intractable because the distribution impacts agent decisions through the matching mechanism rather than through aggregate prices. We overcome these challenges by developing a new deep learning algorithm with efficient sampling
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Payne, J. L., Rebei, A., & Yang, Y. (2025). Deep Learning for Search and Matching Models (No. 25–05; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.4768566
