Solving macrodynamic heterogeneous agent models: new approaches 1 Yann Algan 2 ,Olivier Allais 3 and Wouter Den Haan 4 December 2004 - PRELIMINARY and INCOMPLETE 1 This paper has benefited from comments in Stanford Institute for Theoretical Economics, Center for Financial Studies, and University Paris 1 seminars. Many thanks to Chris Caroll, Jean-Olivier Hairault, Michel Juillard, Felix Kubler, Kenneth Judd, Francois Langot and Michael Reiter for helpful remarks. 2 Université Marne la Vallée, IZA, algan@univ-mlv.fr 3 INRA, Corela, allais@ivry.inra.fr 4 LBS, CEPR, NBER, denhaan@london.edu