Details about Michel Juillard

Access statistics for papers by Michel Juillard.

Last updated 2013-01-20. Update your information in the RePEc Author Service.

Short-id: pju1

Working Papers

2013

1. Dynare: Reference Manual Version 4
   Dynare Working Papers, CEPREMAP View citations (34)

2011

2. Local approximation of DSGE models around the risky steady state
   wp.comunite, Department of Communication, University of Teramo View citations (1)

2008

3. A Small Quarterly Multi-Country Projection Model
   IMF Working Papers, International Monetary Fund View citations (6)
4. A Small Quarterly Multi-Country Projection Model with Financial-Real Linkages and Oil Prices
   IMF Working Papers, International Monetary Fund View citations (2)
5. A Small Quarterly Projection Model of the US Economy
   IMF Working Papers, International Monetary Fund View citations (7)

2007

6. Asian Catch Up, World Growth and International Capital Flows in the XXIst Century: a Prospective Analysis with the INGENUE 2 Model
   Working Papers, CEPII research center
7. Computing Optimal Policy in a Timeless-Perspective: An Application to a Small-Open Economy
   Working Papers, Bank of Canada View citations (5)

2006

8. An Alternative to Stationarization
   Computing in Economics and Finance 2006, Society for Computational Economics
9. Measures of Potential Output from an Estimated DSGE Model of the United States
   Working Papers, Czech National Bank, Research Department View citations (7)
10. Potential growth in the EU and the global economy: New analytical insights & prospects from ageing and catching-up
    Open Access publications from Sciences Po, Sciences Po
11. Welfare-based monetary policy rules in an estimated DSGE model of the US economy
    Working Paper Series, European Central Bank View citations (36)
12. World Growth and International Capital Flows in the XXIth Century
    Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) View citations (1)

2005

13. Computing optimal policy functions in a timeless perspective: An application
    Computing in Economics and Finance 2005, Society for Computational Economics
14. Larger Europe: Technological Convergence and Labour Migrations. Colloque international: Les nouvelles frontières de l'Union européenne, Marrakech, Maroc, 16-17 mars 2005
    Open Access publications from Sciences Po, Sciences Po
15. Potential Growth in the EU: Prospects from Technical Progress and Eastern Enlargment
    Open Access publications from Sciences Po, Sciences Po
16. Scenario for Global Aging - An Investigation with the INGENUE 2 World Model
    Open Access publications from Sciences Po, Sciences Po View citations (1)
17. Solving SDGE Models: Approximation About The Stochastic Steady State
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (2)
18. The accuracy of welfare computations
    Computing in Economics and Finance 2005, Society for Computational Economics

2004

19. Demographic Change and the Global Economy: Data and Modeling Strategy: Appendix 3.1
    Open Access publications from Sciences Po, Sciences Po View citations (1)
20. Strucural change and DSGE models
    Computing in Economics and Finance 2004, Society for Computational Economics
21. Which order is too much? An application to a model with staggered price and wage contracts
    2004 Meeting Papers, Society for Economic Dynamics
    Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004)

2003

22. IS THERE A ROLE FOR ASSET PRICES IN MONETARY RULES? SOME WELFARE ANALYSIS BASED ON PERTURBATION METHODS
    Computing in Economics and Finance 2003, Society for Computational Economics
23. What is the contribution of a k order approximation
    Computing in Economics and Finance 2003, Society for Computational Economics

2002

24. Globalisation financière, vieillissement et convergence mondiale. Une exploration de quelques scenarios
    Open Access publications from Sciences Po, Sciences Po
25. How Well Do Alternative Time-Varying Parameter Models of the NAIRU Help Policymakers Forecast Unemployment and Inflation in the OECD Countries?
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (7)
26. Macroeconomic consequences of pension reforms in Europe
    Computing in Economics and Finance 2002, Society for Computational Economics
27. Perturbation method at order k: A recursive algorithm
    Computing in Economics and Finance 2002, Society for Computational Economics
28. Transition démographique, croissance mondiale et équilibres financiers internationaux
    Open Access publications from Sciences Po, Sciences Po

2001

29. DYNARE: A program for the simulation of rational expectation models
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (10)
30. INGENUE: une modélisation intergénérationnelle et universelle
    Open Access publications from Sciences Po, Sciences Po View citations (1)

2000

31. INGENUE, A MULTI-REGIONAL OVERLAPPING GENERATIONS MODEL
    Computing in Economics and Finance 2000, Society for Computational Economics
32. SIMULATION OF NON-LINEAR MODELS: TESTING THE APPROXIMATION
    Computing in Economics and Finance 2000, Society for Computational Economics

1999

33. Accuracy of stochastic perturbuation methods: the case of asset pricing models
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP View citations (4)
    See also Journal Article in Journal of Economic Dynamics and Control (2001)
34. Stochastic Simulations of a Non-Linear Phillips Curve Model
    Computing in Economics and Finance 1999, Society for Computational Economics

1998

35. The contemporary Japanese crisis and the transformations of the wage labor nexus
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP View citations (1)

1996

36. A Robust and Efficient Method for Solving Nonlinear Rational Expectations Models
    IMF Working Papers, International Monetary Fund View citations (8)
37. Dynare: a program for the resolution and simulation of dynamic models with forward variables through the use of a relaxation algorithm
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP View citations (105)

1992

38. New endogeneous growth theory versus a productivity regime (the)
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP View citations (2)

Undated

39. Precision performances of terminal conditions for short time horizons forward-looking systems
    Open Access publications from Universidad Carlos III de Madrid, Universidad Carlos III de Madrid View citations (1)
    See also Journal Article in Computational Economics (1997)

Journal Articles

2011

1. Computational suite of models with heterogeneous agents II: Multi-country real business cycle models
   Journal of Economic Dynamics and Control, 2011, 35, (2), 175-177 View citations (6)
2. Multi-country real business cycle models: Accuracy tests and test bench
   Journal of Economic Dynamics and Control, 2011, 35, (2), 178-185 View citations (2)

2010

3. Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty
   Journal of Economic Dynamics and Control, 2010, 34, (1), 1-3 View citations (3)

2008

4. Optimal price setting and inflation inertia in a rational expectations model
   Journal of Economic Dynamics and Control, 2008, 32, (8), 2584-2621 View citations (7)
   Also in Proceedings, 2005 (2005) View citations (10)

2007

5. Pension reforms in Europe: An investigation with a computable OLG world model
   Economic Modelling, 2007, 24, (3), 481-505 View citations (13)

2003

6. Computing in economics and finance
   Journal of Economic Dynamics and Control, 2003, 27, (11-12), 1939-1939 View citations (4)

2001

7. A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model
   Computational Economics, 2001, 17, (2-3), 125-39 View citations (22)
8. Accuracy of stochastic perturbation methods: The case of asset pricing models
   Journal of Economic Dynamics and Control, 2001, 25, (6-7), 979-999 View citations (50)
   See also Working Paper (1999)

1998

9. An algorithm competition: First-order iterations versus Newton-based techniques
   Journal of Economic Dynamics and Control, 1998, 22, (8-9), 1291-1318 View citations (40)

1997

10. Le rapport salarial japonais a-t-il atteint ses limites ?
    Revue économique, 1997, n° 48, (3), 731-739 View citations (3)
    Also in Revue Économique, 1997, 48, (3), 731-739 (1997) View citations (3)
11. Precision Performances of Terminal Conditions for Short Time Horizons Forward-Looking Systems
    Computational Economics, 1997, 10, (2), 169-86 View citations (1)
    See also Working Paper

1995

12. Régimes de croissance pour les Etats-Unis, 1890-1991
    Revue Économique, 1995, 46, (3), 847-856
    Also in Revue économique, 1995, n° 46, (3), 847-856 (1995)

Editor

1. Journal of Economic Dynamics and Control
   Elsevier