Details about Kenneth L. Judd

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Homepage:	http://bucky.stanford.edu
Workplace:	Hoover Institution on War Revolution & Peace, (more information at EDIRC)

Access statistics for papers by Kenneth L. Judd.

Last updated 2024-03-06. Update your information in the RePEc Author Service.

Short-id: pju19

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Working Papers

2024

1. Estimating Gross Output Production Functions
   NBER Working Papers, National Bureau of Economic Research, Inc

2021

2. A Simple but Powerful Simulated Certainty Equivalent Approximation Method for Dynamic Stochastic Problems
   NBER Working Papers, National Bureau of Economic Research, Inc
   See also Journal Article A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems, Quantitative Economics, Econometric Society (2023) (2023)

2020

3. Modeling Uncertainty in Large Natural Resource Allocation Problems
   Policy Research Working Paper Series, The World Bank View citations (1)
4. Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs
   Papers, arXiv.org View citations (1)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (12)

2019

5. Climate Policy under Spatial Heat Transport: Cooperative and Noncooperative Regional Outcomes
   Papers, arXiv.org View citations (5)

2018

6. Climate Policy under Cooperation and Competition between Regions with Spatial Heat Transport
   DEOS Working Papers, Athens University of Economics and Business View citations (9)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (9)

2017

7. Optimal Dynamic Fiscal Policy with Endogenous Debt Limits
   2017 Meeting Papers, Society for Economic Dynamics View citations (1)

2016

8. Agricultural R&D Policy in the Face of Climate and Economic Uncertainty
   2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association
9. Agricultural R&D policy under climate and economic uncertainty
   Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project
10. Statistical Approximation of High-Dimensional Climate Models
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
    See also Journal Article Statistical approximation of high-dimensional climate models, Journal of Econometrics, Elsevier (2020) View citations (2) (2020)

2015

11. A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
    See also Journal Article A nonlinear certainty equivalent approximation method for dynamic stochastic problems, Quantitative Economics, Econometric Society (2017) View citations (8) (2017)
12. The Social Cost of Carbon with Economic and Climate Risks
    Papers, arXiv.org View citations (32)

2014

13. A Big Data Approach to Optimal Sales Taxation
    BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (1)
14. Lower Bounds on Approximation Errors: Testing the Hypothesis That a Numerical Solution Is Accurate?
    BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory View citations (1)
15. Which economic states are sustainable under a slightly constrained tax-rate adjustment policy
    MPRA Paper, University Library of Munich, Germany View citations (1)

2013

16. Nonlinear Programming Method for Dynamic Programming
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
    See also Journal Article A NONLINEAR PROGRAMMING METHOD FOR DYNAMIC PROGRAMMING, Macroeconomic Dynamics, Cambridge University Press (2017) View citations (1) (2017)
17. Optimal Path for Global Land Use under Climate Change Uncertainty
    2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association
18. Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain
    BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory View citations (21)
    Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2013) View citations (8)
    NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (7)
    See also Journal Article Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain, Journal of Economic Dynamics and Control, Elsevier (2014) View citations (71) (2014)
19. Solving Dynamic Programming Problems on a Computational Grid
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    See also Journal Article Solving Dynamic Programming Problems on a Computational Grid, Computational Economics, Springer (2015) View citations (9) (2015)
20. The Social Cost of Stochastic and Irreversible Climate Change
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (72)

2012

21. Continuous-Time Methods for Integrated Assessment Models
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
22. Dynamic Programming with Hermite Approximation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
    See also Journal Article Dynamic programming with Hermite approximation, Mathematical Methods of Operations Research, Springer (2015) View citations (4) (2015)
23. Merging Simulation and Projection Approaches to Solve High-Dimensional Problems
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (45)
    Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2012) View citations (44)

2011

24. High performance quadrature rules: how numerical integration affects a popular model of product differentiation
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (38)
25. How to Solve Dynamic Stochastic Models Computing Expectations Just Once
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
    See also Journal Article How to solve dynamic stochastic models computing expectations just once, Quantitative Economics, Econometric Society (2017) View citations (15) (2017)
26. Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (119)
    See also Journal Article Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models, Quantitative Economics, Econometric Society (2011) View citations (119) (2011)
27. One-node Quadrature Beats Monte Carlo: A Generalized Stochastic Simulation Algorithm
    NBER Working Papers, National Bureau of Economic Research, Inc
28. Solving the multi-country real business cycle model using ergodic set methods
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (34)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (7)
    See also Journal Article Solving the multi-country real business cycle model using ergodic set methods, Journal of Economic Dynamics and Control, Elsevier (2011) View citations (32) (2011)

2010

29. A Cluster-Grid Projection Method: Solving Problems with High Dimensionality
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (25)
30. Computational suite of models with heterogeneous agents: Multi-country real business cycle models
    Post-Print, HAL View citations (19)
    See also Journal Article Computational suite of models with heterogeneous agents II: Multi-country real business cycle models, Journal of Economic Dynamics and Control, Elsevier (2011) View citations (18) (2011)
31. Finding All Pure-Strategy Equilibria in Static and Dynamic Games with Continuous Strategies
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
32. Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models
    2010 Meeting Papers, Society for Economic Dynamics View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (19)

2009

33. Dynamic Oligopolies
    2009 Meeting Papers, Society for Economic Dynamics

2008

34. Bond Ladders and Optimal Portfolios
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
    See also Journal Article Bond Ladders and Optimal Portfolios, The Review of Financial Studies, Society for Financial Studies (2011) View citations (3) (2011)
35. Constrainted Optimization Approaches to Estimation of Structural Models
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (22)
    See also Journal Article Constrained Optimization Approaches to Estimation of Structural Models, Econometrica, Econometric Society (2012) View citations (168) (2012)

2006

36. A New Optimization Approach to Maximum Likelihood Estimation of Structural Models
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (2)
37. Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
38. Handbook of Computational Economics, Vol. 2: Agent-Based Computational Economics
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (800)
39. O curse of dimensionality, where is thy sting?
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (1)
40. Optimal Income Taxation with Multidimensional Taxpayer Types
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (38)

2005

41. A Computational Approach to Proving Uniqueness in Dynamic Games
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (6)
42. Avoiding the Curse of Dimensionality in Dynamic Stochastic Games
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (4)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2005) View citations (4)
    See also Journal Article Avoiding the curse of dimensionality in dynamic stochastic games, Quantitative Economics, Econometric Society (2012) View citations (30) (2012)
43. Computation of Moral-Hazard Problems
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (1)

2004

44. Solving Continuous-Time Markov-Perfect Nash Equilibria
    Computing in Economics and Finance 2004, Society for Computational Economics
45. Teaching Numerical Methods to Economics Students
    Computing in Economics and Finance 2004, Society for Computational Economics

2003

46. Perturbation Methods and Change of Variable Transformations
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (1)
47. Solution Methods for Models with Quasi-Geometric Discounting
    Computing in Economics and Finance 2003, Society for Computational Economics

2002

48. Asymptotic Expansion Methods for Dynamic Models with Incomplete Asset Markets
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (4)
49. Optimal Policies for Patent Races
    Computing in Economics and Finance 2002, Society for Computational Economics
50. Optimal Rules for Patent Races
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (12)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (4)
    See also Journal Article OPTIMAL RULES FOR PATENT RACES, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2012) View citations (12) (2012)

2001

51. A Partial Equilibrium Model of Option Markets
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (4)
52. Asymptotic Methods for Asset Market Equilibrium Analysis
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (81)
    See also Journal Article Asymptotic methods for asset market equilibrium analysis, Economic Theory, Springer (2001) View citations (77) (2001)
53. Parametric Path Method: An alternative to Fair-Taylor and L-B-J for solving perfect foresight models
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (4)
    See also Journal Article The parametric path method: an alternative to Fair-Taylor and L-B-J for solving perfect foresight models, Journal of Economic Dynamics and Control, Elsevier (2002) View citations (16) (2002)

2000

54. A SUITE OF DYNAMIC EQUILIBRIUM PROBLEMS
    Computing in Economics and Finance 2000, Society for Computational Economics
55. Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
    See also Journal Article Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents, Journal of Finance, American Finance Association (2003) View citations (34) (2003)
56. BIFURCATION METHODS FOR ASSET MARKET EQUILIBRIUM ANALYSIS
    Computing in Economics and Finance 2000, Society for Computational Economics View citations (1)

1997

57. Computational Economics and Economic Theory: Substitutes or Complements
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (47)
    See also Journal Article Computational economics and economic theory: Substitutes or complements?, Journal of Economic Dynamics and Control, Elsevier (1997) View citations (35) (1997)
58. Efficiency of Asset Markets with Asymmetric Information
    University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA
59. Mergers and Dynamic Oligopoly
    Working Papers, University of Hawaii at Manoa, Department of Economics View citations (14)
60. Solving Large Scale Rational Expectations Models
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (82)
    See also Journal Article SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS, Macroeconomic Dynamics, Cambridge University Press (1997) View citations (93) (1997)
61. The Optimal Tax Rate for Capital Income is Negative
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (69)

1996

62. Volume and Price Formation in an Asset Trading Model with Asymmetric Information
    University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA View citations (3)

1991

63. Minimum weighted residual methods for solving aggregate growth models
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations (11)

1990

64. Observable Contracts: Strategic Delegation and Cooperation
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (5)
    See also Journal Article Observable Contracts: Strategic Delegation and Cooperation, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1991) View citations (159) (1991)

1987

65. Finite Lifetimes, Borrowing Constraints, and Short-Run Fiscal Policy
    NBER Working Papers, National Bureau of Economic Research, Inc

1986

66. Capital Gains Taxation by Realization in Dynamic General Equilibrium
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
67. Cyclical and Chaotic Behavior in a Dynamic Equilibrium Model
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (6)

1985

68. Closed-Loop Equilibrium in a Multi-Stage Innovation Race
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (8)
    See also Journal Article Closed-loop equilibrium in a multi-stage innovation race, Economic Theory, Springer (2003) View citations (20) (2003)
69. Optimal Consumption Plans and Portfolio Management with Duration- Dependent Returns
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (3)
70. Social Security and Individual Welfare: Precautionary Saving, LiquidityConstraints, and the Payroll Tax
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (43)

1984

71. Dynamic Limit Pricing and Internal Finance
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (2)
    See also Journal Article Dynamic limit pricing and internal finance, Journal of Economic Theory, Elsevier (1986) View citations (15) (1986)
72. Efficiency, Adverse Selection, and Production
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (3)
73. Equilibrium Incentives in Oligopoly
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (5)
    See also Journal Article Equilibrium Incentives in Oligopoly, American Economic Review, American Economic Association (1987) View citations (859) (1987)
74. The Macroeconomic Effects of Uncertain Fiscal Policy
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
75. The Welfare Cost of Factor Taxation in a Perfect Foresight Model
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
    See also Journal Article The Welfare Cost of Factor Taxation in a Perfect-Foresight Model, Journal of Political Economy, University of Chicago Press (1987) View citations (153) (1987)

1983

76. Credible Spatial Preemption
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (8)
    See also Journal Article Credible Spatial Preemption, RAND Journal of Economics, The RAND Corporation (1985) View citations (116) (1985)
77. Exercises in Voodoo Economics
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (1)
78. Short-Run Analysis of Fiscal Policy in a Simple Perfect Foresight Model
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (2)
    See also Journal Article Short-run Analysis of Fiscal Policy in a Simple Perfect Foresight Model, Journal of Political Economy, University of Chicago Press (1985) View citations (101) (1985)

1982

79. Redistributive Taxation in a Simple Perfect Foresight Model
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (73)
    See also Journal Article Redistributive taxation in a simple perfect foresight model, Journal of Public Economics, Elsevier (1985) View citations (916) (1985)

Undated

80. Computing Equilibria of Dynamic Games
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (1)
    See also Journal Article Computing Equilibria of Dynamic Games, Operations Research, INFORMS (2017) View citations (2) (2017)

Journal Articles

2023

1. A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems
   Quantitative Economics, 2023, 14, (2), 651-687
   See also Working Paper A Simple but Powerful Simulated Certainty Equivalent Approximation Method for Dynamic Stochastic Problems, NBER Working Papers (2021) (2021)

2020

2. Statistical approximation of high-dimensional climate models
   Journal of Econometrics, 2020, 214, (1), 67-80 View citations (2)
   See also Working Paper Statistical Approximation of High-Dimensional Climate Models, Swiss Finance Institute Research Paper Series (2016) (2016)

2019

3. Dynamic stochastic games with random moves
   Quantitative Marketing and Economics (QME), 2019, 17, (1), 59-79

2018

4. Solving an incomplete markets model with a large cross-section of agents
   Journal of Economic Dynamics and Control, 2018, 91, (C), 349-368 View citations (7)

2017

5. A NONLINEAR PROGRAMMING METHOD FOR DYNAMIC PROGRAMMING
   Macroeconomic Dynamics, 2017, 21, (2), 336-361 View citations (1)
   See also Working Paper Nonlinear Programming Method for Dynamic Programming, NBER Working Papers (2013) View citations (2) (2013)
6. A nonlinear certainty equivalent approximation method for dynamic stochastic problems
   Quantitative Economics, 2017, 8, (1), 117-147 View citations (8)
   See also Working Paper A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems, NBER Working Papers (2015) View citations (5) (2015)
7. Computing Equilibria of Dynamic Games
   Operations Research, 2017, 65, (2), 337-356 View citations (2)
   See also Working Paper Computing Equilibria of Dynamic Games, GSIA Working Papers View citations (1)
8. How to solve dynamic stochastic models computing expectations just once
   Quantitative Economics, 2017, 8, (3), 851-893 View citations (15)
   See also Working Paper How to Solve Dynamic Stochastic Models Computing Expectations Just Once, NBER Working Papers (2011) View citations (7) (2011)
9. Lower Bounds on Approximation Errors to Numerical Solutions of Dynamic Economic Models
   Econometrica, 2017, 85, 991-1012 View citations (9)

2016

10. A NOTE ON DETERMINING VIABLE ECONOMIC STATES IN A DYNAMIC MODEL OF TAXATION
    Macroeconomic Dynamics, 2016, 20, (5), 1395-1412 View citations (5)

2015

11. Dynamic programming with Hermite approximation
    Mathematical Methods of Operations Research, 2015, 81, (3), 245-267 View citations (4)
    See also Working Paper Dynamic Programming with Hermite Approximation, NBER Working Papers (2012) View citations (3) (2012)
12. Solving Dynamic Programming Problems on a Computational Grid
    Computational Economics, 2015, 45, (2), 261-284 View citations (9)
    See also Working Paper Solving Dynamic Programming Problems on a Computational Grid, NBER Working Papers (2013) View citations (4) (2013)
13. Stochastic integrated assessment of climate tipping points indicates the need for strict climate policy
    Nature Climate Change, 2015, 5, (5), 441-444 View citations (98)

2014

14. Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain
    Journal of Economic Dynamics and Control, 2014, 44, (C), 92-123 View citations (71)
    See also Software Item Smolyak code for "Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain", QM&RBC Codes (2015) (2015)
    Working Paper Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain, BYU Macroeconomics and Computational Laboratory Working Paper Series (2013) View citations (21) (2013)

2013

15. Shape-preserving dynamic programming
    Mathematical Methods of Operations Research, 2013, 77, (3), 407-421 View citations (9)

2012

16. Avoiding the curse of dimensionality in dynamic stochastic games
    Quantitative Economics, 2012, 3, (1), 53-93 View citations (30)
    See also Working Paper Avoiding the Curse of Dimensionality in Dynamic Stochastic Games, NBER Technical Working Papers (2005) View citations (4) (2005)
17. Constrained Optimization Approaches to Estimation of Structural Models
    Econometrica, 2012, 80, (5), 2213-2230 View citations (168)
    See also Working Paper Constrainted Optimization Approaches to Estimation of Structural Models, Discussion Papers (2008) View citations (22) (2008)
18. Dynamic programming with shape-preserving rational spline Hermite interpolation
    Economics Letters, 2012, 117, (1), 161-164 View citations (9)
19. Finding all pure‐strategy equilibria in games with continuous strategies
    Quantitative Economics, 2012, 3, (2), 289-331 View citations (5)
20. OPTIMAL RULES FOR PATENT RACES
    International Economic Review, 2012, 53, (1), 23-52 View citations (12)
    See also Working Paper Optimal Rules for Patent Races, Discussion Papers (2002) View citations (12) (2002)
21. Open science is necessary
    Nature Climate Change, 2012, 2, (5), 299-299 View citations (17)

2011

22. Bond Ladders and Optimal Portfolios
    The Review of Financial Studies, 2011, 24, (12), 4123-4166 View citations (3)
    See also Working Paper Bond Ladders and Optimal Portfolios, Swiss Finance Institute Research Paper Series (2008) (2008)
23. 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 (18)
    See also Working Paper Computational suite of models with heterogeneous agents: Multi-country real business cycle models, Post-Print (2010) View citations (19) (2010)
24. Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
    Quantitative Economics, 2011, 2, (2), 173-210 View citations (119)
    See also Working Paper Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models, Working Papers. Serie AD (2011) View citations (119) (2011)
    Software Item Matlab code for "Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models", QM&RBC Codes (2011) (2011)
25. Solving the multi-country real business cycle model using ergodic set methods
    Journal of Economic Dynamics and Control, 2011, 35, (2), 207-228 View citations (32)
    See also Working Paper Solving the multi-country real business cycle model using ergodic set methods, Working Papers. Serie AD (2011) View citations (34) (2011)
26. The Importance of Asymmetric Tax Policy and Dangers of Aggregation
    Journal of Money, Credit and Banking, 2011, 43, 175-205
    Also in Journal of Money, Credit and Banking, 2011, 43, (s1), 175-205 (2011)

2010

27. CIM-EARTH: Framework and Case Study
    The B.E. Journal of Economic Analysis & Policy, 2010, 10, (2), 34 View citations (4)
28. 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 (54)
29. Equilibrium open interest
    Journal of Economic Dynamics and Control, 2010, 34, (12), 2578-2600 View citations (2)
30. Preface to the Special Issue on Computational Economics
    Operations Research, 2010, 58, (4-part-2), 1035-1036 View citations (1)
31. Stable and Efficient Computational Methods for Dynamic Programming
    Journal of the European Economic Association, 2010, 8, (2-3), 626-634 View citations (14)

2008

32. Operations Research Call for Papers: Special Issue on Computational Economics
    Operations Research, 2008, 56, (3), 0796-0796
    Also in Operations Research, 2007, 55, (4), 807-807 (2007)
    Operations Research, 2007, 55, (5), 1000-1000 (2007)
    Operations Research, 2007, 55, (6), 1204-1204 (2007)

2007

33. Comments on Prof. Mirowski's "Markets Come to Bits: Evolution, Computation and Markomata in Economic Science"
    Journal of Economic Behavior & Organization, 2007, 63, (2), 262-265
34. Operations Research Call for Papers: Special Issue on Computational Economics---Submission deadline: March 31, 2008
    Operations Research, 2007, 55, (3), 613-613

2006

35. Equilibrium Incentives in Oligopoly: Corrigendum
    American Economic Review, 2006, 96, (4), 1367-1367 View citations (7)
36. Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment"
    Finance Research Letters, 2006, 3, (2), 102-105 View citations (2)

2004

37. Computational Public Economics
    Journal of Public Economic Theory, 2004, 6, (2), 195-202 View citations (4)
38. Special issue on Mathematical Programming
    Journal of Economic Dynamics and Control, 2004, 28, (7), 1227-1227

2003

39. Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents
    Journal of Finance, 2003, 58, (5), 2203-2217 View citations (34)
    See also Working Paper Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents, Discussion Papers (2000) (2000)
40. Closed-loop equilibrium in a multi-stage innovation race
    Economic Theory, 2003, 21, (2), 673-695 View citations (20)
    See also Working Paper Closed-Loop Equilibrium in a Multi-Stage Innovation Race, Discussion Papers (1985) View citations (8) (1985)
41. Computing Supergame Equilibria
    Econometrica, 2003, 71, (4), 1239-1254 View citations (56)

2002

42. Capital-Income Taxation with Imperfect Competition
    American Economic Review, 2002, 92, (2), 417-421 View citations (70)
43. The parametric path method: an alternative to Fair-Taylor and L-B-J for solving perfect foresight models
    Journal of Economic Dynamics and Control, 2002, 26, (9-10), 1557-1583 View citations (16)
    See also Working Paper Parametric Path Method: An alternative to Fair-Taylor and L-B-J for solving perfect foresight models, Computing in Economics and Finance 2001 (2001) View citations (4) (2001)

2001

44. Asymptotic methods for asset market equilibrium analysis
    Economic Theory, 2001, 18, (1), 127-157 View citations (77)
    See also Working Paper Asymptotic Methods for Asset Market Equilibrium Analysis, NBER Working Papers (2001) View citations (81) (2001)

2000

45. Asset market equilibrium with general tastes, returns, and informational asymmetries
    Journal of Financial Markets, 2000, 3, (1), 17-43 View citations (28)
46. Computing equilibria in infinite-horizon finance economies: The case of one asset
    Journal of Economic Dynamics and Control, 2000, 24, (5-7), 1047-1078 View citations (13)

1999

47. Optimal taxation and spending in general competitive growth models
    Journal of Public Economics, 1999, 71, (1), 1-26 View citations (155)

1998

48. Taxes, Uncertainty, and Human Capital
    American Economic Review, 1998, 88, (2), 289-92 View citations (18)

1997

49. Asymptotic methods for aggregate growth models
    Journal of Economic Dynamics and Control, 1997, 21, (6), 1025-1042 View citations (105)
50. Computational economics and economic theory: Substitutes or complements?
    Journal of Economic Dynamics and Control, 1997, 21, (6), 907-942 View citations (35)
    See also Working Paper Computational Economics and Economic Theory: Substitutes or Complements, NBER Technical Working Papers (1997) View citations (47) (1997)
51. SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS
    Macroeconomic Dynamics, 1997, 1, (1), 45-75 View citations (93)
    See also Working Paper Solving Large Scale Rational Expectations Models, NBER Technical Working Papers (1997) View citations (82) (1997)

1994

52. Price and Quality in a New Product Monopoly
    The Review of Economic Studies, 1994, 61, (4), 773-789 View citations (80)

1992

53. Projection methods for solving aggregate growth models
    Journal of Economic Theory, 1992, 58, (2), 410-452 View citations (444)

1991

54. A Review of Recursive Methods in Economic Dynamics
    Journal of Economic Literature, 1991, 29, (1), 69-77
55. Observable Contracts: Strategic Delegation and Cooperation
    International Economic Review, 1991, 32, (3), 551-59 View citations (159)
    See also Working Paper Observable Contracts: Strategic Delegation and Cooperation, Discussion Papers (1990) View citations (5) (1990)

1989

56. Taxation and Uncertainty
    American Economic Review, 1989, 79, (2), 331-36 View citations (64)

1988

57. Capital Market Imperfections and Tax Policy Analysis in the Life Cycle Model
    Annals of Economics and Statistics, 1988, (9), 111-139

1987

58. A Dynamic Theory of Factor Taxation
    American Economic Review, 1987, 77, (2), 42-48 View citations (17)
59. Debt and distortionary taxation in a simple perfect foresight model
    Journal of Monetary Economics, 1987, 20, (1), 51-72 View citations (24)
60. Effects of Capital Gains Taxation on Life-Cycle Investment and Portfolio Management
    Journal of Finance, 1987, 42, (3), 743-58 View citations (37)
61. Equilibrium Incentives in Oligopoly
    American Economic Review, 1987, 77, (5), 927-40 View citations (859)
    See also Working Paper Equilibrium Incentives in Oligopoly, Discussion Papers (1984) View citations (5) (1984)
62. Social Security and Individual Welfare: Precautionary Saving, Borrowing Constraints, and the Payroll Tax
    American Economic Review, 1987, 77, (4), 630-46 View citations (167)
63. The Welfare Cost of Factor Taxation in a Perfect-Foresight Model
    Journal of Political Economy, 1987, 95, (4), 675-709 View citations (153)
    See also Working Paper The Welfare Cost of Factor Taxation in a Perfect Foresight Model, Discussion Papers (1984) (1984)

1986

64. Dynamic limit pricing and internal finance
    Journal of Economic Theory, 1986, 39, (2), 368-399 View citations (15)
    See also Working Paper Dynamic Limit Pricing and Internal Finance, Discussion Papers (1984) View citations (2) (1984)
65. Liquidity Constraints, Fiscal Policy, and Consumption
    Brookings Papers on Economic Activity, 1986, 17, (1), 1-60 View citations (142)

1985

66. Credible Spatial Preemption
    RAND Journal of Economics, 1985, 16, (2), 153-166 View citations (116)
    See also Working Paper Credible Spatial Preemption, Discussion Papers (1983) View citations (8) (1983)
67. Marginal excess burden in a dynamic economy
    Economics Letters, 1985, 18, (2-3), 213-216 View citations (2)
68. On the Performance of Patents
    Econometrica, 1985, 53, (3), 567-85 View citations (231)
69. Redistributive taxation in a simple perfect foresight model
    Journal of Public Economics, 1985, 28, (1), 59-83 View citations (916)
    See also Working Paper Redistributive Taxation in a Simple Perfect Foresight Model, Discussion Papers (1982) View citations (73) (1982)
70. Short-run Analysis of Fiscal Policy in a Simple Perfect Foresight Model
    Journal of Political Economy, 1985, 93, (2), 298-319 View citations (101)
    See also Working Paper Short-Run Analysis of Fiscal Policy in a Simple Perfect Foresight Model, Discussion Papers (1983) View citations (2) (1983)
71. The law of large numbers with a continuum of IID random variables
    Journal of Economic Theory, 1985, 35, (1), 19-25 View citations (300)

1983

72. Equilibrium Price Dispersion
    Econometrica, 1983, 51, (4), 955-69 View citations (723)

1982

73. An alternative to steady-state comparisons in perfect foresight models
    Economics Letters, 1982, 10, (1-2), 55-59 View citations (83)
74. Tariffs, Technology Transfer, and Welfare
    Journal of Political Economy, 1982, 90, (6), 1142-65 View citations (14)

1980

75. A note on the core of the overlapping generations model
    Economics Letters, 1980, 6, (2), 95-97 View citations (10)

Books

1998

1. Numerical Methods in Economics, vol 1
   MIT Press Books, The MIT Press View citations (1610)

Edited books

2006

1. Handbook of Computational Economics, vol 2
   Handbook of Computational Economics, Elsevier View citations (1118)

Chapters

2006

1. Computationally Intensive Analyses in Economics
   Chapter 17 in Handbook of Computational Economics, 2006, vol. 2, pp 881-893 View citations (26)

1996

2. Approximation, perturbation, and projection methods in economic analysis
   Chapter 12 in Handbook of Computational Economics, 1996, vol. 1, pp 509-585 View citations (55)

Software Items

2015

1. Smolyak code for "Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain"
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
   See also Journal Article Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain, Journal of Economic Dynamics and Control, Elsevier (2014) View citations (71) (2014)

2011

2. Matlab code for "Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models"
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
   See also Journal Article Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models, Quantitative Economics, Econometric Society (2011) View citations (119) (2011)

Editor

1. Journal of Economic Dynamics and Control
   Elsevier