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Details about Kenneth L. Judd

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

Access statistics for papers by Kenneth L. Judd.

Last updated 2017-09-03. Update your information in the RePEc Author Service.

Short-id: pju19


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Working Papers

2016

  1. Agricultural R&D Policy in the Face of Climate and Economic Uncertainty
    2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts, Agricultural and Applied Economics Association Downloads
  2. Statistical Approximation of High-Dimensional Climate Models
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads

2015

  1. A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
  2. The Social Cost of Carbon with Economic and Climate Risks
    Papers, arXiv.org Downloads View citations (9)

2014

  1. 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 Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads
  2. 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 Downloads
  3. Which economic states are sustainable under a slightly constrained tax-rate adjustment policy
    MPRA Paper, University Library of Munich, Germany Downloads

2013

  1. Nonlinear Programming Method for Dynamic Programming
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in Macroeconomic Dynamics (2017)
  2. Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
  3. 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 Downloads
  4. Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory (2013) Downloads View citations (10)
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2013) Downloads View citations (2)

    See also Journal Article in Journal of Economic Dynamics and Control (2014)
  5. Solving Dynamic Programming Problems on a Computational Grid
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in Computational Economics (2015)
  6. The Social Cost of Stochastic and Irreversible Climate Change
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (45)

2012

  1. Continuous-Time Methods for Integrated Assessment Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
  2. Dynamic Programming with Hermite Approximation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in Mathematical Methods of Operations Research (2015)
  3. Merging Simulation and Projection Approaches to Solve High-Dimensional Problems
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (28)
    Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2012) Downloads View citations (19)

2011

  1. 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 Downloads View citations (14)
  2. How to Solve Dynamic Stochastic Models Computing Expectations Just Once
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
  3. Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads View citations (54)
    See also Journal Article in Quantitative Economics (2011)
  4. One-node Quadrature Beats Monte Carlo: A Generalized Stochastic Simulation Algorithm
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  5. Solving the multi-country real business cycle model using ergodic set methods
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads View citations (24)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (5)

    See also Journal Article in Journal of Economic Dynamics and Control (2011)

2010

  1. A Cluster-Grid Projection Method: Solving Problems with High Dimensionality
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
  2. Computational suite of models with heterogeneous agents: Multi-country real business cycle models
    Post-Print, HAL Downloads View citations (6)
  3. Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models
    2010 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (10)

2009

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

2008

  1. Constrainted Optimization Approaches to Estimation of Structural Models
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (8)
    See also Journal Article in Econometrica (2012)

2006

  1. A New Optimization Approach to Maximum Likelihood Estimation of Structural Models
    Computing in Economics and Finance 2006, Society for Computational Economics
  2. 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 Downloads
  3. Handbook of Computational Economics, Vol. 2: Agent-Based Computational Economics
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (150)
  4. O curse of dimensionality, where is thy sting?
    Computing in Economics and Finance 2006, Society for Computational Economics
  5. Optimal Income Taxation with Multidimensional Taxpayer Types
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads View citations (12)

2005

  1. A Computational Approach to Proving Uniqueness in Dynamic Games
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (5)
  2. Avoiding the Curse of Dimensionality in Dynamic Stochastic Games
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research Downloads View citations (2)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (2)

    See also Journal Article in Quantitative Economics (2012)
  3. Computation of Moral-Hazard Problems
    Computing in Economics and Finance 2005, Society for Computational Economics

2004

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

2003

  1. Perturbation Methods and Change of Variable Transformations
    Computing in Economics and Finance 2003, Society for Computational Economics
  2. Solution Methods for Models with Quasi-Geometric Discounting
    Computing in Economics and Finance 2003, Society for Computational Economics

2002

  1. Asymptotic Expansion Methods for Dynamic Models with Incomplete Asset Markets
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (3)
  2. Optimal Policies for Patent Races
    Computing in Economics and Finance 2002, Society for Computational Economics
  3. Optimal Rules for Patent Races
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (10)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads View citations (2)

    See also Journal Article in International Economic Review (2012)

2001

  1. A Partial Equilibrium Model of Option Markets
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (4)
  2. Asymptotic Methods for Asset Market Equilibrium Analysis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (51)
    See also Journal Article in Economic Theory (2001)
  3. 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 (3)

2000

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

1997

  1. Computational Economics and Economic Theory: Substitutes or Complements
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (36)
    See also Journal Article in Journal of Economic Dynamics and Control (1997)
  2. Efficiency of Asset Markets with Asymmetric Information
    University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA Downloads
  3. Mergers and Dynamic Oligopoly
    Working Papers, University of Hawaii at Manoa, Department of Economics Downloads View citations (2)
  4. Solving Large Scale Rational Expectations Models
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (22)
    See also Journal Article in Macroeconomic Dynamics (1997)
  5. The Optimal Tax Rate for Capital Income is Negative
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (50)

1996

  1. 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 Downloads View citations (1)

1992

  1. Finite sample bias of GMM estimation
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences

1991

  1. Minimum weighted residual methods for solving aggregate growth models
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis Downloads View citations (5)

1990

  1. Observable Contracts: Strategic Delegation and Cooperation
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (5)
    See also Journal Article in International Economic Review (1991)

1987

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

1986

  1. Capital Gains Taxation by Realization in Dynamic General Equilibrium
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads
  2. Cyclical and Chaotic Behavior in a Dynamic Equilibrium Model
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (4)

1985

  1. Closed-Loop Equilibrium in a Multi-Stage Innovation Race
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (5)
    See also Journal Article in Economic Theory (2003)
  2. Optimal Consumption Plans and Portfolio Management with Duration- Dependent Returns
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (3)
  3. Social Security and Individual Welfare: Precautionary Saving, LiquidityConstraints, and the Payroll Tax
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (44)

1984

  1. Dynamic Limit Pricing and Internal Finance
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (2)
    See also Journal Article in Journal of Economic Theory (1986)
  2. Efficiency, Adverse Selection, and Production
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (2)
  3. Equilibrium Incentives in Oligopoly
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (1)
    See also Journal Article in American Economic Review (1987)
  4. The Macroeconomic Effects of Uncertain Fiscal Policy
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads
  5. The Welfare Cost of Factor Taxation in a Perfect Foresight Model
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads
    See also Journal Article in Journal of Political Economy (1987)

1983

  1. Credible Spatial Preemption
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (7)
    See also Journal Article in RAND Journal of Economics (1985)
  2. Exercises in Voodoo Economics
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads
  3. 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 Downloads View citations (2)
    See also Journal Article in Journal of Political Economy (1985)

1982

  1. Redistributive Taxation in a Simple Perfect Foresight Model
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (76)
    See also Journal Article in Journal of Public Economics (1985)

Undated

  1. Bond Ladders and Optimal Portfolios
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    See also Journal Article in Review of Financial Studies
  2. Computing Equilibria of Dynamic Games
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads
  3. Finding All Pure-Strategy Equilibria in Static and Dynamic Games with Continuous Strategies
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (1)

Journal Articles

2017

  1. A NONLINEAR PROGRAMMING METHOD FOR DYNAMIC PROGRAMMING
    Macroeconomic Dynamics, 2017, 21, (02), 336-361 Downloads
    See also Working Paper (2013)

2016

  1. A NOTE ON DETERMINING VIABLE ECONOMIC STATES IN A DYNAMIC MODEL OF TAXATION
    Macroeconomic Dynamics, 2016, 20, (05), 1395-1412 Downloads View citations (2)

2015

  1. Dynamic programming with Hermite approximation
    Mathematical Methods of Operations Research, 2015, 81, (3), 245-267 Downloads View citations (1)
    See also Working Paper (2012)
  2. Solving Dynamic Programming Problems on a Computational Grid
    Computational Economics, 2015, 45, (2), 261-284 Downloads View citations (5)
    See also Working Paper (2013)

2014

  1. 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 Downloads View citations (14)
    See also Software Item (2015)
    Working Paper (2013)

2013

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

2012

  1. Avoiding the curse of dimensionality in dynamic stochastic games
    Quantitative Economics, 2012, 3, (1), 53-93 Downloads View citations (8)
    See also Working Paper (2005)
  2. Constrained Optimization Approaches to Estimation of Structural Models
    Econometrica, 2012, 80, (5), 2213-2230 Downloads View citations (48)
    See also Working Paper (2008)
  3. Dynamic programming with shape-preserving rational spline Hermite interpolation
    Economics Letters, 2012, 117, (1), 161-164 Downloads View citations (7)
  4. Finding all pure‐strategy equilibria in games with continuous strategies
    Quantitative Economics, 2012, 3, (2), 289-331 Downloads View citations (5)
  5. OPTIMAL RULES FOR PATENT RACES
    International Economic Review, 2012, 53, (1), 23-52 Downloads View citations (2)
    See also Working Paper (2002)

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 Downloads View citations (17)
  2. Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
    Quantitative Economics, 2011, 2, (2), 173-210 View citations (52)
    See also Software Item (2011)
    Working Paper (2011)
  3. Solving the multi-country real business cycle model using ergodic set methods
    Journal of Economic Dynamics and Control, 2011, 35, (2), 207-228 Downloads View citations (16)
    See also Working Paper (2011)
  4. The Importance of Asymmetric Tax Policy and Dangers of Aggregation
    Journal of Money, Credit and Banking, 2011, 43, 175-205

2010

  1. CIM-EARTH: Framework and Case Study
    The B.E. Journal of Economic Analysis & Policy, 2010, 10, (2), 1-34 Downloads View citations (4)
  2. Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty
    Journal of Economic Dynamics and Control, 2010, 34, (1), 1-3 Downloads View citations (19)
  3. Equilibrium open interest
    Journal of Economic Dynamics and Control, 2010, 34, (12), 2578-2600 Downloads View citations (2)
  4. Preface to the Special Issue on Computational Economics
    Operations Research, 2010, 58, (4-part-2), 1035-1036 Downloads
  5. Stable and Efficient Computational Methods for Dynamic Programming
    Journal of the European Economic Association, 2010, 8, (2-3), 626-634 Downloads View citations (11)

2008

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

2007

  1. 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 Downloads
  2. Operations Research Call for Papers: Special Issue on Computational Economics---Submission deadline: March 31, 2008
    Operations Research, 2007, 55, (3), 613-613 Downloads

2006

  1. Equilibrium Incentives in Oligopoly: Corrigendum
    American Economic Review, 2006, 96, (4), 1367-1367 Downloads View citations (3)
  2. 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 Downloads View citations (2)

2004

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

2003

  1. Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents
    Journal of Finance, 2003, 58, (5), 2203-2218 Downloads View citations (18)
    See also Working Paper (2000)
  2. Closed-loop equilibrium in a multi-stage innovation race
    Economic Theory, 2003, 21, (2), 673-695 Downloads View citations (15)
    See also Working Paper (1985)
  3. Computing Supergame Equilibria
    Econometrica, 2003, 71, (4), 1239-1254 Downloads View citations (35)

2002

  1. Capital-Income Taxation with Imperfect Competition
    American Economic Review, 2002, 92, (2), 417-421 Downloads View citations (37)
  2. 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 Downloads View citations (13)

2001

  1. Asymptotic methods for asset market equilibrium analysis
    Economic Theory, 2001, 18, (1), 127-157 Downloads View citations (34)
    See also Working Paper (2001)

2000

  1. Asset market equilibrium with general tastes, returns, and informational asymmetries
    Journal of Financial Markets, 2000, 3, (1), 17-43 Downloads View citations (16)
  2. Computing equilibria in infinite-horizon finance economies: The case of one asset
    Journal of Economic Dynamics and Control, 2000, 24, (5-7), 1047-1078 Downloads View citations (8)

1999

  1. Optimal taxation and spending in general competitive growth models
    Journal of Public Economics, 1999, 71, (1), 1-26 Downloads View citations (98)

1998

  1. Taxes, Uncertainty, and Human Capital
    American Economic Review, 1998, 88, (2), 289-92 Downloads View citations (13)

1997

  1. Asymptotic methods for aggregate growth models
    Journal of Economic Dynamics and Control, 1997, 21, (6), 1025-1042 Downloads View citations (71)
  2. Computational economics and economic theory: Substitutes or complements?
    Journal of Economic Dynamics and Control, 1997, 21, (6), 907-942 Downloads View citations (23)
    See also Working Paper (1997)
  3. SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS
    Macroeconomic Dynamics, 1997, 1, (01), 45-75 Downloads View citations (67)
    See also Working Paper (1997)

1994

  1. Price and Quality in a New Product Monopoly
    Review of Economic Studies, 1994, 61, (4), 773-789 Downloads View citations (45)

1992

  1. Projection methods for solving aggregate growth models
    Journal of Economic Theory, 1992, 58, (2), 410-452 Downloads View citations (313)

1991

  1. A Review of Recursive Methods in Economic Dynamics
    Journal of Economic Literature, 1991, 29, (1), 69-77 Downloads
  2. Observable Contracts: Strategic Delegation and Cooperation
    International Economic Review, 1991, 32, (3), 551-59 Downloads View citations (103)
    See also Working Paper (1990)

1989

  1. Taxation and Uncertainty
    American Economic Review, 1989, 79, (2), 331-36 Downloads View citations (40)

1988

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

1987

  1. A Dynamic Theory of Factor Taxation
    American Economic Review, 1987, 77, (2), 42-48 Downloads View citations (13)
  2. Debt and distortionary taxation in a simple perfect foresight model
    Journal of Monetary Economics, 1987, 20, (1), 51-72 Downloads View citations (17)
  3. Effects of Capital Gains Taxation on Life-Cycle Investment and Portfolio Management
    Journal of Finance, 1987, 42, (3), 743-58 Downloads View citations (20)
  4. Equilibrium Incentives in Oligopoly
    American Economic Review, 1987, 77, (5), 927-40 Downloads View citations (526)
    See also Working Paper (1984)
  5. Social Security and Individual Welfare: Precautionary Saving, Borrowing Constraints, and the Payroll Tax
    American Economic Review, 1987, 77, (4), 630-46 Downloads View citations (103)
  6. The Welfare Cost of Factor Taxation in a Perfect-Foresight Model
    Journal of Political Economy, 1987, 95, (4), 675-709 Downloads View citations (115)
    See also Working Paper (1984)

1986

  1. Dynamic limit pricing and internal finance
    Journal of Economic Theory, 1986, 39, (2), 368-399 Downloads View citations (10)
    See also Working Paper (1984)
  2. Liquidity Constraints, Fiscal Policy, and Consumption
    Brookings Papers on Economic Activity, 1986, 17, (1), 1-60 Downloads View citations (69)

1985

  1. Credible Spatial Preemption
    RAND Journal of Economics, 1985, 16, (2), 153-166 Downloads View citations (29)
    See also Working Paper (1983)
  2. Marginal excess burden in a dynamic economy
    Economics Letters, 1985, 18, (2-3), 213-216 Downloads View citations (1)
  3. On the Performance of Patents
    Econometrica, 1985, 53, (3), 567-85 Downloads View citations (144)
  4. Redistributive taxation in a simple perfect foresight model
    Journal of Public Economics, 1985, 28, (1), 59-83 Downloads View citations (503)
    See also Working Paper (1982)
  5. Short-run Analysis of Fiscal Policy in a Simple Perfect Foresight Model
    Journal of Political Economy, 1985, 93, (2), 298-319 Downloads View citations (70)
    See also Working Paper (1983)
  6. The law of large numbers with a continuum of IID random variables
    Journal of Economic Theory, 1985, 35, (1), 19-25 Downloads View citations (191)

1983

  1. Equilibrium Price Dispersion
    Econometrica, 1983, 51, (4), 955-69 Downloads View citations (383)

1982

  1. An alternative to steady-state comparisons in perfect foresight models
    Economics Letters, 1982, 10, (1-2), 55-59 Downloads View citations (63)
  2. Tariffs, Technology Transfer, and Welfare
    Journal of Political Economy, 1982, 90, (6), 1142-65 Downloads View citations (11)

1980

  1. A note on the core of the overlapping generations model
    Economics Letters, 1980, 6, (2), 95-97 Downloads View citations (9)

Undated

  1. Bond Ladders and Optimal Portfolios
    Review of Financial Studies, 24, (12), 4123-4166 Downloads
    See also Working Paper

Books

1998

  1. Numerical Methods in Economics, vol 1
    MIT Press Books, The MIT Press View citations (697)

Edited books

2006

  1. Handbook of Computational Economics, vol 2
    Handbook of Computational Economics, Elsevier Downloads View citations (14)

Chapters

2006

  1. Computationally Intensive Analyses in Economics
    Chapter 17 in Handbook of Computational Economics, 2006, vol. 2, pp 881-893 Downloads View citations (10)

1996

  1. Approximation, perturbation, and projection methods in economic analysis
    Chapter 12 in Handbook of Computational Economics, 1996, vol. 1, pp 509-585 Downloads View citations (19)

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 Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2014)

2011

  1. Matlab code for "Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models"
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
    See also Journal Article in Quantitative Economics (2011)

Editor

  1. Journal of Economic Dynamics and Control
    Elsevier
 
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