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Details about Kenneth L. Judd

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

Short-id: pju19


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Working Papers

2021

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

2020

  1. Modeling Uncertainty in Large Natural Resource Allocation Problems
    Policy Research Working Paper Series, The World Bank Downloads View citations (1)
  2. Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs
    Papers, arXiv.org Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (11)

2019

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

2018

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

2017

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

2016

  1. 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 Downloads
  2. Agricultural R&D policy under climate and economic uncertainty
    Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project Downloads
  3. Statistical Approximation of High-Dimensional Climate Models
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    See also Journal Article Statistical approximation of high-dimensional climate models, Journal of Econometrics, Elsevier (2020) Downloads View citations (2) (2020)

2015

  1. A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article A nonlinear certainty equivalent approximation method for dynamic stochastic problems, Quantitative Economics, Econometric Society (2017) Downloads View citations (6) (2017)
  2. The Social Cost of Carbon with Economic and Climate Risks
    Papers, arXiv.org Downloads View citations (32)

2014

  1. A Big Data Approach to Optimal Sales Taxation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory (2014) Downloads View citations (1)
  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 View citations (1)
  3. Which economic states are sustainable under a slightly constrained tax-rate adjustment policy
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

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 A NONLINEAR PROGRAMMING METHOD FOR DYNAMIC PROGRAMMING, Macroeconomic Dynamics, Cambridge University Press (2017) Downloads View citations (1) (2017)
  2. 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
  3. 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 (6)
    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 (20)
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2013) Downloads 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) Downloads View citations (65) (2014)
  4. Solving Dynamic Programming Problems on a Computational Grid
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article Solving Dynamic Programming Problems on a Computational Grid, Computational Economics, Springer (2015) Downloads View citations (9) (2015)
  5. The Social Cost of Stochastic and Irreversible Climate Change
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (71)

2012

  1. Continuous-Time Methods for Integrated Assessment Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (19)
  2. Dynamic Programming with Hermite Approximation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article Dynamic programming with Hermite approximation, Mathematical Methods of Operations Research, Springer (2015) Downloads View citations (4) (2015)
  3. Merging Simulation and Projection Approaches to Solve High-Dimensional Problems
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (43)
    Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2012) Downloads View citations (42)

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 (38)
  2. How to Solve Dynamic Stochastic Models Computing Expectations Just Once
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Journal Article How to solve dynamic stochastic models computing expectations just once, Quantitative Economics, Econometric Society (2017) Downloads View citations (13) (2017)
  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 (117)
    See also Journal Article Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models, Quantitative Economics, Econometric Society (2011) View citations (117) (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 (34)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads 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) Downloads View citations (32) (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 (25)
  2. Computational suite of models with heterogeneous agents: Multi-country real business cycle models
    Post-Print, HAL Downloads 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) Downloads View citations (18) (2011)
  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)
  4. 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 (20)

2009

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

2008

  1. Bond Ladders and Optimal Portfolios
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    See also Journal Article Bond Ladders and Optimal Portfolios, The Review of Financial Studies, Society for Financial Studies (2011) Downloads View citations (3) (2011)
  2. Constrainted Optimization Approaches to Estimation of Structural Models
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (21)
    See also Journal Article Constrained Optimization Approaches to Estimation of Structural Models, Econometrica, Econometric Society (2012) Downloads View citations (165) (2012)

2006

  1. A New Optimization Approach to Maximum Likelihood Estimation of Structural Models
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (2)
  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 (804)
  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 (38)

2005

  1. A Computational Approach to Proving Uniqueness in Dynamic Games
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (6)
  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 (4)

    See also Journal Article Avoiding the curse of dimensionality in dynamic stochastic games, Quantitative Economics, Econometric Society (2012) Downloads View citations (28) (2012)
  3. Computation of Moral-Hazard Problems
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (1)

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 (4)
  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 (12)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads 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) Downloads View citations (11) (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 (78)
    See also Journal Article Asymptotic methods for asset market equilibrium analysis, Economic Theory, Springer (2001) Downloads View citations (74) (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 (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) Downloads View citations (16) (2002)

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 Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents, Journal of Finance, American Finance Association (2003) Downloads View citations (32) (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 (46)
    See also Journal Article Computational economics and economic theory: Substitutes or complements?, Journal of Economic Dynamics and Control, Elsevier (1997) Downloads View citations (34) (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 (14)
  4. Solving Large Scale Rational Expectations Models
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (82)
    See also Journal Article SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS, Macroeconomic Dynamics, Cambridge University Press (1997) Downloads View citations (94) (1997)
  5. The Optimal Tax Rate for Capital Income is Negative
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (67)

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 (3)

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 (11)

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 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) Downloads View citations (158) (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 (6)

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 (8)
    See also Journal Article Closed-loop equilibrium in a multi-stage innovation race, Economic Theory, Springer (2003) Downloads View citations (20) (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 Dynamic limit pricing and internal finance, Journal of Economic Theory, Elsevier (1986) Downloads View citations (15) (1986)
  2. Efficiency, Adverse Selection, and Production
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (3)
  3. Equilibrium Incentives in Oligopoly
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (5)
    See also Journal Article Equilibrium Incentives in Oligopoly, American Economic Review, American Economic Association (1987) Downloads View citations (840) (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 The Welfare Cost of Factor Taxation in a Perfect-Foresight Model, Journal of Political Economy, University of Chicago Press (1987) Downloads View citations (153) (1987)

1983

  1. Credible Spatial Preemption
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (8)
    See also Journal Article Credible Spatial Preemption, RAND Journal of Economics, The RAND Corporation (1985) Downloads View citations (115) (1985)
  2. Exercises in Voodoo Economics
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (1)
  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 Short-run Analysis of Fiscal Policy in a Simple Perfect Foresight Model, Journal of Political Economy, University of Chicago Press (1985) Downloads View citations (101) (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 (73)
    See also Journal Article Redistributive taxation in a simple perfect foresight model, Journal of Public Economics, Elsevier (1985) Downloads View citations (885) (1985)

Undated

  1. Computing Equilibria of Dynamic Games
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads View citations (1)
    See also Journal Article Computing Equilibria of Dynamic Games, Operations Research, INFORMS (2017) Downloads 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 Downloads
    See also Working Paper A Simple but Powerful Simulated Certainty Equivalent Approximation Method for Dynamic Stochastic Problems, NBER Working Papers (2021) Downloads (2021)

2020

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

2019

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

2018

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

2017

  1. A NONLINEAR PROGRAMMING METHOD FOR DYNAMIC PROGRAMMING
    Macroeconomic Dynamics, 2017, 21, (2), 336-361 Downloads View citations (1)
    See also Working Paper Nonlinear Programming Method for Dynamic Programming, NBER Working Papers (2013) Downloads View citations (2) (2013)
  2. A nonlinear certainty equivalent approximation method for dynamic stochastic problems
    Quantitative Economics, 2017, 8, (1), 117-147 Downloads View citations (6)
    See also Working Paper A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems, NBER Working Papers (2015) Downloads View citations (5) (2015)
  3. Computing Equilibria of Dynamic Games
    Operations Research, 2017, 65, (2), 337-356 Downloads View citations (2)
    See also Working Paper Computing Equilibria of Dynamic Games, GSIA Working Papers Downloads View citations (1)
  4. How to solve dynamic stochastic models computing expectations just once
    Quantitative Economics, 2017, 8, (3), 851-893 Downloads View citations (13)
    See also Working Paper How to Solve Dynamic Stochastic Models Computing Expectations Just Once, NBER Working Papers (2011) Downloads View citations (7) (2011)
  5. Lower Bounds on Approximation Errors to Numerical Solutions of Dynamic Economic Models
    Econometrica, 2017, 85, 991-1012 Downloads View citations (9)

2016

  1. A NOTE ON DETERMINING VIABLE ECONOMIC STATES IN A DYNAMIC MODEL OF TAXATION
    Macroeconomic Dynamics, 2016, 20, (5), 1395-1412 Downloads View citations (4)

2015

  1. Dynamic programming with Hermite approximation
    Mathematical Methods of Operations Research, 2015, 81, (3), 245-267 Downloads View citations (4)
    See also Working Paper Dynamic Programming with Hermite Approximation, NBER Working Papers (2012) Downloads View citations (3) (2012)
  2. Solving Dynamic Programming Problems on a Computational Grid
    Computational Economics, 2015, 45, (2), 261-284 Downloads View citations (9)
    See also Working Paper Solving Dynamic Programming Problems on a Computational Grid, NBER Working Papers (2013) Downloads View citations (4) (2013)
  3. Stochastic integrated assessment of climate tipping points indicates the need for strict climate policy
    Nature Climate Change, 2015, 5, (5), 441-444 Downloads View citations (90)

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 (65)
    See also Working Paper Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain, NBER Working Papers (2013) Downloads View citations (6) (2013)
    Software Item Smolyak code for "Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain", QM&RBC Codes (2015) Downloads (2015)

2013

  1. Shape-preserving dynamic programming
    Mathematical Methods of Operations Research, 2013, 77, (3), 407-421 Downloads View citations (8)

2012

  1. Avoiding the curse of dimensionality in dynamic stochastic games
    Quantitative Economics, 2012, 3, (1), 53-93 Downloads View citations (28)
    See also Working Paper Avoiding the Curse of Dimensionality in Dynamic Stochastic Games, Harvard Institute of Economic Research Working Papers (2005) Downloads View citations (2) (2005)
  2. Constrained Optimization Approaches to Estimation of Structural Models
    Econometrica, 2012, 80, (5), 2213-2230 Downloads View citations (165)
    See also Working Paper Constrainted Optimization Approaches to Estimation of Structural Models, Discussion Papers (2008) Downloads View citations (21) (2008)
  3. Dynamic programming with shape-preserving rational spline Hermite interpolation
    Economics Letters, 2012, 117, (1), 161-164 Downloads View citations (8)
  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 (11)
    See also Working Paper Optimal Rules for Patent Races, Discussion Papers (2002) Downloads View citations (12) (2002)
  6. Open science is necessary
    Nature Climate Change, 2012, 2, (5), 299-299 Downloads View citations (17)

2011

  1. Bond Ladders and Optimal Portfolios
    The Review of Financial Studies, 2011, 24, (12), 4123-4166 Downloads View citations (3)
    See also Working Paper Bond Ladders and Optimal Portfolios, Swiss Finance Institute Research Paper Series (2008) Downloads (2008)
  2. 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 (18)
    See also Working Paper Computational suite of models with heterogeneous agents: Multi-country real business cycle models, Post-Print (2010) Downloads View citations (19) (2010)
  3. Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
    Quantitative Economics, 2011, 2, (2), 173-210 View citations (117)
    See also Working Paper Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models, Working Papers. Serie AD (2011) Downloads View citations (117) (2011)
    Software Item Matlab code for "Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models", QM&RBC Codes (2011) Downloads (2011)
  4. 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 (32)
    See also Working Paper Solving the multi-country real business cycle model using ergodic set methods, Working Papers. Serie AD (2011) Downloads View citations (34) (2011)
  5. 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) Downloads

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 (48)
  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 View citations (1)
  5. Stable and Efficient Computational Methods for Dynamic Programming
    Journal of the European Economic Association, 2010, 8, (2-3), 626-634 Downloads View citations (14)

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, (5), 1000-1000 (2007) Downloads
    Operations Research, 2007, 55, (6), 1204-1204 (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 (7)
  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 (4)
  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), 2203-2217 Downloads View citations (32)
    See also Working Paper Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents, Discussion Papers (2000) Downloads (2000)
  2. Closed-loop equilibrium in a multi-stage innovation race
    Economic Theory, 2003, 21, (2), 673-695 Downloads View citations (20)
    See also Working Paper Closed-Loop Equilibrium in a Multi-Stage Innovation Race, Discussion Papers (1985) Downloads View citations (8) (1985)
  3. Computing Supergame Equilibria
    Econometrica, 2003, 71, (4), 1239-1254 View citations (56)

2002

  1. Capital-Income Taxation with Imperfect Competition
    American Economic Review, 2002, 92, (2), 417-421 Downloads View citations (67)
  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 (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

  1. Asymptotic methods for asset market equilibrium analysis
    Economic Theory, 2001, 18, (1), 127-157 Downloads View citations (74)
    See also Working Paper Asymptotic Methods for Asset Market Equilibrium Analysis, NBER Working Papers (2001) Downloads View citations (78) (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 (27)
  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 (12)

1999

  1. Optimal taxation and spending in general competitive growth models
    Journal of Public Economics, 1999, 71, (1), 1-26 Downloads View citations (153)

1998

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

1997

  1. Asymptotic methods for aggregate growth models
    Journal of Economic Dynamics and Control, 1997, 21, (6), 1025-1042 Downloads View citations (97)
  2. Computational economics and economic theory: Substitutes or complements?
    Journal of Economic Dynamics and Control, 1997, 21, (6), 907-942 Downloads View citations (34)
    See also Working Paper Computational Economics and Economic Theory: Substitutes or Complements, NBER Technical Working Papers (1997) Downloads View citations (46) (1997)
  3. SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS
    Macroeconomic Dynamics, 1997, 1, (1), 45-75 Downloads View citations (94)
    See also Working Paper Solving Large Scale Rational Expectations Models, NBER Technical Working Papers (1997) Downloads View citations (82) (1997)

1994

  1. Price and Quality in a New Product Monopoly
    The Review of Economic Studies, 1994, 61, (4), 773-789 Downloads View citations (79)

1992

  1. Projection methods for solving aggregate growth models
    Journal of Economic Theory, 1992, 58, (2), 410-452 Downloads View citations (438)

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 (158)
    See also Working Paper Observable Contracts: Strategic Delegation and Cooperation, Discussion Papers (1990) Downloads View citations (5) (1990)

1989

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

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 (17)
  2. Debt and distortionary taxation in a simple perfect foresight model
    Journal of Monetary Economics, 1987, 20, (1), 51-72 Downloads View citations (24)
  3. Effects of Capital Gains Taxation on Life-Cycle Investment and Portfolio Management
    Journal of Finance, 1987, 42, (3), 743-58 Downloads View citations (37)
  4. Equilibrium Incentives in Oligopoly
    American Economic Review, 1987, 77, (5), 927-40 Downloads View citations (840)
    See also Working Paper Equilibrium Incentives in Oligopoly, Discussion Papers (1984) Downloads View citations (5) (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 (163)
  6. The Welfare Cost of Factor Taxation in a Perfect-Foresight Model
    Journal of Political Economy, 1987, 95, (4), 675-709 Downloads View citations (153)
    See also Working Paper The Welfare Cost of Factor Taxation in a Perfect Foresight Model, Discussion Papers (1984) Downloads (1984)

1986

  1. Dynamic limit pricing and internal finance
    Journal of Economic Theory, 1986, 39, (2), 368-399 Downloads View citations (15)
    See also Working Paper Dynamic Limit Pricing and Internal Finance, Discussion Papers (1984) Downloads View citations (2) (1984)
  2. Liquidity Constraints, Fiscal Policy, and Consumption
    Brookings Papers on Economic Activity, 1986, 17, (1), 1-60 Downloads View citations (140)

1985

  1. Credible Spatial Preemption
    RAND Journal of Economics, 1985, 16, (2), 153-166 Downloads View citations (115)
    See also Working Paper Credible Spatial Preemption, Discussion Papers (1983) Downloads View citations (8) (1983)
  2. Marginal excess burden in a dynamic economy
    Economics Letters, 1985, 18, (2-3), 213-216 Downloads View citations (2)
  3. On the Performance of Patents
    Econometrica, 1985, 53, (3), 567-85 Downloads View citations (225)
  4. Redistributive taxation in a simple perfect foresight model
    Journal of Public Economics, 1985, 28, (1), 59-83 Downloads View citations (885)
    See also Working Paper Redistributive Taxation in a Simple Perfect Foresight Model, Discussion Papers (1982) Downloads View citations (73) (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 (101)
    See also Working Paper Short-Run Analysis of Fiscal Policy in a Simple Perfect Foresight Model, Discussion Papers (1983) Downloads View citations (2) (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 (300)

1983

  1. Equilibrium Price Dispersion
    Econometrica, 1983, 51, (4), 955-69 Downloads View citations (711)

1982

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

1980

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

Books

1998

  1. Numerical Methods in Economics, vol 1
    MIT Press Books, The MIT Press View citations (1576)

Edited books

2006

  1. Handbook of Computational Economics, vol 2
    Handbook of Computational Economics, Elsevier Downloads View citations (1121)

Chapters

2006

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

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 (52)

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 Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain, Journal of Economic Dynamics and Control, Elsevier (2014) Downloads View citations (65) (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 Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models, Quantitative Economics, Econometric Society (2011) View citations (117) (2011)

Editor

  1. Journal of Economic Dynamics and Control
    Elsevier
 
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