Details about Lilia Maliar

Access statistics for papers by Lilia Maliar.

Last updated 2015-11-23. Update your information in the RePEc Author Service.

Short-id: pma159

Working Papers

2015

1. A Tractable Framework for Analyzing a Class of Nonstationary Markov Models
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
   Also in Economics Working Papers, Hoover Institution, Stanford University (2015) View citations (16)
2. Envelope Condition Method with an Application to Default Risk Models
   2015 Meeting Papers, Society for Economic Dynamics
   Also in BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory (2014) View citations (5)

2014

3. 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)

2013

4. Assessing gains from parallel computation on supercomputers
   Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (1)
   See also Journal Article Assessing gains from parallel computation on a supercomputer, Economics Bulletin, AccessEcon (2015) View citations (1) (2015)
5. Envelope condition method versus endogenous grid method for solving dynamic programming problems
   Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (30)
   See also Journal Article Envelope condition method versus endogenous grid method for solving dynamic programming problems, Economics Letters, Elsevier (2013) View citations (32) (2013)
6. 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 (74) (2014)

2012

7. 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)
   See also Software Item EDS code for new Keynesian model with ZLB in "Merging Simulation and Projection Aproaches to Solve High-Dimensional Problems with an Application to a New Keynesian model", QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles (2015) (2015)
8. Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions
   Post-Print, HAL View citations (2)
   Also in Dynare Working Papers, CEPREMAP (2012) View citations (2)
   See also Journal Article Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions, Computational Economics, Springer (2013) View citations (11) (2013)

2011

9. How to Solve Dynamic Stochastic Models Computing Expectations Just Once
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
10. 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 (121)
    See also Journal Article Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models, Quantitative Economics, Econometric Society (2011) View citations (122) (2011)
11. One-node Quadrature Beats Monte Carlo: A Generalized Stochastic Simulation Algorithm
    NBER Working Papers, National Bureau of Economic Research, Inc
12. 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

13. A Cluster-Grid Projection Method: Solving Problems with High Dimensionality
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (25)
14. 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

15. Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (12)
    See also Journal Article Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm, Journal of Economic Dynamics and Control, Elsevier (2010) View citations (59) (2010)
    Software Item Matlab code for "Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm", QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles (2009) (2009)

2006

16. CAPITAL-SKILL COMPLEMENTARITY AND STEADY-STATE GROWTH
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (1)
17. DOWNWARD NOMINAL WAGE RIGIDITY: THE IMPLICATIONS FROM A NEW-KEYNESIAN MODEL
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)

2005

18. A MODEL OF UNBALANCED SECTORIAL GROWTH WITH APPLICATION TO TRANSITION ECONOMIES
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
    See also Journal Article A model of unbalanced sectorial growth with application to transition economies, Economic Change and Restructuring, Springer (2007) View citations (1) (2007)
19. AN ANALYTICAL CONSTRUCTION OF CONSTANTINIDES¿ SOCIAL UTILITY FUNCTION
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
20. SOVEREIGN RISK, FDI SPILLOVERS, AND ECONOMIC GROWTH
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (1)
21. THE EU EASTERN ENLARGEMENT AND FDI: THE IMPLICATIONS FROM A NEOCLASSICAL GROWTH MODEL
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (1)

2004

22. PARAMETERIZED EXPECTATIONS ALGORITHM: HOW TO SOLVE FOR LABOR EASILY
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (1)
    See also Journal Article Parameterized Expectations Algorithm: How to Solve for Labor Easily, Computational Economics, Springer (2005) View citations (13) (2005)
23. RICH, POOR AND GROWTH-MIRACLE NATIONS: MULTIPLE EQUILIBRIA REVISITED
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (1)
    See also Journal Article Rich, Poor and Growth-Miracle Nations: Multiple Equilibria Revisited, The B.E. Journal of Macroeconomics, De Gruyter (2007) View citations (2) (2007)
24. SOLVING NONLINEAR DYNAMIC STOCHASTIC MODELS: AN ALGORITHM COMPUTING VALUE FUNCTIONS BY SIMULATIONS
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
    See also Journal Article Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations, Economics Letters, Elsevier (2005) View citations (4) (2005)

2003

25. A NEOCLASSICAL THEORY OF WAGE ARREARS IN TRANSITION ECONOMIES
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
26. ENDOGENOUS GROWTH AND ENDOGENOUS BUSINESS CYCLES
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
    See also Journal Article ENDOGENOUS GROWTH AND ENDOGENOUS BUSINESS CYCLES, Macroeconomic Dynamics, Cambridge University Press (2004) View citations (26) (2004)
27. HETEROGENEITY IN THE DEGREE OF QUASI-GEOMETRIC DISCOUNTING: THE DISTRIBUTIONAL IMPLICATIONS
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
28. INCOME AND WEALTH DISTRIBUTIONS ALONG THE BUSINESS CYCLE: IMPLICATIONS FROM THE NEOCLASSICAL GROWTH MODEL
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (3)
    See also Journal Article Income and Wealth Distributions Along the Business Cycle: Implications from the Neoclassical Growth Model, The B.E. Journal of Macroeconomics, De Gruyter (2005) View citations (17) (2005)
29. INDETERMINACY IN A LOG-LINEARIZED NEOCLASSICAL ROWTH MODEL WITH QUASI-GEOMETRIC DISCOUNTING
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
    See also Journal Article Indeterminacy in a log-linearized neoclassical growth model with quasi-geometric discounting, Economic Modelling, Elsevier (2006) View citations (4) (2006)
30. INDIVISIBLE LABOR, LOTTERIES AND IDIOSYNCRATIC PRODUCTIVITY SHOCKS
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
    See also Journal Article Indivisible-labor, lotteries and idiosyncratic productivity shocks, Mathematical Social Sciences, Elsevier (2004) View citations (3) (2004)
31. PREFERENCE SHOCKS FROM AGGREGATION: TIME SERIES DATA EVIDENCE
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
    See also Journal Article Preference shocks from aggregation: time series data evidence, Canadian Journal of Economics, Canadian Economics Association (2004) View citations (2) (2004)
32. QUASI-GEOMETRIC CONSUMERS: PANEL DATA EVIDENCE
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (1)
33. QUASI-GEOMETRIC DISCOUNTING: A CLOSED-FORM SOLUTION UNDER THE EXPONENTIAL UTILITY FUNCTION
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (1)
    See also Journal Article Quasi‐geometric discounting: A closed‐form solution under the exponential utility function, Bulletin of Economic Research, Wiley Blackwell (2004) View citations (4) (2004)
34. QUASI-LINEAR PREFERENCES IN THE MACROECONOMY: INDETERMINACY, HETEROGENEITY ANDTHE REPRESENTATIVE CONSUMER
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (1)
35. SOLVING THE NEOCLASSICAL GROWTH MODEL WITH QUASI-GEOMETRIC DISCOUNTING: NON-LINEAR EULER-EQUATION MODELS
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (5)
36. THE NEOCLASSICAL GROWTH MODEL WITH HETEROGENOUS QUASI-GEOMETRIC CONSUMERS
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (2)
    See also Journal Article The Neoclassical Growth Model with Heterogeneous Quasi-Geometric Consumers, Journal of Money, Credit and Banking, Blackwell Publishing (2006) View citations (10) (2006)

2002

37. THE REPRESENTATIVE CONSUMER IN THE NEOCLASSICAL GROWTH MODEL WITH IDIOSYNCRATIC SHOCKS
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (1)
    See also Journal Article The Representative Consumer in the Neoclassical Growth Model with Idiosyncratic Shocks, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2003) View citations (53) (2003)

2001

38. PARAMETRIZED EXPECTATIONS ALGORITHM AND THE MOVING BOUNDS
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (2)
    See also Journal Article Parameterized Expectations Algorithm and the Moving Bounds, Journal of Business & Economic Statistics, American Statistical Association (2003) View citations (20) (2003)

1999

39. - DIFFERENTIAL RESPONSES OF LABOR SUPPLY ACROSS PRODUCTIVITY GROUPS
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (1)
    See also Journal Article Differential Responses of Labor Supply across Productivity Groups, Journal of Macroeconomics, Elsevier (2000) View citations (6) (2000)
40. - HETEROGENEITY IN CAPITAL AND SKILLS IN A NEOCLASSICAL STOCHASTIC GROWTH MODEL
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (4)
    See also Journal Article Heterogeneity in capital and skills in a neoclassical stochastic growth model, Journal of Economic Dynamics and Control, Elsevier (2001) View citations (46) (2001)

Journal Articles

2015

1. Assessing gains from parallel computation on a supercomputer
   Economics Bulletin, 2015, 35, (1), 159-167 View citations (1)
   See also Working Paper Assessing gains from parallel computation on supercomputers, Working Papers. Serie AD (2013) View citations (1) (2013)
2. Merging simulation and projection approaches to solve high‐dimensional problems with an application to a new Keynesian model
   Quantitative Economics, 2015, 6, (1), 1-47 View citations (61)

2014

3. 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 (74)
   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

4. Envelope condition method versus endogenous grid method for solving dynamic programming problems
   Economics Letters, 2013, 120, (2), 262-266 View citations (32)
   See also Working Paper Envelope condition method versus endogenous grid method for solving dynamic programming problems, Working Papers. Serie AD (2013) View citations (30) (2013)
5. Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions
   Computational Economics, 2013, 42, (3), 307-325 View citations (11)
   See also Working Paper Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions, Post-Print (2012) View citations (2) (2012)

2011

6. Capital–Skill Complementarity and Balanced Growth
   Economica, 2011, 78, (310), 240-259 View citations (6)
7. Comparison of solutions to the multi-country Real Business Cycle model
   Journal of Economic Dynamics and Control, 2011, 35, (2), 186-202 View citations (37)
8. Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
   Quantitative Economics, 2011, 2, (2), 173-210 View citations (122)
   See also Working Paper Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models, Working Papers. Serie AD (2011) View citations (121) (2011)
   Software Item Matlab code for "Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models", QM&RBC Codes (2011) (2011)
9. 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)

2010

10. Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm
    Journal of Economic Dynamics and Control, 2010, 34, (1), 42-49 View citations (59)
    See also Working Paper Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm, Working Papers. Serie AD (2009) View citations (12) (2009)
    Software Item Matlab code for "Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm", QM&RBC Codes (2009) (2009)

2008

11. EU eastern enlargement and foreign investment: Implications from a neoclassical growth model
    Journal of Comparative Economics, 2008, 36, (2), 307-325 View citations (7)
12. Sovereign Risk, FDI Spillovers, and Growth
    Review of International Economics, 2008, 16, (3), 463-477 View citations (4)

2007

13. A model of unbalanced sectorial growth with application to transition economies
    Economic Change and Restructuring, 2007, 40, (4), 309-325 View citations (1)
    See also Working Paper A MODEL OF UNBALANCED SECTORIAL GROWTH WITH APPLICATION TO TRANSITION ECONOMIES, Working Papers. Serie AD (2005) (2005)
14. Rich, Poor and Growth-Miracle Nations: Multiple Equilibria Revisited
    The B.E. Journal of Macroeconomics, 2007, 7, (1), 44 View citations (2)
    See also Working Paper RICH, POOR AND GROWTH-MIRACLE NATIONS: MULTIPLE EQUILIBRIA REVISITED, Working Papers. Serie AD (2004) View citations (1) (2004)
15. Short-Run Patience and Wealth Inequality
    Studies in Nonlinear Dynamics & Econometrics, 2007, 11, (1), 19

2006

16. Indeterminacy in a log-linearized neoclassical growth model with quasi-geometric discounting
    Economic Modelling, 2006, 23, (3), 492-505 View citations (4)
    See also Working Paper INDETERMINACY IN A LOG-LINEARIZED NEOCLASSICAL ROWTH MODEL WITH QUASI-GEOMETRIC DISCOUNTING, Working Papers. Serie AD (2003) (2003)
17. The Neoclassical Growth Model with Heterogeneous Quasi-Geometric Consumers
    Journal of Money, Credit and Banking, 2006, 38, (3), 635-654 View citations (10)
    See also Working Paper THE NEOCLASSICAL GROWTH MODEL WITH HETEROGENOUS QUASI-GEOMETRIC CONSUMERS, Working Papers. Serie AD (2003) View citations (2) (2003)

2005

18. Income and Wealth Distributions Along the Business Cycle: Implications from the Neoclassical Growth Model
    The B.E. Journal of Macroeconomics, 2005, 5, (1), 28 View citations (17)
    See also Working Paper INCOME AND WEALTH DISTRIBUTIONS ALONG THE BUSINESS CYCLE: IMPLICATIONS FROM THE NEOCLASSICAL GROWTH MODEL, Working Papers. Serie AD (2003) View citations (3) (2003)
19. Parameterized Expectations Algorithm: How to Solve for Labor Easily
    Computational Economics, 2005, 25, (3), 269-274 View citations (13)
    See also Working Paper PARAMETERIZED EXPECTATIONS ALGORITHM: HOW TO SOLVE FOR LABOR EASILY, Working Papers. Serie AD (2004) View citations (1) (2004)
20. Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations
    Economics Letters, 2005, 87, (1), 135-140 View citations (4)
    See also Software Item Matlab code for "Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Function by Simulations", QM&RBC Codes (2005) (2005)
    Working Paper SOLVING NONLINEAR DYNAMIC STOCHASTIC MODELS: AN ALGORITHM COMPUTING VALUE FUNCTIONS BY SIMULATIONS, Working Papers. Serie AD (2004) (2004)
21. Solving the Neoclassical Growth Model with Quasi-Geometric Discounting: A Grid-Based Euler-Equation Method
    Computational Economics, 2005, 26, (2), 163-172 View citations (11)
    See also Software Item Matlab for "Parameterized Expectations Algorithm: How to Solve for Labor Easily", QM&RBC Codes (2005) (2005)
22. The consumption and welfare implications of wage arrears in transition economies
    Journal of Comparative Economics, 2005, 33, (3), 540-564 View citations (8)

2004

23. ENDOGENOUS GROWTH AND ENDOGENOUS BUSINESS CYCLES
    Macroeconomic Dynamics, 2004, 8, (5), 559-581 View citations (26)
    See also Working Paper ENDOGENOUS GROWTH AND ENDOGENOUS BUSINESS CYCLES, Working Papers. Serie AD (2003) (2003)
24. Indivisible-labor, lotteries and idiosyncratic productivity shocks
    Mathematical Social Sciences, 2004, 48, (1), 23-35 View citations (3)
    See also Working Paper INDIVISIBLE LABOR, LOTTERIES AND IDIOSYNCRATIC PRODUCTIVITY SHOCKS, Working Papers. Serie AD (2003) (2003)
25. Preference shocks from aggregation: time series data evidence
    Canadian Journal of Economics, 2004, 37, (3), 768-781 View citations (2)
    See also Working Paper PREFERENCE SHOCKS FROM AGGREGATION: TIME SERIES DATA EVIDENCE, Working Papers. Serie AD (2003) (2003)
26. Quasi‐geometric discounting: A closed‐form solution under the exponential utility function
    Bulletin of Economic Research, 2004, 56, (2), 201-206 View citations (4)
    See also Working Paper QUASI-GEOMETRIC DISCOUNTING: A CLOSED-FORM SOLUTION UNDER THE EXPONENTIAL UTILITY FUNCTION, Working Papers. Serie AD (2003) View citations (1) (2003)

2003

27. Parameterized Expectations Algorithm and the Moving Bounds
    Journal of Business & Economic Statistics, 2003, 21, (1), 88-92 View citations (20)
    See also Software Item Matlab code for Solving a Neoclassical Growh Model with a Parametrized Expectations Algorithm and Moving Bounds, QM&RBC Codes (2003) (2003)
    Working Paper PARAMETRIZED EXPECTATIONS ALGORITHM AND THE MOVING BOUNDS, Working Papers. Serie AD (2001) View citations (2) (2001)
28. The Representative Consumer in the Neoclassical Growth Model with Idiosyncratic Shocks
    Review of Economic Dynamics, 2003, 6, (2), 368-380 View citations (53)
    See also Working Paper THE REPRESENTATIVE CONSUMER IN THE NEOCLASSICAL GROWTH MODEL WITH IDIOSYNCRATIC SHOCKS, Working Papers. Serie AD (2002) View citations (1) (2002)

2001

29. Heterogeneity in capital and skills in a neoclassical stochastic growth model
    Journal of Economic Dynamics and Control, 2001, 25, (9), 1367-1397 View citations (46)
    See also Working Paper - HETEROGENEITY IN CAPITAL AND SKILLS IN A NEOCLASSICAL STOCHASTIC GROWTH MODEL, Working Papers. Serie AD (1999) View citations (4) (1999)

2000

30. Differential Responses of Labor Supply across Productivity Groups
    Journal of Macroeconomics, 2000, 22, (1), 85-108 View citations (6)
    See also Working Paper - DIFFERENTIAL RESPONSES OF LABOR SUPPLY ACROSS PRODUCTIVITY GROUPS, Working Papers. Serie AD (1999) View citations (1) (1999)

Software Items

2015

1. EDS code for new Keynesian model with ZLB in "Merging Simulation and Projection Aproaches to Solve High-Dimensional Problems with an Application to a New Keynesian model"
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
   See also Working Paper Merging Simulation and Projection Approaches to Solve High-Dimensional Problems, NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (45) (2012)
2. 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 (74) (2014)

2011

3. 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 (122) (2011)

2009

4. Matlab code for "Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm"
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
   See also Journal Article Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm, Journal of Economic Dynamics and Control, Elsevier (2010) View citations (59) (2010)
   Working Paper Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm, Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2009) View citations (12) (2009)

2005

5. Matlab code for "Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Function by Simulations"
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
   See also Journal Article Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations, Economics Letters, Elsevier (2005) View citations (4) (2005)
6. Matlab for "Parameterized Expectations Algorithm: How to Solve for Labor Easily"
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
   See also Journal Article Solving the Neoclassical Growth Model with Quasi-Geometric Discounting: A Grid-Based Euler-Equation Method, Computational Economics, Springer (2005) View citations (11) (2005)

2003

7. Matlab code for Solving a Neoclassical Growh Model with a Parametrized Expectations Algorithm and Moving Bounds
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
   See also Journal Article Parameterized Expectations Algorithm and the Moving Bounds, Journal of Business & Economic Statistics, American Statistical Association (2003) View citations (20) (2003)