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
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Working Papers
2015
- A Tractable Framework for Analyzing a Class of Nonstationary Markov Models
NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
Also in Economics Working Papers, Hoover Institution, Stanford University (2015) View citations (15)
- 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
- 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
- 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 in Economics Bulletin (2015)
- 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 (28)
See also Journal Article in Economics Letters (2013)
- 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 (20)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (6) Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2013) View citations (6)
See also Journal Article in Journal of Economic Dynamics and Control (2014)
2012
- Merging Simulation and Projection Approaches to Solve High-Dimensional Problems
NBER Working Papers, National Bureau of Economic Research, Inc View citations (39)
Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2012) View citations (41)
See also Software Item (2015)
- Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions
Dynare Working Papers, CEPREMAP View citations (2)
Also in Post-Print, HAL (2012) View citations (2)
See also Journal Article in Computational Economics (2013)
2011
- How to Solve Dynamic Stochastic Models Computing Expectations Just Once
NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
- 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 (113)
See also Journal Article in Quantitative Economics (2011)
- One-node Quadrature Beats Monte Carlo: A Generalized Stochastic Simulation Algorithm
NBER Working Papers, National Bureau of Economic Research, Inc
- 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 (33)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (7)
See also Journal Article in Journal of Economic Dynamics and Control (2011)
2010
- A Cluster-Grid Projection Method: Solving Problems with High Dimensionality
NBER Working Papers, National Bureau of Economic Research, Inc View citations (25)
- 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 (15)
2009
- 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 in Journal of Economic Dynamics and Control (2010) Software Item (2009)
2006
- CAPITAL-SKILL COMPLEMENTARITY AND STEADY-STATE GROWTH
Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (1)
- DOWNWARD NOMINAL WAGE RIGIDITY: THE IMPLICATIONS FROM A NEW-KEYNESIAN MODEL
Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
2005
- 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 in Economic Change and Restructuring (2007)
- AN ANALYTICAL CONSTRUCTION OF CONSTANTINIDES¿ SOCIAL UTILITY FUNCTION
Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
- SOVEREIGN RISK, FDI SPILLOVERS, AND ECONOMIC GROWTH
Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (1)
- 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
- 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 in Computational Economics (2005)
- 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 in The B.E. Journal of Macroeconomics (2007)
- 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 in Economics Letters (2005)
2003
- A NEOCLASSICAL THEORY OF WAGE ARREARS IN TRANSITION ECONOMIES
Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
- ENDOGENOUS GROWTH AND ENDOGENOUS BUSINESS CYCLES
Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) 
See also Journal Article in Macroeconomic Dynamics (2004)
- HETEROGENEITY IN THE DEGREE OF QUASI-GEOMETRIC DISCOUNTING: THE DISTRIBUTIONAL IMPLICATIONS
Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
- 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 in The B.E. Journal of Macroeconomics (2005)
- 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 in Economic Modelling (2006)
- INDIVISIBLE LABOR, LOTTERIES AND IDIOSYNCRATIC PRODUCTIVITY SHOCKS
Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) 
See also Journal Article in Mathematical Social Sciences (2004)
- PREFERENCE SHOCKS FROM AGGREGATION: TIME SERIES DATA EVIDENCE
Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) 
See also Journal Article in Canadian Journal of Economics (2004)
- QUASI-GEOMETRIC CONSUMERS: PANEL DATA EVIDENCE
Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (1)
- 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 in Bulletin of Economic Research (2004)
- 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)
- 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)
- 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 in Journal of Money, Credit and Banking (2006)
2002
- 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 in Review of Economic Dynamics (2003)
2001
- 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 in Journal of Business & Economic Statistics (2003)
1999
- - 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 in Journal of Macroeconomics (2000)
- - 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 in Journal of Economic Dynamics and Control (2001)
Journal Articles
2015
- Assessing gains from parallel computation on a supercomputer
Economics Bulletin, 2015, 35, (1), 159-167 View citations (1)
See also Working Paper (2013)
- 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 (49)
2014
- 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 (59)
See also Working Paper (2013) Software Item (2015)
2013
- Envelope condition method versus endogenous grid method for solving dynamic programming problems
Economics Letters, 2013, 120, (2), 262-266 View citations (29)
See also Working Paper (2013)
- Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions
Computational Economics, 2013, 42, (3), 307-325 View citations (10)
See also Working Paper (2012)
2011
- Capital–Skill Complementarity and Balanced Growth
Economica, 2011, 78, (310), 240-259 View citations (5)
- Comparison of solutions to the multi-country Real Business Cycle model
Journal of Economic Dynamics and Control, 2011, 35, (2), 186-202 View citations (33)
- Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
Quantitative Economics, 2011, 2, (2), 173-210 View citations (113)
See also Software Item (2011) Working Paper (2011)
- 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 (31)
See also Working Paper (2011)
2010
- 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 (54)
See also Working Paper (2009) Software Item (2009)
2008
- EU eastern enlargement and foreign investment: Implications from a neoclassical growth model
Journal of Comparative Economics, 2008, 36, (2), 307-325 View citations (4)
- Sovereign Risk, FDI Spillovers, and Growth
Review of International Economics, 2008, 16, (3), 463-477 View citations (4)
2007
- 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 (2005)
- Rich, Poor and Growth-Miracle Nations: Multiple Equilibria Revisited
The B.E. Journal of Macroeconomics, 2007, 7, (1), 1-44 View citations (2)
See also Working Paper (2004)
- Short-Run Patience and Wealth Inequality
Studies in Nonlinear Dynamics & Econometrics, 2007, 11, (1), 91-107
2006
- Indeterminacy in a log-linearized neoclassical growth model with quasi-geometric discounting
Economic Modelling, 2006, 23, (3), 492-505 View citations (3)
See also Working Paper (2003)
- 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 (2003)
2005
- Income and Wealth Distributions Along the Business Cycle: Implications from the Neoclassical Growth Model
The B.E. Journal of Macroeconomics, 2005, 5, (1), 1-28 View citations (14)
See also Working Paper (2003)
- Parameterized Expectations Algorithm: How to Solve for Labor Easily
Computational Economics, 2005, 25, (3), 269-274 View citations (13)
See also Working Paper (2004)
- 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 (2005) Working Paper (2004)
- Solving the Neoclassical Growth Model with Quasi-Geometric Discounting: A Grid-Based Euler-Equation Method
Computational Economics, 2005, 26, (2), 163-172 View citations (8)
See also Software Item (2005)
- The consumption and welfare implications of wage arrears in transition economies
Journal of Comparative Economics, 2005, 33, (3), 540-564 View citations (8)
2004
- ENDOGENOUS GROWTH AND ENDOGENOUS BUSINESS CYCLES
Macroeconomic Dynamics, 2004, 8, (5), 559-581 View citations (26)
See also Working Paper (2003)
- Indivisible-labor, lotteries and idiosyncratic productivity shocks
Mathematical Social Sciences, 2004, 48, (1), 23-35 View citations (2)
See also Working Paper (2003)
- Preference shocks from aggregation: time series data evidence
Canadian Journal of Economics, 2004, 37, (3), 768-781 View citations (2)
See also Working Paper (2003)
- 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 (2003)
2003
- Parameterized Expectations Algorithm and the Moving Bounds
Journal of Business & Economic Statistics, 2003, 21, (1), 88-92 View citations (16)
See also Working Paper (2001) Software Item (2003)
- The Representative Consumer in the Neoclassical Growth Model with Idiosyncratic Shocks
Review of Economic Dynamics, 2003, 6, (2), 368-380 View citations (47)
See also Working Paper (2002)
2001
- Heterogeneity in capital and skills in a neoclassical stochastic growth model
Journal of Economic Dynamics and Control, 2001, 25, (9), 1367-1397 View citations (40)
See also Working Paper (1999)
2000
- Differential Responses of Labor Supply across Productivity Groups
Journal of Macroeconomics, 2000, 22, (1), 85-108 View citations (5)
See also Working Paper (1999)
Software Items
2015
- 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 (2012)
- 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 in Journal of Economic Dynamics and Control (2014)
2011
- 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 in Quantitative Economics (2011)
2009
- 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 Working Paper (2009) Journal Article in Journal of Economic Dynamics and Control (2010)
2005
- 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 in Economics Letters (2005)
- Matlab for "Parameterized Expectations Algorithm: How to Solve for Labor Easily"
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles 
See also Journal Article in Computational Economics (2005)
2003
- 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 in Journal of Business & Economic Statistics (2003)
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