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Details about Serguei Maliar

Homepage:http://www.stanford.edu/~maliars/
Phone:4085544713
Postal address:Santa Clara University Department of Economics 500 El Camino Real Santa Clara, CA 95053, USA
Workplace:Department of Economics, Santa Clara University, (more information at EDIRC)

Access statistics for papers by Serguei Maliar.

Last updated 2018-04-07. Update your information in the RePEc Author Service.

Short-id: pma87


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Working Papers

2017

  1. Should Central Banks Worry About Nonlinearities of their Large-Scale Macroeconomic Models?
    Staff Working Papers, Bank of Canada Downloads

2016

  1. The Impact of Alternative Transitions to Normalized Monetary Policy
    2016 Meeting Papers, Society for Economic Dynamics Downloads

2015

  1. A Tractable Framework for Analyzing a Class of Nonstationary Markov Models
    Economics Working Papers, Hoover Institution, Stanford University Downloads View citations (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2015) Downloads View citations (8)
  2. Envelope Condition Method with an Application to Default Risk Models
    2015 Meeting Papers, Society for Economic Dynamics Downloads
    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 (5)

    See also Journal Article in Journal of Economic Dynamics and Control (2016)

2014

  1. 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)

2013

  1. Envelope condition method versus endogenous grid method for solving dynamic programming problems
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads View citations (20)
    See also Journal Article in Economics Letters (2013)
  2. 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 (3)
    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 (14)
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2013) Downloads View citations (3)

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

2012

  1. Merging Simulation and Projection Approaches to Solve High-Dimensional Problems
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (33)
    Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2012) Downloads View citations (24)

    See also Software Item (2015)
  2. Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions
    Dynare Working Papers, CEPREMAP Downloads
    Also in Post-Print, HAL (2012) View citations (1)

    See also Journal Article in Computational Economics (2013)

2011

  1. How to Solve Dynamic Stochastic Models Computing Expectations Just Once
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in Quantitative Economics (2017)
  2. 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 (68)
    See also Journal Article in Quantitative Economics (2011)
  3. One-node Quadrature Beats Monte Carlo: A Generalized Stochastic Simulation Algorithm
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  4. 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 (26)
    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 (19)
  2. Comparison of solutions to the multi-country real business cycle model
    Post-Print, HAL Downloads View citations (2)
    See also Journal Article in Journal of Economic Dynamics and Control (2011)
  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 (11)

2009

  1. 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) Downloads View citations (4)
    See also Journal Article in Journal of Economic Dynamics and Control (2010)
    Software Item (2009)

2006

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

2005

  1. A MODEL OF UNBALANCED SECTORIAL GROWTH WITH APPLICATION TO TRANSITION ECONOMIES
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads
    See also Journal Article in Economic Change and Restructuring (2007)
  2. AN ANALYTICAL CONSTRUCTION OF CONSTANTINIDES¿ SOCIAL UTILITY FUNCTION
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads
  3. SOVEREIGN RISK, FDI SPILLOVERS, AND ECONOMIC GROWTH
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads View citations (1)
  4. 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) Downloads View citations (1)

2004

  1. PARAMETERIZED EXPECTATIONS ALGORITHM: HOW TO SOLVE FOR LABOR EASILY
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads View citations (1)
    See also Journal Article in Computational Economics (2005)
  2. RICH, POOR AND GROWTH-MIRACLE NATIONS: MULTIPLE EQUILIBRIA REVISITED
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads View citations (1)
    See also Journal Article in The B.E. Journal of Macroeconomics (2007)
  3. SOLVING NONLINEAR DYNAMIC STOCHASTIC MODELS: AN ALGORITHM COMPUTING VALUE FUNCTIONS BY SIMULATIONS
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads
    See also Journal Article in Economics Letters (2005)

2003

  1. A NEOCLASSICAL THEORY OF WAGE ARREARS IN TRANSITION ECONOMIES
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads
  2. ENDOGENOUS GROWTH AND ENDOGENOUS BUSINESS CYCLES
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads
    See also Journal Article in Macroeconomic Dynamics (2004)
  3. HETEROGENEITY IN THE DEGREE OF QUASI-GEOMETRIC DISCOUNTING: THE DISTRIBUTIONAL IMPLICATIONS
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads
  4. 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) Downloads View citations (3)
    See also Journal Article in The B.E. Journal of Macroeconomics (2005)
  5. INDETERMINACY IN A LOG-LINEARIZED NEOCLASSICAL ROWTH MODEL WITH QUASI-GEOMETRIC DISCOUNTING
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads
    See also Journal Article in Economic Modelling (2006)
  6. INDIVISIBLE LABOR, LOTTERIES AND IDIOSYNCRATIC PRODUCTIVITY SHOCKS
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads
    See also Journal Article in Mathematical Social Sciences (2004)
  7. PREFERENCE SHOCKS FROM AGGREGATION: TIME SERIES DATA EVIDENCE
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads
    See also Journal Article in Canadian Journal of Economics (2004)
  8. QUASI-GEOMETRIC CONSUMERS: PANEL DATA EVIDENCE
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads View citations (1)
  9. QUASI-GEOMETRIC DISCOUNTING: A CLOSED-FORM SOLUTION UNDER THE EXPONENTIAL UTILITY FUNCTION
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads View citations (1)
    See also Journal Article in Bulletin of Economic Research (2004)
  10. QUASI-LINEAR PREFERENCES IN THE MACROECONOMY: INDETERMINACY, HETEROGENEITY ANDTHE REPRESENTATIVE CONSUMER
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads View citations (1)
  11. 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) Downloads View citations (5)
  12. THE NEOCLASSICAL GROWTH MODEL WITH HETEROGENOUS QUASI-GEOMETRIC CONSUMERS
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads View citations (2)
    See also Journal Article in Journal of Money, Credit and Banking (2006)

2002

  1. THE REPRESENTATIVE CONSUMER IN THE NEOCLASSICAL GROWTH MODEL WITH IDIOSYNCRATIC SHOCKS
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads View citations (1)
    See also Journal Article in Review of Economic Dynamics (2003)

2001

  1. IDIOSYNCRATIC SHOCKS, AGGREGATE FLUCTUATIONS AND THE REPRESENTATIVE CONSUMER
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads
  2. PARAMETRIZED EXPECTATIONS ALGORITHM AND THE MOVING BOUNDS
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads
    See also Journal Article in Journal of Business & Economic Statistics (2003)

1999

  1. - DIFFERENTIAL RESPONSES OF LABOR SUPPLY ACROSS PRODUCTIVITY GROUPS
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads View citations (1)
    See also Journal Article in Journal of Macroeconomics (2000)
  2. - HETEROGENEITY IN CAPITAL AND SKILLS IN A NEOCLASSICAL STOCHASTIC GROWTH MODEL
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads View citations (4)
    See also Journal Article in Journal of Economic Dynamics and Control (2001)

1995

  1. LCA solvability of chain covering problem
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (1)
  2. Solving capability of LCA
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads

Journal Articles

2017

  1. How to solve dynamic stochastic models computing expectations just once
    Quantitative Economics, 2017, 8, (3), 851-893 Downloads View citations (2)
    See also Working Paper (2011)
  2. Lower Bounds on Approximation Errors to Numerical Solutions of Dynamic Economic Models
    Econometrica, 2017, 85, 991-1012 Downloads

2016

  1. Envelope condition method with an application to default risk models
    Journal of Economic Dynamics and Control, 2016, 69, (C), 436-459 Downloads
    See also Working Paper (2015)
    Software Item (2016)
  2. Ruling Out Multiplicity of Smooth Equilibria in Dynamic Games: A Hyperbolic Discounting Example
    Dynamic Games and Applications, 2016, 6, (2), 243-261 Downloads View citations (1)

2015

  1. 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 Downloads View citations (24)

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 (22)
    See also Software Item (2015)
    Working Paper (2013)

2013

  1. Envelope condition method versus endogenous grid method for solving dynamic programming problems
    Economics Letters, 2013, 120, (2), 262-266 Downloads View citations (21)
    See also Working Paper (2013)
    Software Item (2013)
  2. Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions
    Computational Economics, 2013, 42, (3), 307-325 Downloads View citations (6)
    See also Working Paper (2012)

2011

  1. Capital–Skill Complementarity and Balanced Growth
    Economica, 2011, 78, (310), 240-259 View citations (1)
  2. Comparison of solutions to the multi-country Real Business Cycle model
    Journal of Economic Dynamics and Control, 2011, 35, (2), 186-202 Downloads View citations (26)
    See also Working Paper (2010)
  3. Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
    Quantitative Economics, 2011, 2, (2), 173-210 View citations (66)
    See also Software Item (2011)
    Working Paper (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 (18)
    See also Working Paper (2011)

2010

  1. Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm
    Journal of Economic Dynamics and Control, 2010, 34, (1), 42-49 Downloads View citations (37)
    See also Working Paper (2009)
    Software Item (2009)

2008

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

2007

  1. A model of unbalanced sectorial growth with application to transition economies
    Economic Change and Restructuring, 2007, 40, (4), 309-325 Downloads
    See also Working Paper (2005)
  2. Rich, Poor and Growth-Miracle Nations: Multiple Equilibria Revisited
    The B.E. Journal of Macroeconomics, 2007, 7, (1), 1-44 Downloads View citations (1)
    See also Working Paper (2004)
  3. Short-Run Patience and Wealth Inequality
    Studies in Nonlinear Dynamics & Econometrics, 2007, 11, (1), 91-107 Downloads

2006

  1. Indeterminacy in a log-linearized neoclassical growth model with quasi-geometric discounting
    Economic Modelling, 2006, 23, (3), 492-505 Downloads View citations (2)
    See also Working Paper (2003)
  2. The Neoclassical Growth Model with Heterogeneous Quasi-Geometric Consumers
    Journal of Money, Credit and Banking, 2006, 38, (3), 635-654 Downloads View citations (6)
    See also Working Paper (2003)

2005

  1. 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 Downloads View citations (6)
    See also Working Paper (2003)
  2. Parameterized Expectations Algorithm: How to Solve for Labor Easily
    Computational Economics, 2005, 25, (3), 269-274 Downloads View citations (7)
    See also Working Paper (2004)
  3. Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations
    Economics Letters, 2005, 87, (1), 135-140 Downloads View citations (4)
    See also Software Item (2005)
    Working Paper (2004)
  4. Solving the Neoclassical Growth Model with Quasi-Geometric Discounting: A Grid-Based Euler-Equation Method
    Computational Economics, 2005, 26, (2), 163-172 Downloads View citations (5)
    See also Software Item (2005)
  5. The consumption and welfare implications of wage arrears in transition economies
    Journal of Comparative Economics, 2005, 33, (3), 540-564 Downloads View citations (8)

2004

  1. ENDOGENOUS GROWTH AND ENDOGENOUS BUSINESS CYCLES
    Macroeconomic Dynamics, 2004, 8, (05), 559-581 Downloads View citations (24)
    See also Working Paper (2003)
  2. Indivisible-labor, lotteries and idiosyncratic productivity shocks
    Mathematical Social Sciences, 2004, 48, (1), 23-35 Downloads View citations (1)
    See also Working Paper (2003)
  3. Preference shocks from aggregation: time series data evidence
    Canadian Journal of Economics, 2004, 37, (3), 768-781 Downloads View citations (2)
    See also Working Paper (2003)
  4. Quasi-geometric discounting: A closed-form solution under the exponential utility function
    Bulletin of Economic Research, 2004, 56, (2), 201-206 Downloads View citations (3)
    See also Working Paper (2003)

2003

  1. Parameterized Expectations Algorithm and the Moving Bounds
    Journal of Business & Economic Statistics, 2003, 21, (1), 88-92 View citations (16)
    See also Software Item (2003)
    Working Paper (2001)
  2. The Representative Consumer in the Neoclassical Growth Model with Idiosyncratic Shocks
    Review of Economic Dynamics, 2003, 6, (2), 368-380 Downloads View citations (34)
    See also Working Paper (2002)

2001

  1. Heterogeneity in capital and skills in a neoclassical stochastic growth model
    Journal of Economic Dynamics and Control, 2001, 25, (9), 1367-1397 Downloads View citations (34)
    See also Working Paper (1999)

2000

  1. Differential Responses of Labor Supply across Productivity Groups
    Journal of Macroeconomics, 2000, 22, (1), 85-108 Downloads View citations (5)
    See also Working Paper (1999)

Software Items

2016

  1. Envelope Condition Method (ECM) in comparison with other solution methods for the neoclassical growth model with inelastic labor supply in "Envelope Condition Method with an Application to Default Risk Models"
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2016)

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

2013

  1. Envelope Condition Method and Endogenous Grid Method (EGM) for the neoclassical growth model with elastic labor supply in "Envelope Condition Method versus Endogenous Grid Method for Solving Dynamic Programming Problems"
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
    See also Journal Article in Economics Letters (2013)

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)

2009

  1. Matlab code for "Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm"
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2010)
    Working Paper (2009)

2005

  1. Matlab code for "Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Function by Simulations"
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
    See also Journal Article in Economics Letters (2005)
  2. Matlab for "Parameterized Expectations Algorithm: How to Solve for Labor Easily"
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
    See also Journal Article in Computational Economics (2005)

2003

  1. Matlab code for Solving a Neoclassical Growh Model with a Parametrized Expectations Algorithm and Moving Bounds
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
    See also Journal Article in Journal of Business & Economic Statistics (2003)
 
Page updated 2018-11-18