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 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pma87

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Working Papers

2021

1. The Power of Open-Mouth Policies
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2020

2. Capital-Skill Complementarity and Inequality: Twenty Years After
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
   See also Journal Article Capital-skill complementarity and inequality: Twenty years after, Economics Letters, Elsevier (2022) View citations (5) (2022)
3. Deep Learning Classification: Modeling Discrete Labor Choice
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   See also Journal Article Deep learning classification: Modeling discrete labor choice, Journal of Economic Dynamics and Control, Elsevier (2022) View citations (5) (2022)
4. Household Savings and Monetary Policy under Individual and Aggregate Stochastic Volatility
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)

2019

5. When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   See also Journal Article When the U.S. catches a cold, Canada sneezes: A lower-bound tale told by deep learning, Journal of Economic Dynamics and Control, Elsevier (2020) View citations (10) (2020)
6. Will Artificial Intelligence Replace Computational Economists Any Time Soon?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (18)

2018

7. Matlab, Python, Julia: What to Choose in Economics?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
   See also Journal Article Matlab, Python, Julia: What to Choose in Economics?, Computational Economics, Springer (2021) View citations (1) (2021)

2017

8. Should Central Banks Worry About Nonlinearities of their Large-Scale Macroeconomic Models?
   Staff Working Papers, Bank of Canada View citations (8)

2016

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

2015

10. 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)
    See also Journal Article A tractable framework for analyzing a class of nonstationary Markov models, Quantitative Economics, Econometric Society (2020) View citations (3) (2020)
11. 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)
    See also Journal Article Envelope condition method with an application to default risk models, Journal of Economic Dynamics and Control, Elsevier (2016) View citations (10) (2016)

2014

12. 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

13. 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 (31) (2013)
14. Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain
    NBER Working Papers, National Bureau of Economic Research, Inc 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) View citations (20)
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (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 (70) (2014)

2012

15. Merging Simulation and Projection Approaches to Solve High-Dimensional Problems
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (43)
    Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2012) View citations (42)
    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)
16. 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)
    PSE-Ecole d'économie de Paris (Postprint), HAL (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

17. How to Solve Dynamic Stochastic Models Computing Expectations Just Once
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
    See also Journal Article How to solve dynamic stochastic models computing expectations just once, Quantitative Economics, Econometric Society (2017) View citations (15) (2017)
18. 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 (118)
    See also Journal Article Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models, Quantitative Economics, Econometric Society (2011) View citations (118) (2011)
19. One-node Quadrature Beats Monte Carlo: A Generalized Stochastic Simulation Algorithm
    NBER Working Papers, National Bureau of Economic Research, Inc
20. 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

21. A Cluster-Grid Projection Method: Solving Problems with High Dimensionality
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (25)
22. Comparison of solutions to the multi-country real business cycle model
    Post-Print, HAL View citations (6)
    See also Journal Article Comparison of solutions to the multi-country Real Business Cycle model, Journal of Economic Dynamics and Control, Elsevier (2011) View citations (35) (2011)
23. 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 (20)

2009

24. 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 (57) (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

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

2005

27. 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)
28. AN ANALYTICAL CONSTRUCTION OF CONSTANTINIDES¿ SOCIAL UTILITY FUNCTION
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
29. SOVEREIGN RISK, FDI SPILLOVERS, AND ECONOMIC GROWTH
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (1)
30. 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

31. 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)
32. 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)
33. 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

34. A NEOCLASSICAL THEORY OF WAGE ARREARS IN TRANSITION ECONOMIES
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
35. 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)
36. HETEROGENEITY IN THE DEGREE OF QUASI-GEOMETRIC DISCOUNTING: THE DISTRIBUTIONAL IMPLICATIONS
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
37. 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)
38. 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 (3) (2006)
39. 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 (2) (2004)
40. 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)
41. QUASI-GEOMETRIC CONSUMERS: PANEL DATA EVIDENCE
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (1)
42. 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)
43. 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)
44. 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)
45. 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

46. 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 (51) (2003)

2001

47. IDIOSYNCRATIC SHOCKS, AGGREGATE FLUCTUATIONS AND THE REPRESENTATIVE CONSUMER
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
48. 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 (18) (2003)

1999

49. - 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)
50. - 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)

1995

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

Journal Articles

2022

1. Capital-skill complementarity and inequality: Twenty years after
   Economics Letters, 2022, 220, (C) View citations (5)
   See also Working Paper Capital-Skill Complementarity and Inequality: Twenty Years After, CEPR Discussion Papers (2020) View citations (10) (2020)
2. Deep learning classification: Modeling discrete labor choice
   Journal of Economic Dynamics and Control, 2022, 135, (C) View citations (5)
   See also Working Paper Deep Learning Classification: Modeling Discrete Labor Choice, CEPR Discussion Papers (2020) View citations (1) (2020)

2021

3. Deep learning for solving dynamic economic models
   Journal of Monetary Economics, 2021, 122, (C), 76-101 View citations (27)
4. Matlab, Python, Julia: What to Choose in Economics?
   Computational Economics, 2021, 58, (4), 1263-1288 View citations (1)
   See also Working Paper Matlab, Python, Julia: What to Choose in Economics?, CEPR Discussion Papers (2018) View citations (6) (2018)

2020

5. A tractable framework for analyzing a class of nonstationary Markov models
   Quantitative Economics, 2020, 11, (4), 1289-1323 View citations (3)
   See also Working Paper A Tractable Framework for Analyzing a Class of Nonstationary Markov Models, NBER Working Papers (2015) View citations (19) (2015)
6. When the U.S. catches a cold, Canada sneezes: A lower-bound tale told by deep learning
   Journal of Economic Dynamics and Control, 2020, 117, (C) View citations (10)
   See also Working Paper When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning, CEPR Discussion Papers (2019) View citations (1) (2019)

2017

7. How to solve dynamic stochastic models computing expectations just once
   Quantitative Economics, 2017, 8, (3), 851-893 View citations (15)
   See also Working Paper How to Solve Dynamic Stochastic Models Computing Expectations Just Once, NBER Working Papers (2011) View citations (7) (2011)
8. Lower Bounds on Approximation Errors to Numerical Solutions of Dynamic Economic Models
   Econometrica, 2017, 85, 991-1012 View citations (9)

2016

9. Envelope condition method with an application to default risk models
   Journal of Economic Dynamics and Control, 2016, 69, (C), 436-459 View citations (10)
   See also Software Item 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 (2016) (2016)
   Working Paper Envelope Condition Method with an Application to Default Risk Models, 2015 Meeting Papers (2015) (2015)
10. Ruling Out Multiplicity of Smooth Equilibria in Dynamic Games: A Hyperbolic Discounting Example
    Dynamic Games and Applications, 2016, 6, (2), 243-261 View citations (6)

2015

11. 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 (60)

2014

12. 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 (70)
    See also Working Paper Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain, NBER Working Papers (2013) 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) (2015)

2013

13. Envelope condition method versus endogenous grid method for solving dynamic programming problems
    Economics Letters, 2013, 120, (2), 262-266 View citations (31)
    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)
    Software Item 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 (2013) (2013)
14. 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, Dynare Working Papers (2012) View citations (2) (2012)

2011

15. Capital–Skill Complementarity and Balanced Growth
    Economica, 2011, 78, (310), 240-259 View citations (6)
16. Comparison of solutions to the multi-country Real Business Cycle model
    Journal of Economic Dynamics and Control, 2011, 35, (2), 186-202 View citations (35)
    See also Working Paper Comparison of solutions to the multi-country real business cycle model, Post-Print (2010) View citations (6) (2010)
17. Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
    Quantitative Economics, 2011, 2, (2), 173-210 View citations (118)
    See also Software Item Matlab code for "Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models", QM&RBC Codes (2011) (2011)
    Working Paper Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models, Working Papers. Serie AD (2011) View citations (118) (2011)
18. 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

19. 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 (57)
    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

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

2007

22. 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)
23. 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)
24. Short-Run Patience and Wealth Inequality
    Studies in Nonlinear Dynamics & Econometrics, 2007, 11, (1), 19

2006

25. 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 INDETERMINACY IN A LOG-LINEARIZED NEOCLASSICAL ROWTH MODEL WITH QUASI-GEOMETRIC DISCOUNTING, Working Papers. Serie AD (2003) (2003)
26. 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

27. 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)
28. 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)
29. Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations
    Economics Letters, 2005, 87, (1), 135-140 View citations (4)
    See also Working Paper SOLVING NONLINEAR DYNAMIC STOCHASTIC MODELS: AN ALGORITHM COMPUTING VALUE FUNCTIONS BY SIMULATIONS, Working Papers. Serie AD (2004) (2004)
    Software Item Matlab code for "Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Function by Simulations", QM&RBC Codes (2005) (2005)
30. 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 Matlab for "Parameterized Expectations Algorithm: How to Solve for Labor Easily", QM&RBC Codes (2005) (2005)
31. The consumption and welfare implications of wage arrears in transition economies
    Journal of Comparative Economics, 2005, 33, (3), 540-564 View citations (8)

2004

32. 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)
33. Indivisible-labor, lotteries and idiosyncratic productivity shocks
    Mathematical Social Sciences, 2004, 48, (1), 23-35 View citations (2)
    See also Working Paper INDIVISIBLE LABOR, LOTTERIES AND IDIOSYNCRATIC PRODUCTIVITY SHOCKS, Working Papers. Serie AD (2003) (2003)
34. Preference shocks from aggregation: time series data evidence
    Canadian Journal of Economics, 2004, 37, (3), 768-781 View citations (2)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2004, 37, (3), 768-781 (2004) View citations (1)
    See also Working Paper PREFERENCE SHOCKS FROM AGGREGATION: TIME SERIES DATA EVIDENCE, Working Papers. Serie AD (2003) (2003)
35. 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

36. Parameterized Expectations Algorithm and the Moving Bounds
    Journal of Business & Economic Statistics, 2003, 21, (1), 88-92 View citations (18)
    See also Working Paper PARAMETRIZED EXPECTATIONS ALGORITHM AND THE MOVING BOUNDS, Working Papers. Serie AD (2001) View citations (2) (2001)
    Software Item Matlab code for Solving a Neoclassical Growh Model with a Parametrized Expectations Algorithm and Moving Bounds, QM&RBC Codes (2003) (2003)
37. The Representative Consumer in the Neoclassical Growth Model with Idiosyncratic Shocks
    Review of Economic Dynamics, 2003, 6, (2), 368-380 View citations (51)
    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

38. 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

39. 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

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
   See also Journal Article Envelope condition method with an application to default risk models, Journal of Economic Dynamics and Control, Elsevier (2016) View citations (10) (2016)

2015

2. 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 (43) (2012)
3. 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 (70) (2014)

2013

4. 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
   See also Journal Article Envelope condition method versus endogenous grid method for solving dynamic programming problems, Economics Letters, Elsevier (2013) View citations (31) (2013)

2011

5. 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 (118) (2011)

2009

6. 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 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)
   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 (57) (2010)

2005

7. 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)
8. 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 (8) (2005)

2003

9. 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 (18) (2003)