Details about Manuel S. Santos

Access statistics for papers by Manuel S. Santos.

Last updated 2023-04-02. Update your information in the RePEc Author Service.

Short-id: psa107

Working Papers

2022

1. Corruption and Adverse Selection
   Umeå Economic Studies, Umeå University, Department of Economics
   Also in Working Papers, HAL (2019)
   SciencePo Working papers Main, HAL (2019)
   SciencePo Working papers, HAL (2019)

2017

2. A Model of Managerial Talent: Addressing Some Puzzles in CEO Compensation
   Working Papers, University of Miami, Department of Economics
3. Computerization, Composition of Employment, and Structure of Wages
   Working Papers, University of Miami, Department of Economics View citations (1)
4. On the Dynamics of Speculation in a Model of Bubbles and Manias
   Working Papers, University of Miami, Department of Economics

2014

5. Long-Term Asset Price Volatility and Macroeconomic Fluctuations
   2014 Meeting Papers, Society for Economic Dynamics View citations (1)
   Also in Working Papers, Centro de Investigacion Economica, ITAM (2009) View citations (3)
   2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (5)
   Working Papers, University of Miami, Department of Economics (2009) View citations (4)

2012

6. A Cross-Country Analysis of Health Care Expenditures
   Working Papers, University of Miami, Department of Economics
7. Analysis of Numerical Errors
   Working Papers, University of Miami, Department of Economics View citations (4)
   Also in Working Papers, Federal Reserve Bank of St. Louis (2012) View citations (1)
8. Ergodic Invariant Distributions for Non-optimal Dynamic Economics
   Working Papers, University of Miami, Department of Economics View citations (3)

2011

9. Currency Speculation in a Game-Theoretic Model of International Reserves
   Working Papers, University of Miami, Department of Economics View citations (1)
10. Investment Rates and the Aggregate Production Function
    Working Papers, University of Miami, Department of Economics

2010

11. Consistency properties of a simulation-based estimator for dynamic processes
    Papers, arXiv.org View citations (3)
    Also in Working Papers, University of Miami, Department of Economics (2007)
    Working Papers, University of Miami, Department of Economics (2007)

2009

12. Numerical Simulation of Nonoptimal Dynamic Equilibrium Models
    2009 Meeting Papers, Society for Economic Dynamics View citations (11)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (19)
    Working Papers, Federal Reserve Bank of St. Louis (2009) View citations (11)
    See also Journal Article NUMERICAL SIMULATION OF NONOPTIMAL DYNAMIC EQUILIBRIUM MODELS, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2014) View citations (2) (2014)
13. Problems in the Numerical Simulation of Models with Heterogeneous Agents and Economic Distortions
    Working Papers, University of Miami, Department of Economics
    Also in Working Papers, Federal Reserve Bank of St. Louis (2009)
    See also Journal Article Problems in the Numerical Simulation of Models with Heterogeneous Agents and Economic Distortions, Journal of the European Economic Association, MIT Press (2010) View citations (8) (2010)

2007

14. Differentiability of the Value Function without Interiority Assumptions
    Working Papers, University of Miami, Department of Economics View citations (2)
15. Moving the Goalposts: Differentiability of the Value Function without Interiority Assumptions
    Working Papers, University of Miami, Department of Economics View citations (2)

2005

16. Convergence Properties of the Likelihood of Computed Dynamic Models
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (13)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004) View citations (2)
    Levine's Bibliography, UCLA Department of Economics (2005) View citations (10)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2004) View citations (5)
    See also Journal Article Convergence Properties of the Likelihood of Computed Dynamic Models, Econometrica, Econometric Society (2006) View citations (63) (2006)
17. Numerical Solution of Dynamic Non-Optimal Economies
    2005 Meeting Papers, Society for Economic Dynamics View citations (1)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2005) View citations (1)

2003

18. Accuracy of Simulations for Stochastic Dynamic Models
    Levine's Bibliography, UCLA Department of Economics View citations (9)
    See also Journal Article Accuracy of Simulations for Stochastic Dynamic Models, Econometrica, Econometric Society (2005) View citations (55) (2005)
19. Estimation by Simulation of Monotone Dynamical Systems
    Levine's Working Paper Archive, David K. Levine View citations (4)
    Also in Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University

1998

20. Numerical Solution of Dynamic Economic Models
    Working Papers, Centro de Investigacion Economica, ITAM View citations (4)

1996

21. Accuracy Estimates for a Numerical Approach to Stochastic Growth Models
    Working Papers, Centro de Investigacion Economica, ITAM
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1995) View citations (5)
22. On convergence in endogenous growth models
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations (9)
    Also in Working Papers, Centro de Investigacion Economica, ITAM (1994) View citations (3)

1995

23. A Two-Sector Model of Endogenous Growth with Leisure
    Working Papers, Centro de Investigacion Economica, ITAM View citations (3)
    See also Journal Article A Two-Sector Model of Endogenous Growth with Leisure, The Review of Economic Studies, Review of Economic Studies Ltd (1999) View citations (102) (1999)
24. Error Bounds for a Numerical Solution for Dynamic Economic Models
    Working Papers, Centro de Investigacion Economica, ITAM

1994

25. Competitive Equilibria for Infinite-Horizon Economies with Incomplete Markets
    Working Papers, Centro de Investigacion Economica, ITAM View citations (3)
26. Equilibrium Dynamics in Two-Sector Models of Endogenous Growth
    Working Papers, Centro de Investigacion Economica, ITAM View citations (3)
27. On Expenditure Functions
    Working Papers, Centro de Investigacion Economica, ITAM
28. On the Role of Computation in Economic Theory
    Working Papers, Centro de Investigacion Economica, ITAM

1993

29. Rational Asset Pricing Bubbles
    Working Papers, Centro de Investigacion Economica, ITAM View citations (6)
    See also Journal Article Rational Asset Pricing Bubbles, Econometrica, Econometric Society (1997) View citations (365) (1997)
30. Smooth Dynamics and Computation in Models of Economic Growth
    Working Papers, Centro de Investigacion Economica, ITAM

1991

31. Duality Between Direct and Indirect Preferences
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC)
    See also Journal Article Duality between Direct and Indirect Preferences, Economic Theory, Springer (1993) View citations (4) (1993)
32. Incomplete Financial Markets in Infinite Horizon Economies
    Working papers, Wisconsin Madison - Social Systems View citations (7)

1989

33. DIFFERENTIABILITY AND COMPARATIVE ANALYSIS IN DISCRETE-TIME INFINITE-HORIZON OPTIMIZATION PROBLEMS
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) View citations (9)
34. SMOOTHNESS OF POLICY FUNCTION IN DISCRETE TIME ECONOMIC MODELS
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC)
    See also Journal Article Smoothness of the Policy Function in Discrete Time Economic Models, Econometrica, Econometric Society (1991) View citations (69) (1991)

1988

35. SMOOTHNESS OF POLICY FUNCTION IN CONTINUOUS TIME ECONOMIC MODELS: THE ONE DIMENSIONAL CASE
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) View citations (3)

Undated

36. Convergence Properties of Policy Iteration
    Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University
37. Equilibrium Dynamics in a Two-Sector Model with Taxes
    Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University
38. On Non-Existence of Markov Equilibria in Competitive-Market Economies
    Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University
39. On Some Criteria for the Formulation and Testing of Economic Growth Models
    Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University
    See also Journal Article On some criteria for the formulation and testing of economic growth models, Spanish Economic Review, Springer (2002) (2002)
40. Stock Options and Managerial Optimal Contracts
    Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University
    See also Journal Article Stock options and managerial optimal contracts, Economic Theory, Springer (2005) View citations (14) (2005)

Journal Articles

2019

1. Understanding Growth Patterns in US Health Care Expenditures
   Journal of the European Economic Association, 2019, 17, (1), 284-326 View citations (6)

2014

2. NUMERICAL SIMULATION OF NONOPTIMAL DYNAMIC EQUILIBRIUM MODELS
   International Economic Review, 2014, 55, (1), 83-110 View citations (2)
   See also Working Paper Numerical Simulation of Nonoptimal Dynamic Equilibrium Models, 2009 Meeting Papers (2009) View citations (11) (2009)

2012

3. How home loan modification through the 60/40 plan can save the housing sector
   Review, 2012, 94, (Mar), 102-116 View citations (2)

2011

4. Efectos macroeconómicos de la integración europea
   Cuadernos de Economía - Spanish Journal of Economics and Finance, 2011, 34, (96), 128-136

2010

5. Problems in the Numerical Simulation of Models with Heterogeneous Agents and Economic Distortions
   Journal of the European Economic Association, 2010, 8, (2-3), 617-625 View citations (8)
   See also Working Paper Problems in the Numerical Simulation of Models with Heterogeneous Agents and Economic Distortions, Working Papers (2009) (2009)

2006

6. Convergence Properties of the Likelihood of Computed Dynamic Models
   Econometrica, 2006, 74, (1), 93-119 View citations (63)
   See also Working Paper Convergence Properties of the Likelihood of Computed Dynamic Models, NBER Technical Working Papers (2005) View citations (13) (2005)
7. The value of money in a dynamic equilibrium model
   Economic Theory, 2006, 27, (1), 39-58 View citations (16)

2005

8. Accuracy of Simulations for Stochastic Dynamic Models
   Econometrica, 2005, 73, (6), 1939-1976 View citations (55)
   See also Working Paper Accuracy of Simulations for Stochastic Dynamic Models, Levine's Bibliography (2003) View citations (9) (2003)
9. Stock options and managerial optimal contracts
   Economic Theory, 2005, 26, (4), 813-837 View citations (14)
   See also Working Paper Stock Options and Managerial Optimal Contracts, Working Papers

2002

10. On some criteria for the formulation and testing of economic growth models
    Spanish Economic Review, 2002, 4, (1), 1-18
    See also Working Paper On Some Criteria for the Formulation and Testing of Economic Growth Models, Working Papers

2000

11. Accuracy of Numerical Solutions using the Euler Equation Residuals
    Econometrica, 2000, 68, (6), 1377-1402 View citations (99)

1999

12. A Two-Sector Model of Endogenous Growth with Leisure
    The Review of Economic Studies, 1999, 66, (3), 609-631 View citations (102)
    See also Working Paper A Two-Sector Model of Endogenous Growth with Leisure, Working Papers (1995) View citations (3) (1995)

1998

13. Analysis of a Numerical Dynamic Programming Algorithm Applied to Economic Models
    Econometrica, 1998, 66, (2), 409-426 View citations (69)

1997

14. On the Speed of Convergence in Endogenous Growth Models
    American Economic Review, 1997, 87, (3), 383-99 View citations (133)
15. Rational Asset Pricing Bubbles
    Econometrica, 1997, 65, (1), 19-58 View citations (365)
    See also Working Paper Rational Asset Pricing Bubbles, Working Papers (1993) View citations (6) (1993)

1993

16. Duality between Direct and Indirect Preferences
    Economic Theory, 1993, 3, (2), 335-51 View citations (4)
    See also Working Paper Duality Between Direct and Indirect Preferences, UFAE and IAE Working Papers (1991) (1991)
17. On Endogenous Growth with Physical and Human Capital
    Journal of Political Economy, 1993, 101, (6), 1042-67 View citations (235)
18. On High-Order Differentiability of the Policy Function
    Economic Theory, 1993, 3, (3), 565-70 View citations (10)

1991

19. Smoothness of the Policy Function in Discrete Time Economic Models
    Econometrica, 1991, 59, (5), 1365-82 View citations (69)
    See also Working Paper SMOOTHNESS OF POLICY FUNCTION IN DISCRETE TIME ECONOMIC MODELS, UFAE and IAE Working Papers (1989) (1989)

1990

20. Existence of Equilibria for Monetary Economies
    International Economic Review, 1990, 31, (4), 783-97 View citations (5)