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Envelope Condition Method with an Application to Default Risk Models. (2014). Tsyrennikov, Viktor ; Maliar, Serguei ; Arellano, Cristina.
In: BYU Macroeconomics and Computational Laboratory Working Paper Series.
RePEc:byu:byumcl:201404.

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  1. Ruling Out Multiplicity of Smooth Equilibria in Dynamic Games: A Hyperbolic Discounting Example. (2016). Maliar, Serguei.
    In: Dynamic Games and Applications.
    RePEc:spr:dyngam:v:6:y:2016:i:2:d:10.1007_s13235-015-0177-8.

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  2. The Impact of Alternative Transitions to Normalized Monetary Policy. (2016). Taylor, John ; Maliar, Serguei.
    In: 2016 Meeting Papers.
    RePEc:red:sed016:794.

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  3. Escape routes from sovereign default risk in the euro area. (2015). Semmler, Willi ; Proao, Christian R..
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:15020.

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  4. A Tractable Framework for Analyzing a Class of Nonstationary Markov Models. (2015). Tsener, Inna ; Taylor, John ; Maliar, Serguei.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21155.

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  5. A Tractable Framework for Analyzing a Class of Nonstationary Markov Models. (2015). Tsener, Inna ; Taylor, John ; Maliar, Serguei.
    In: Economics Working Papers.
    RePEc:hoo:wpaper:15105.

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  47. Villemot, S., (2012). Accelerating the resolution of sovereign debt models using an endogenous grid method. Dynare working paper 17, http://www.dynare.org/wp. Appendices In Appendix A, we provide a description of ECM-VF and ECM-DVF for the onecountry model. In Appendix B, we describe how to implement these methods for the multicountry model. In Appendix C, we present additional accuracy checks for the multicountry model. Finally, in Appendix D, we show numerical methods used to solve a default risk model.

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