[go: up one dir, main page]

create a website
Numerical solution of dynamic economic models. (1999). SANTOS, MANUEL S..
In: Handbook of Macroeconomics.
RePEc:eee:macchp:1-05.

Full description at Econpapers || Download paper

Cited: 33

Citations received by this document

Cites: 0

References cited by this document

Cocites: 0

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Numerical Solution of Dynamic Quantile Models. (2023). Muchon, Andre ; Galvao, Antonio F ; de Castro, Luciano.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000234.

    Full description at Econpapers || Download paper

  2. Matlab, Python, Julia: What to Choose in Economics?. (2021). Maliar, Serguei ; Lyon, Spencer ; Coleman, Chase.
    In: Computational Economics.
    RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-09983-3.

    Full description at Econpapers || Download paper

  3. Deep learning for solving dynamic economic models.. (2021). Winant, Pablo ; Maliar, Serguei.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:122:y:2021:i:c:p:76-101.

    Full description at Econpapers || Download paper

  4. Matlab, Python, Julia: What to Choose in Economics?. (2018). Coleman, Chase ; Maliar, Serguei ; Lyon, Spencer .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13210.

    Full description at Econpapers || Download paper

  5. 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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  7. Envelope condition method with an application to default risk models. (2016). Tsyrennikov, Viktor ; Maliar, Serguei ; Arellano, Cristina.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:69:y:2016:i:c:p:436-459.

    Full description at Econpapers || Download paper

  8. Envelope Condition Method with an Application to Default Risk Models. (2015). Tsyrennikov, Viktor ; Maliar, Serguei ; Arellano, Cristina.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:1239.

    Full description at Econpapers || Download paper

  9. 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.

    Full description at Econpapers || Download paper

  10. 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.

    Full description at Econpapers || Download paper

  11. Lower Bounds on Approximation Errors: Testing the Hypothesis That a Numerical Solution Is Accurate?. (2014). Maliar, Serguei ; Judd, Kenneth.
    In: BYU Macroeconomics and Computational Laboratory Working Paper Series.
    RePEc:byu:byumcl:201406.

    Full description at Econpapers || Download paper

  12. 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.

    Full description at Econpapers || Download paper

  13. Envelope condition method versus endogenous grid method for solving dynamic programming problems. (2013). Maliar, Serguei.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2013-07.

    Full description at Econpapers || Download paper

  14. Envelope condition method versus endogenous grid method for solving dynamic programming problems. (2013). Maliar, Serguei.
    In: Economics Letters.
    RePEc:eee:ecolet:v:120:y:2013:i:2:p:262-266.

    Full description at Econpapers || Download paper

  15. How to Solve Dynamic Stochastic Models Computing Expectations Just Once. (2011). Maliar, Serguei ; Judd, Kenneth.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17418.

    Full description at Econpapers || Download paper

  16. Continuous time one-dimensional asset-pricing models with analytic price–dividend functions. (2010). Cosimano, Thomas ; Chen, YU ; Himonas, Alex .
    In: Economic Theory.
    RePEc:spr:joecth:v:42:y:2010:i:3:p:461-503.

    Full description at Econpapers || Download paper

  17. Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models. (2010). Maliar, Serguei ; Judd, Kenneth.
    In: 2010 Meeting Papers.
    RePEc:red:sed010:280.

    Full description at Econpapers || Download paper

  18. A Cluster-Grid Projection Method: Solving Problems with High Dimensionality. (2010). Maliar, Serguei ; Judd, Kenneth.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15965.

    Full description at Econpapers || Download paper

  19. Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models. (2009). Maliar, Serguei ; Judd, Kenneth.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15296.

    Full description at Econpapers || Download paper

  20. An envelope theorem and some applications to discounted Markov decision processes. (2008). Raul Montes-De-Oca, ; Cruz-Suarez, Hugo.
    In: Mathematical Methods of Operations Research.
    RePEc:spr:mathme:v:67:y:2008:i:2:p:299-321.

    Full description at Econpapers || Download paper

  21. Analytic solving of asset pricing models: The by force of habit case. (2008). Cosimano, Thomas ; Himonas, Alex A. ; Chen, YU.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:11:p:3631-3660.

    Full description at Econpapers || Download paper

  22. A generalization of the endogenous grid method. (2007). Fernandez-Villaverde, Jesus ; Barillas, Francisco.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:8:p:2698-2712.

    Full description at Econpapers || Download paper

  23. Computing continuous-time growth models with boundary conditions via wavelets. (2007). VIDAL-SANZ, JOSE ; Esteban-Bravo, Mercedes.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:11:p:3614-3643.

    Full description at Econpapers || Download paper

  24. Comparing solution methods for dynamic equilibrium economies. (2006). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Aruoba, S. Boragan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:30:y:2006:i:12:p:2477-2508.

    Full description at Econpapers || Download paper

  25. A Generalization of the Endogenous Grid Method. (2006). Fernandez-Villaverde, Jesus ; Barillas, Francisco.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000001200.

    Full description at Econpapers || Download paper

  26. Comparing Solution Methods for Dynamic Equilibrium Economies. (2005). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Aruoba, S. Boragan.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000855.

    Full description at Econpapers || Download paper

  27. Theory of Stochastic Optimal Economic Growth. (2005). Roy, Santanu ; Olson, Lars.
    In: Working Papers.
    RePEc:ags:umdrwp:28601.

    Full description at Econpapers || Download paper

  28. On the smoothness of optimal paths. (2004). Crettez, Bertrand ; Blot, Joel.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:27:y:2004:i:1:p:1-34.

    Full description at Econpapers || Download paper

  29. Simulation-based estimation of dynamic models with continuous equilibrium solutions. (2004). SANTOS, MANUEL S..
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:40:y:2004:i:3-4:p:465-491.

    Full description at Econpapers || Download paper

  30. Computing continuous-time growth models with boundary conditions via wavelets. (2004). VIDAL-SANZ, JOSE ; Esteban-Bravo, Mercedes.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb045619.

    Full description at Econpapers || Download paper

  31. Comparing Solution Methods for Dynamic Equilibrium Economies. (2003). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Aruoba, S. Boragan.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:04-003.

    Full description at Econpapers || Download paper

  32. Comparing solution methods for dynamic equilibrium economies. (2003). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Aruoba, S. Boragan.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2003-27.

    Full description at Econpapers || Download paper

  33. Simulation-based estimation of dynamic models with continuous equilibrium solutions. (2003). SANTOS, MANUEL S..
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we034716.

    Full description at Econpapers || Download paper

References

References cited by this document

    This document has not been processed yet.

    You may help us by submiting the list of references

Cocites

Documents in RePEc which have cited the same bibliography

          This document has not co-citation data yet.

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-23 18:01:01 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.