Information about:
Michel Juillard

Other registered authors

Email:
Homepage:
Postal Address: 63, rue Belliard, 75018 Paris
Phone:

Affiliation

• Paris-Jourdan Sciences Économiques (PSE)
  École Normale Supérieure

  Location: Paris, France
  Homepage: http://www.pse.ens.fr/
  Email:
  Phone: 01 43 13 63 00
  Fax: 01 43 13 63 10
  Postal: 48 boulevard Jourdan - 75014 Paris
  Handle: RePEc:edi:psecofr (registered authors at this institution)

Working papers

1. Ondra Kamenik & Ioan Carabenciov & Igor Ermolaev & Charles Freedman & Dmitry Korshunov & Jared Laxton & Douglas Laxton & Michel Juillard, 2008. "A Small Quarterly Multi-Country Projection Model," IMF Working Papers 08/279, International Monetary Fund. [Downloadable!]

2. Ondra Kamenik & Ioan Carabenciov & Igor Ermolaev & Charles Freedman & Dmitry Korshunov & Douglas Laxton & Michel Juillard, 2008. "A Small Quarterly Projection Model of the US Economy," IMF Working Papers 08/278, International Monetary Fund. [Downloadable!]

3. Ondra Kamenik & Ioan Carabenciov & Igor Ermolaev & Charles Freedman & Dmitry Korshunov & Jared Laxton & Douglas Laxton & Michel Juillard, 2008. "A Small Quarterly Multi-Country Projection Model with Financial-Real Linkages and Oil Prices," IMF Working Papers 08/280, International Monetary Fund. [Downloadable!]

4. Michel Juillard & Florian Pelgrin, 2007. "Computing Optimal Policy in a Timeless-Perspective: An Application to a Small-Open Economy," Working Papers 07-32, Bank of Canada. [Downloadable!]

5. Michel Aglietta & Vladimir Borgy & Jean Chateau & Michel Juillard & Jacques le Cacheux & Gilles Le Garrec & Vincent Touze, 2007. "Asian Catch Up, World Growth and International Capital Flows in the XXIst Century: a Prospective Analysis with the INGENUE 2 Model," Working Papers 2007-01, CEPII research center. [Downloadable!]

6. Michel Juillard & Philippe Karam & Douglas Laxton & Paolo Pesenti, 2006. "Welfare-based monetary policy rules in an estimated DSGE model of the US economy," Working Paper Series 613, European Central Bank. [Downloadable!]

7. Michel Juillard, 2006. "An Alternative to Stationarization," Computing in Economics and Finance 2006 377, Society for Computational Economics.

8. Michel Juillard & Ondrej Kamenik & Michael Kumhof & Douglas Laxton, 2006. "Measures of Potential Output from an Estimated DSGE Model of the United States," Working Papers 2006/11, Czech National Bank, Research Department. [Downloadable!]

9. Michel Aglietta & Vladimir Borgy & Jean Chateau & Michel Juillard & Jacques le Cacheux & Gilles le Garrec & Vincent Touze, 2006. "World Growth and International Capital Flows in the XXIth Century," Documents de Travail de l'OFCE 2006-07, Observatoire Francais des Conjonctures Economiques (OFCE). [Downloadable!]

10. Florian Pelgrin & Michel Juillard, 2005. "Computing optimal policy functions in a timeless perspective: An application," Computing in Economics and Finance 2005 271, Society for Computational Economics.

11. Michel Juillard, 2005. "The accuracy of welfare computations," Computing in Economics and Finance 2005 272, Society for Computational Economics.

12. Michel Juillard & Ondra Kamenik, 2005. "Solving SDGE Models: Approximation About The Stochastic Steady State," Computing in Economics and Finance 2005 106, Society for Computational Economics.

13. Florian PELGRIN & Michel JUILLARD, 2004. "Which order is too much? An application to a model with staggered price and wage contratcs," Computing in Economics and Finance 2004 58, Society for Computational Economics.
    Other versions:
    • Florian Pelgrin & Michel Juillard, 2004. "Which order is too much? An application to a model with staggered price and wage contracts," 2004 Meeting Papers 635, Society for Economic Dynamics.

14. Michel Juillard, 2004. "Strucural change and DSGE models," Computing in Economics and Finance 2004 191, Society for Computational Economics.

15. Michel Juillard, 2003. "What is the contribution of a k order approximation," Computing in Economics and Finance 2003 286, Society for Computational Economics.

16. Paolo Pesenti & Michel Juillard & Douglas Laxton, 2003. "Is There A Role For Asset Prices In Monetary Rules? Some Welfare Analysis Based On Perturbation Methods," Computing in Economics and Finance 2003 202, Society for Computational Economics.

17. Laurence Boone & Michel Juillard & Doug Laxton & Papa N'Diaye, 2002. "How Well Do Alternative Time-Varying Parameter Models of the NAIRU Help Policymakers Forecast Unemployment and Inflation in the OECD Countries?," Computing in Economics and Finance 2002 359, Society for Computational Economics. [Downloadable!]

18. M. Aglietta & J. Chateau & J. Fayolle & M. Juillard & J. Le Cacheux & G. Legarrec & V. Touzé, 2002. "Macroeconomic consequences of pension reforms in Europe:," Computing in Economics and Finance 2002 216, Society for Computational Economics. [Downloadable!]

19. Michel Juillard, 2002. "Perturbation method at order k: A recursive algorithm," Computing in Economics and Finance 2002 257, Society for Computational Economics.

20. Michel Juillard, 2001. "DYNARE: A program for the simulation of rational expectation models," Computing in Economics and Finance 2001 213, Society for Computational Economics.

21. Group INGENUE, V. Touz & R. Breton & R. Arezki & M. Juillard & M. Aglietta & J. LeCacheux & J. Fayolle & C. Lacu & B. Rzepkowski, 2000. "Ingenue, A Multi-Regional Overlapping Generations Model," Computing in Economics and Finance 2000 178, Society for Computational Economics.

22. Fabrice Collard & Patrick Fve & Michel Juillard, 2000. "Simulation Of Non-Linear Models: Testing The Approximation," Computing in Economics and Finance 2000 Z178, Society for Computational Economics.

23. Michel Juillard & Fabrice Collard, 1999. "Stochastic Simulations of a Non-Linear Phillips Curve Model," Computing in Economics and Finance 1999 144, Society for Computational Economics. [Downloadable!]

24. Collard, Fabrice & Juillard, Michel, 1999. "Accuracy of stochastic perturbuation methods: the case of asset pricing models," CEPREMAP Working Papers (Couverture Orange) 9922, CEPREMAP. [Downloadable!]
    Published as:
    • Collard, Fabrice & Juillard, Michel, 2001. "Accuracy of stochastic perturbation methods: The case of asset pricing models," Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 979-999, June. [Downloadable!] (restricted)

25. Boyer, Robert & Juillard, Michel, 1998. "The contemporary Japanese crisis and the transformations of the wage labor nexus," CEPREMAP Working Papers (Couverture Orange) 9822, CEPREMAP. [Downloadable!]

26. Douglas Laxton & Michel Juillard, 1996. "A Robust and Efficient Method for Solving Nonlinear Rational Expectations Models," IMF Working Papers 96/106, International Monetary Fund.

27. Juillard, Michel, 1996. "Dynare : a program for the resolution and simulation of dynamic models with forward variables through the use of a relaxation algorithm," CEPREMAP Working Papers (Couverture Orange) 9602, CEPREMAP. [Downloadable!]

28. Juillard Michel & Boyer Robert, 1992. "New endogeneous growth theory versus a productivity regime (the)," CEPREMAP Working Papers (Couverture Orange) 9210, CEPREMAP. [Downloadable!]

1. Aglietta, Michel & Chateau, Jean & Fayolle, Jacky & Juillard, Michel & Le Cacheux, Jacques & Le Garrec, Gilles & Touze, Vincent, 2007. "Pension reforms in Europe: An investigation with a computable OLG world model," Economic Modelling, Elsevier, vol. 24(3), pages 481-505, May. [Downloadable!] (restricted)

2. Michel Juillard & Michael Kumhof & Ondra Kamenik, 2005. "Optimal price setting and inflation inertia in a rational expectations model," Proceedings, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
   Published as:
   • Juillard, Michael & Kamenik, Ondra & Kumhof, Michael & Laxton, Douglas, 2008. "Optimal price setting and inflation inertia in a rational expectations model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2584-2621, August. [Downloadable!] (restricted)

3. Juillard, M., 2003. "Computing in economics and finance," Journal of Economic Dynamics and Control, Elsevier, vol. 27(11-12), pages 1939-1939, September. [Downloadable!] (restricted)

4. Collard, Fabrice & Juillard, Michel, 2001. "Accuracy of stochastic perturbation methods: The case of asset pricing models," Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 979-999, June. [Downloadable!] (restricted)
   Other versions:
   • Collard, Fabrice & Juillard, Michel, 1999. "Accuracy of stochastic perturbuation methods: the case of asset pricing models," CEPREMAP Working Papers (Couverture Orange) 9922, CEPREMAP. [Downloadable!]

5. Collard, Fabrice & Juillard, Michel, 2001. "A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model," Computational Economics, Springer, vol. 17(2-3), pages 125-39, June. [Downloadable!]

6. Juillard, Michel & Laxton, Douglas & McAdam, Peter & Pioro, Hope, 1998. "An algorithm competition: First-order iterations versus Newton-based techniques," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1291-1318, August. [Downloadable!] (restricted)

7. Boucekkine, Raouf & Juillard, Michel & Malgrange, Pierre, 1997. "Precision Performances of Terminal Conditions for Short Time Horizons Forward-Looking Systems," Computational Economics, Springer, vol. 10(2), pages 169-86, May. [Downloadable!]

1. Journal of Economic Dynamics and Control, Elsevier.

1. NEP-CBA: Central Banking (5) 2006-05-20 2007-06-02 2009-01-03 2009-01-03 2009-01-03 Author is listed
2. NEP-DEV: Development (1) 2006-08-05
3. NEP-DGE: Dynamic General Equilibrium (1) 2006-05-20
4. NEP-EEC: European Economics (1) 2003-10-20
5. NEP-ENE: Energy Economics (1) 2009-01-03
6. NEP-ETS: Econometric Time Series (1) 1999-07-12
7. NEP-FIN: Finance (1) 2000-06-29
8. NEP-FMK: Financial Markets (1) 2000-06-29
9. NEP-FOR: Forecasting (3) 2009-01-03 2009-01-03 2009-01-03 Author is listed
10. NEP-IFN: International Finance (2) 1999-03-22 2003-10-20
11. NEP-MAC: Macroeconomics (6) 2003-10-20 2003-10-20 2006-05-20 2007-06-02 2009-01-03 2009-01-03 Author is listed
12. NEP-MON: Monetary Economics (2) 2006-05-20 2007-06-02
13. NEP-OPM: Open MacroEconomics (1) 2009-01-03
14. NEP-SEA: South East Asia (1) 2007-04-09

This page was last updated on 2009-11-2.