Serguei Maliar
Personal Details
First Name: | Serguei |
Middle Name: | |
Last Name: | Maliar |
Suffix: | |
RePEc Short-ID: | pma87 |
[This author has chosen not to make the email address public] | |
http://www.stanford.edu/~maliars/ | |
Santa Clara University Department of Economics 500 El Camino Real Santa Clara, CA 95053, USA | |
4085544713 | |
Terminal Degree: | Departament d'Economia i Empresa; Universitat Pompeu Fabra; Barcelona School of Economics (BSE) (from RePEc Genealogy) |
Affiliation
Department of Economics
Santa Clara University
Santa Clara, California (United States)http://www.scu.edu/business/economics/
RePEc:edi:descuus (more details at EDIRC)
Research output
Jump to: Working papers Articles SoftwareWorking papers
- Lepetyuk, Vadym & Maliar, Serguei & Taylor, John, 2021. "The Power of Open-Mouth Policies," CEPR Discussion Papers 16262, C.E.P.R. Discussion Papers.
- Maliar, Serguei, 2020.
"Deep Learning Classification: Modeling Discrete Labor Choice,"
CEPR Discussion Papers
15346, C.E.P.R. Discussion Papers.
- Maliar, Lilia & Maliar, Serguei, 2022. "Deep learning classification: Modeling discrete labor choice," Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
- Maliar, Serguei & Tsener, Inna, 2020.
"Capital-Skill Complementarity and Inequality: Twenty Years After,"
CEPR Discussion Papers
15228, C.E.P.R. Discussion Papers.
- Maliar, Lilia & Maliar, Serguei & Tsener, Inna, 2022. "Capital-skill complementarity and inequality: Twenty years after," Economics Letters, Elsevier, vol. 220(C).
- Gorodnichenko, Yuriy & Maliar, Serguei & Naubert, Christopher, 2020. "Household Savings and Monetary Policy under Individual and Aggregate Stochastic Volatility," CEPR Discussion Papers 15614, C.E.P.R. Discussion Papers.
- Lepetyuk, Vadym & Maliar, Serguei, 2019.
"When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning,"
CEPR Discussion Papers
14025, C.E.P.R. Discussion Papers.
- Lepetyuk, Vadym & Maliar, Lilia & Maliar, Serguei, 2020. "When the U.S. catches a cold, Canada sneezes: A lower-bound tale told by deep learning," Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
- Maliar, Serguei & Winant, Pablo, 2019. "Will Artificial Intelligence Replace Computational Economists Any Time Soon?," CEPR Discussion Papers 14024, C.E.P.R. Discussion Papers.
- Coleman, Chase & Lyon, Spencer & Maliar, Serguei, 2018.
"Matlab, Python, Julia: What to Choose in Economics?,"
CEPR Discussion Papers
13210, C.E.P.R. Discussion Papers.
- Chase Coleman & Spencer Lyon & Lilia Maliar & Serguei Maliar, 2021. "Matlab, Python, Julia: What to Choose in Economics?," Computational Economics, Springer;Society for Computational Economics, vol. 58(4), pages 1263-1288, December.
- Vadym Lepetyuk & Lilia Maliar & Serguei Maliar, 2017. "Should Central Banks Worry About Nonlinearities of their Large-Scale Macroeconomic Models?," Staff Working Papers 17-21, Bank of Canada.
- Serguei Maliar & John Taylor & Lilia Maliar, 2016. "The Impact of Alternative Transitions to Normalized Monetary Policy," 2016 Meeting Papers 794, Society for Economic Dynamics.
- Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener, 2015.
"A Tractable Framework for Analyzing a Class of Nonstationary Markov Models,"
Economics Working Papers
15105, Hoover Institution, Stanford University.
- Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener, 2020. "A tractable framework for analyzing a class of nonstationary Markov models," Quantitative Economics, Econometric Society, vol. 11(4), pages 1289-1323, November.
- Lilia Maliar & Serguei Maliar & John Taylor & Inna Tsener, 2015. "A Tractable Framework for Analyzing a Class of Nonstationary Markov Models," NBER Working Papers 21155, National Bureau of Economic Research, Inc.
- Cristina Arellano & Lilia Maliar & Serguei Maliar & Viktor Tsyrennikov, 2014.
"Envelope Condition Method with an Application to Default Risk Models,"
BYU Macroeconomics and Computational Laboratory Working Paper Series
2014-04, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- Arellano, Cristina & Maliar, Lilia & Maliar, Serguei & Tsyrennikov, Viktor, 2016. "Envelope condition method with an application to default risk models," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 436-459.
- Viktor Tsyrennikov & Serguei Maliar & Lilia Maliar & Cristina Arellano, 2015. "Envelope Condition Method with an Application to Default Risk Models," 2015 Meeting Papers 1239, Society for Economic Dynamics.
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2014. "Lower Bounds on Approximation Errors: Testing the Hypothesis That a Numerical Solution Is Accurate?," BYU Macroeconomics and Computational Laboratory Working Paper Series 2014-06, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- Lilia Maliar & Serguei Maliar, 2013.
"Envelope condition method versus endogenous grid method for solving dynamic programming problems,"
Working Papers. Serie AD
2013-07, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Maliar, Lilia & Maliar, Serguei, 2013. "Envelope condition method versus endogenous grid method for solving dynamic programming problems," Economics Letters, Elsevier, vol. 120(2), pages 262-266.
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Rafael Valero, 2013.
"Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain,"
BYU Macroeconomics and Computational Laboratory Working Paper Series
2013-02, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- Judd, Kenneth L. & Maliar, Lilia & Maliar, Serguei & Valero, Rafael, 2014. "Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 92-123.
- Kenneth Judd & Lilia Maliar & Rafael Valero & Serguei Maliar, 2013. "Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain," Working Papers. Serie AD 2013-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Rafael Valero, 2013. "Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain," NBER Working Papers 19326, National Bureau of Economic Research, Inc.
- Kenneth Judd & Lilia Maliar & Serguei Maliar, 2012.
"Merging simulation and projection approaches to solve high-dimensional problems,"
Working Papers. Serie AD
2012-20, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2012. "Merging Simulation and Projection Approaches to Solve High-Dimensional Problems," NBER Working Papers 18501, National Bureau of Economic Research, Inc.
- Kenneth Judd & Lilia Maliar & Serguei Maliar, 2011.
"Solving the multi-country real business cycle model using ergodic set methods,"
Working Papers. Serie AD
2011-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Maliar, Serguei & Maliar, Lilia & Judd, Kenneth, 2011. "Solving the multi-country real business cycle model using ergodic set methods," Journal of Economic Dynamics and Control, Elsevier, vol. 35(2), pages 207-228, February.
- Serguei Maliar & Lilia Maliar & Kenneth L. Judd, 2010. "Solving the Multi-Country Real Business Cycle Model Using Ergodic Set Methods," NBER Working Papers 16304, National Bureau of Economic Research, Inc.
- Kenneth Judd & Lilia Maliar & Serguei Maliar, 2011.
"Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models,"
Working Papers. Serie AD
2011-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2011. "Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models," Quantitative Economics, Econometric Society, vol. 2(2), pages 173-210, July.
- Kenneth Judd & Lilia Maliar & Serguei Maliar, 2011. "One-node Quadrature Beats Monte Carlo: A Generalized Stochastic Simulation Algorithm," NBER Working Papers 16708, National Bureau of Economic Research, Inc.
- Maliar, Lilia & Maliar, Serguei & Villemot, Sébastien, 2011.
"Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions,"
Dynare Working Papers
6, CEPREMAP, revised Jul 2012.
- Lilia Maliar & Serguei Maliar & Sébastien Villemot, 2013. "Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions," Computational Economics, Springer;Society for Computational Economics, vol. 42(3), pages 307-325, October.
- Lilia Maliar & Serguei Maliar & Sébastien Villemot, 2012. "Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions," Post-Print hal-00813057, HAL.
- Lilia Maliar & Serguei Maliar & Sébastien Villemot, 2012. "Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions," PSE-Ecole d'économie de Paris (Postprint) hal-00813057, HAL.
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2011.
"How to Solve Dynamic Stochastic Models Computing Expectations Just Once,"
NBER Working Papers
17418, National Bureau of Economic Research, Inc.
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Inna Tsener, 2017. "How to solve dynamic stochastic models computing expectations just once," Quantitative Economics, Econometric Society, vol. 8(3), pages 851-893, November.
- Robert Kollmann & Serguei Maliar & Benjamin A. Malin & Paul Pichler, 2010.
"Comparison of solutions to the multi-country real business cycle model,"
Post-Print
hal-00765825, HAL.
- Kollmann, Robert & Maliar, Serguei & Malin, Benjamin A. & Pichler, Paul, 2011. "Comparison of solutions to the multi-country Real Business Cycle model," Journal of Economic Dynamics and Control, Elsevier, vol. 35(2), pages 186-202, February.
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2010. "A Cluster-Grid Projection Method: Solving Problems with High Dimensionality," NBER Working Papers 15965, National Bureau of Economic Research, Inc.
- Lilia Maliar & Fernando Valli & Serguei Maliar, 2009.
"Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm,"
Working Papers. Serie AD
2009-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Maliar, Lilia & Maliar, Serguei & Valli, Fernando, 2010. "Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm," Journal of Economic Dynamics and Control, Elsevier, vol. 34(1), pages 42-49, January.
- Lilia Maliar & Fernando Valli & Seguei Maliar, 2009. "Matlab code for "Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm"," QM&RBC Codes 180, Quantitative Macroeconomics & Real Business Cycles.
- Kenneth Judd & Lilia Maliar & Serguei Maliar, 2009.
"Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models,"
NBER Working Papers
15296, National Bureau of Economic Research, Inc.
- Serguei Maliar & Lilia Maliar & Kenneth Judd, 2010. "Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models," 2010 Meeting Papers 280, Society for Economic Dynamics.
- Lilia Maliar & Serguei Maliar, 2006. "Capital-Skill Complementarity And Steady-State Growth," Working Papers. Serie AD 2006-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Lilia Maliar & Liudmyla Hvozdyk & Serguei Maliar, 2006. "Downward Nominal Wage Rigidity: The Implications From A New-Keynesian Model," Working Papers. Serie AD 2006-04, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Lilia Maliar & Kateryna Garmel & Serguei Maliar, 2005. "The Eu Eastern Enlargement And Fdi: The Implications From A Neoclassical Growth Model," Working Papers. Serie AD 2005-29, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Fidel Pérez Sebastián & Lilia Maliar & Serguei Maliar, 2005. "Sovereign Risk, Fdi Spillovers, And Economic Growth," Working Papers. Serie AD 2005-27, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Lilia Maliar & Dmytro Kylymnyuk & Serguei Maliar, 2005.
"A Model Of Unbalanced Sectorial Growth With Application To Transition Economies,"
Working Papers. Serie AD
2005-26, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Dmytro Kylymnyuk & Lilia Maliar & Serguei Maliar, 2007. "A model of unbalanced sectorial growth with application to transition economies," Economic Change and Restructuring, Springer, vol. 40(4), pages 309-325, December.
- Lilia Maliar & Serguei Maliar, 2005. "An Analytical Construction Of Constantinides¿ Social Utility Function," Working Papers. Serie AD 2005-25, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Lilia Maliar & Serguei Maliar, 2004.
"Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Functions By Simulations,"
Working Papers. Serie AD
2004-37, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Maliar, Lilia & Maliar, Serguei, 2005. "Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations," Economics Letters, Elsevier, vol. 87(1), pages 135-140, April.
- Lilia Maliar & Serguei Maliar, 2004.
"Parameterized Expectations Algorithm: How To Solve For Labor Easily,"
Working Papers. Serie AD
2004-40, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Lilia Maliar & Serguei Maliar, 2005. "Parameterized Expectations Algorithm: How to Solve for Labor Easily," Computational Economics, Springer;Society for Computational Economics, vol. 25(3), pages 269-274, June.
- Lilia Maliar & Dmytro Kylymnyuk & Serguei Maliar, 2004.
"Rich, Poor And Growth-Miracle Nations: Multiple Equilibria Revisited,"
Working Papers. Serie AD
2004-39, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Kylymnyuk Dmytro & Maliar Lilia & Maliar Serguei, 2007. "Rich, Poor and Growth-Miracle Nations: Multiple Equilibria Revisited," The B.E. Journal of Macroeconomics, De Gruyter, vol. 7(1), pages 1-44, August.
- M. Dolores Collado & Lilia Maliar & Serguei Maliar, 2003. "Quasi-Geometric Consumers: Panel Data Evidence," Working Papers. Serie AD 2003-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Juan Mora & Lilia Maliar & Serguei Maliar, 2003.
"Income And Wealth Distributions Along The Business Cycle: Implications From The Neoclassical Growth Model,"
Working Papers. Serie AD
2003-02, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Maliar Lilia & Maliar Serguei & Mora Juan, 2005. "Income and Wealth Distributions Along the Business Cycle: Implications from the Neoclassical Growth Model," The B.E. Journal of Macroeconomics, De Gruyter, vol. 5(1), pages 1-28, June.
- Lilia Maliar & Serguei Maliar, 2003.
"Indivisible Labor, Lotteries And Idiosyncratic Productivity Shocks,"
Working Papers. Serie AD
2003-38, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Maliar, Lilia & Maliar, Serguei, 2004. "Indivisible-labor, lotteries and idiosyncratic productivity shocks," Mathematical Social Sciences, Elsevier, vol. 48(1), pages 23-35, July.
- Lilia Maliar & Serguei Maliar, 2003.
"Indeterminacy In A Log-Linearized Neoclassical Rowth Model With Quasi-Geometric Discounting,"
Working Papers. Serie AD
2003-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Maliar, Lilia & Maliar, Serguei, 2006. "Indeterminacy in a log-linearized neoclassical growth model with quasi-geometric discounting," Economic Modelling, Elsevier, vol. 23(3), pages 492-505, May.
- Lilia Maliar & Serguei Maliar, 2003. "Solving The Neoclassical Growth Model With Quasi-Geometric Discounting: Non-Linear Euler-Equation Models," Working Papers. Serie AD 2003-23, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Lilia Maliar & Serguei Maliar, 2003.
"Endogenous Growth And Endogenous Business Cycles,"
Working Papers. Serie AD
2003-14, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Maliar, Lilia & Maliar, Serguei, 2004. "Endogenous Growth And Endogenous Business Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 8(5), pages 559-581, November.
- Lilia Maliar & Serguei Maliar, 2003.
"Quasi-Geometric Discounting: A Closed-Form Solution Under The Exponential Utility Function,"
Working Papers. Serie AD
2003-16, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Lilia Maliar & Serguei Maliar, 2004. "Quasi‐geometric discounting: A closed‐form solution under the exponential utility function," Bulletin of Economic Research, Wiley Blackwell, vol. 56(2), pages 201-206, April.
- Lilia Maliar & Serguei Maliar, 2003. "A Neoclassical Theory Of Wage Arrears In Transition Economies," Working Papers. Serie AD 2003-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Lilia Maliar & Serguei Maliar, 2003.
"Preference Shocks From Aggregation: Time Series Data Evidence,"
Working Papers. Serie AD
2003-35, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Lilia Maliar & Serguei Maliar, 2004. "Preference shocks from aggregation: time series data evidence," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 37(3), pages 768-781, August.
- Lilia Maliar & Serguei Maliar, 2004. "Preference shocks from aggregation: time series data evidence," Canadian Journal of Economics, Canadian Economics Association, vol. 37(3), pages 768-781, August.
- Lilia Maliar & Serguei Maliar, 2003.
"The Neoclassical Growth Model With Heterogenous Quasi-Geometric Consumers,"
Working Papers. Serie AD
2003-25, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Maliar, Lilia & Maliar, Serguei, 2006. "The Neoclassical Growth Model with Heterogeneous Quasi-Geometric Consumers," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(3), pages 635-654, April.
- Lilia Maliar & Serguei Maliar, 2003. "Quasi-Linear Preferences In The Macroeconomy: Indeterminacy, Heterogeneity Andthe Representative Consumer," Working Papers. Serie AD 2003-30, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Lilia Maliar & Serguei Maliar, 2003. "Heterogeneity In The Degree Of Quasi-Geometric Discounting: The Distributional Implications," Working Papers. Serie AD 2003-28, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Lilia Maliar & Serguei Maliar, 2002.
"The Representative Consumer In The Neoclassical Growth Model With Idiosyncratic Shocks,"
Working Papers. Serie AD
2002-20, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Lilia Maliar & Serguei Maliar, 2003. "The Representative Consumer in the Neoclassical Growth Model with Idiosyncratic Shocks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(2), pages 368-380, April.
- Serguei Maliar, 2001. "Idiosyncratic Shocks, Aggregate Fluctuations And The Representative Consumer," Working Papers. Serie AD 2001-07, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Lilia Maliar & Serguei Maliar, 2001.
"Parametrized Expectations Algorithm And The Moving Bounds,"
Working Papers. Serie AD
2001-23, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Maliar, Lilia & Maliar, Serguei, 2003. "Parameterized Expectations Algorithm and the Moving Bounds," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 88-92, January.
- Lilia Maliar & Serguei Maliar, 1999.
"- Heterogeneity In Capital And Skills In A Neoclassical Stochastic Growth Model,"
Working Papers. Serie AD
1999-21, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Maliar, Lilia & Maliar, Serguei, 2001. "Heterogeneity in capital and skills in a neoclassical stochastic growth model," Journal of Economic Dynamics and Control, Elsevier, vol. 25(9), pages 1367-1397, September.
- Lilia Maliar & Serguei Maliar, 1999.
"- Differential Responses Of Labor Supply Across Productivity Groups,"
Working Papers. Serie AD
1999-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Maliar, Lilia & Maliar, Serguei, 2000. "Differential Responses of Labor Supply across Productivity Groups," Journal of Macroeconomics, Elsevier, vol. 22(1), pages 85-108, January.
- Serguei Maliar & Igor Kozin & Vitali Perepelitsa, 1995. "Solving capability of LCA," Economics Working Papers 119, Department of Economics and Business, Universitat Pompeu Fabra.
- Serguei Maliar & Vitali Perepelitsa, 1995. "LCA solvability of chain covering problem," Economics Working Papers 118, Department of Economics and Business, Universitat Pompeu Fabra.
Articles
- Maliar, Lilia & Maliar, Serguei, 2022.
"Deep learning classification: Modeling discrete labor choice,"
Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
- Maliar, Serguei, 2020. "Deep Learning Classification: Modeling Discrete Labor Choice," CEPR Discussion Papers 15346, C.E.P.R. Discussion Papers.
- Maliar, Lilia & Maliar, Serguei & Tsener, Inna, 2022.
"Capital-skill complementarity and inequality: Twenty years after,"
Economics Letters, Elsevier, vol. 220(C).
- Maliar, Serguei & Tsener, Inna, 2020. "Capital-Skill Complementarity and Inequality: Twenty Years After," CEPR Discussion Papers 15228, C.E.P.R. Discussion Papers.
- Maliar, Lilia & Maliar, Serguei & Winant, Pablo, 2021. "Deep learning for solving dynamic economic models," Journal of Monetary Economics, Elsevier, vol. 122(C), pages 76-101.
- Chase Coleman & Spencer Lyon & Lilia Maliar & Serguei Maliar, 2021.
"Matlab, Python, Julia: What to Choose in Economics?,"
Computational Economics, Springer;Society for Computational Economics, vol. 58(4), pages 1263-1288, December.
- Coleman, Chase & Lyon, Spencer & Maliar, Serguei, 2018. "Matlab, Python, Julia: What to Choose in Economics?," CEPR Discussion Papers 13210, C.E.P.R. Discussion Papers.
- Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener, 2020.
"A tractable framework for analyzing a class of nonstationary Markov models,"
Quantitative Economics, Econometric Society, vol. 11(4), pages 1289-1323, November.
- Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener, 2015. "A Tractable Framework for Analyzing a Class of Nonstationary Markov Models," Economics Working Papers 15105, Hoover Institution, Stanford University.
- Lilia Maliar & Serguei Maliar & John Taylor & Inna Tsener, 2015. "A Tractable Framework for Analyzing a Class of Nonstationary Markov Models," NBER Working Papers 21155, National Bureau of Economic Research, Inc.
- Lepetyuk, Vadym & Maliar, Lilia & Maliar, Serguei, 2020.
"When the U.S. catches a cold, Canada sneezes: A lower-bound tale told by deep learning,"
Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
- Lepetyuk, Vadym & Maliar, Serguei, 2019. "When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning," CEPR Discussion Papers 14025, C.E.P.R. Discussion Papers.
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Inna Tsener, 2017.
"How to solve dynamic stochastic models computing expectations just once,"
Quantitative Economics, Econometric Society, vol. 8(3), pages 851-893, November.
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2011. "How to Solve Dynamic Stochastic Models Computing Expectations Just Once," NBER Working Papers 17418, National Bureau of Economic Research, Inc.
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2017. "Lower Bounds on Approximation Errors to Numerical Solutions of Dynamic Economic Models," Econometrica, Econometric Society, vol. 85, pages 991-1012, May.
- Arellano, Cristina & Maliar, Lilia & Maliar, Serguei & Tsyrennikov, Viktor, 2016.
"Envelope condition method with an application to default risk models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 436-459.
- Cristina Arellano & Lilia Maliar & Serguei Maliar & Viktor Tsyrennikov, 2014. "Envelope Condition Method with an Application to Default Risk Models," BYU Macroeconomics and Computational Laboratory Working Paper Series 2014-04, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- Viktor Tsyrennikov & Serguei Maliar & Lilia Maliar & Cristina Arellano, 2015. "Envelope Condition Method with an Application to Default Risk Models," 2015 Meeting Papers 1239, Society for Economic Dynamics.
- Cristina Arelano & Lilia Maliar & Serguei Maliar & Viktor Tsyrennikov, 2016. "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 Defaul," QM&RBC Codes 203, Quantitative Macroeconomics & Real Business Cycles.
- Lilia Maliar & Serguei Maliar, 2016. "Ruling Out Multiplicity of Smooth Equilibria in Dynamic Games: A Hyperbolic Discounting Example," Dynamic Games and Applications, Springer, vol. 6(2), pages 243-261, June.
- Lilia Maliar & Serguei Maliar, 2015. "Merging simulation and projection approaches to solve high‐dimensional problems with an application to a new Keynesian model," Quantitative Economics, Econometric Society, vol. 6(1), pages 1-47, March.
- Judd, Kenneth L. & Maliar, Lilia & Maliar, Serguei & Valero, Rafael, 2014.
"Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain,"
Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 92-123.
- Kenneth Judd & Lilia Maliar & Rafael Valero & Serguei Maliar, 2013. "Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain," Working Papers. Serie AD 2013-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Rafael Valero, 2015. "Smolyak code for "Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain"," QM&RBC Codes 201, Quantitative Macroeconomics & Real Business Cycles.
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Rafael Valero, 2013. "Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain," BYU Macroeconomics and Computational Laboratory Working Paper Series 2013-02, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Rafael Valero, 2013. "Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain," NBER Working Papers 19326, National Bureau of Economic Research, Inc.
- Lilia Maliar & Serguei Maliar & Sébastien Villemot, 2013.
"Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions,"
Computational Economics, Springer;Society for Computational Economics, vol. 42(3), pages 307-325, October.
- Lilia Maliar & Serguei Maliar & Sébastien Villemot, 2012. "Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions," Post-Print hal-00813057, HAL.
- Lilia Maliar & Serguei Maliar & Sébastien Villemot, 2012. "Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions," PSE-Ecole d'économie de Paris (Postprint) hal-00813057, HAL.
- Maliar, Lilia & Maliar, Serguei & Villemot, Sébastien, 2011. "Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions," Dynare Working Papers 6, CEPREMAP, revised Jul 2012.
- Maliar, Lilia & Maliar, Serguei, 2013.
"Envelope condition method versus endogenous grid method for solving dynamic programming problems,"
Economics Letters, Elsevier, vol. 120(2), pages 262-266.
- Lilia Maliar & Serguei Maliar, 2013. "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 Dyna," QM&RBC Codes 204, Quantitative Macroeconomics & Real Business Cycles.
- Lilia Maliar & Serguei Maliar, 2013. "Envelope condition method versus endogenous grid method for solving dynamic programming problems," Working Papers. Serie AD 2013-07, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2011.
"Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models,"
Quantitative Economics, Econometric Society, vol. 2(2), pages 173-210, July.
- Kenneth Judd & Lilia Maliar & Serguei Maliar, 2011. "Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models," Working Papers. Serie AD 2011-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- L. Kenneth Judd & Lilia Maliar & Serguei Maliar, 2011. "Matlab code for "Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models"," QM&RBC Codes 191, Quantitative Macroeconomics & Real Business Cycles.
- Kollmann, Robert & Maliar, Serguei & Malin, Benjamin A. & Pichler, Paul, 2011.
"Comparison of solutions to the multi-country Real Business Cycle model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(2), pages 186-202, February.
- Robert Kollmann & Serguei Maliar & Benjamin A. Malin & Paul Pichler, 2010. "Comparison of solutions to the multi-country real business cycle model," Post-Print hal-00765825, HAL.
- Maliar, Serguei & Maliar, Lilia & Judd, Kenneth, 2011.
"Solving the multi-country real business cycle model using ergodic set methods,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(2), pages 207-228, February.
- Kenneth Judd & Lilia Maliar & Serguei Maliar, 2011. "Solving the multi-country real business cycle model using ergodic set methods," Working Papers. Serie AD 2011-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Serguei Maliar & Lilia Maliar & Kenneth L. Judd, 2010. "Solving the Multi-Country Real Business Cycle Model Using Ergodic Set Methods," NBER Working Papers 16304, National Bureau of Economic Research, Inc.
- Lilia Maliar & Serguei Maliar, 2011. "Capital–Skill Complementarity and Balanced Growth," Economica, London School of Economics and Political Science, vol. 78(310), pages 240-259, April.
- Maliar, Lilia & Maliar, Serguei & Valli, Fernando, 2010.
"Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(1), pages 42-49, January.
- Lilia Maliar & Fernando Valli & Seguei Maliar, 2009. "Matlab code for "Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm"," QM&RBC Codes 180, Quantitative Macroeconomics & Real Business Cycles.
- Lilia Maliar & Fernando Valli & Serguei Maliar, 2009. "Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm," Working Papers. Serie AD 2009-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Lilia Maliar & Serguei Maliar & Fidel Pérez Sebastián, 2008. "Sovereign Risk, FDI Spillovers, and Growth," Review of International Economics, Wiley Blackwell, vol. 16(3), pages 463-477, August.
- Garmel, Kateryna & Maliar, Lilia & Maliar, Serguei, 2008. "EU eastern enlargement and foreign investment: Implications from a neoclassical growth model," Journal of Comparative Economics, Elsevier, vol. 36(2), pages 307-325, June.
- Kylymnyuk Dmytro & Maliar Lilia & Maliar Serguei, 2007.
"Rich, Poor and Growth-Miracle Nations: Multiple Equilibria Revisited,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 7(1), pages 1-44, August.
- Lilia Maliar & Dmytro Kylymnyuk & Serguei Maliar, 2004. "Rich, Poor And Growth-Miracle Nations: Multiple Equilibria Revisited," Working Papers. Serie AD 2004-39, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Maliar Lilia & Maliar Serguei, 2007. "Short-Run Patience and Wealth Inequality," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 11(1), pages 1-19, March.
- Dmytro Kylymnyuk & Lilia Maliar & Serguei Maliar, 2007.
"A model of unbalanced sectorial growth with application to transition economies,"
Economic Change and Restructuring, Springer, vol. 40(4), pages 309-325, December.
- Lilia Maliar & Dmytro Kylymnyuk & Serguei Maliar, 2005. "A Model Of Unbalanced Sectorial Growth With Application To Transition Economies," Working Papers. Serie AD 2005-26, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Maliar, Lilia & Maliar, Serguei, 2006.
"Indeterminacy in a log-linearized neoclassical growth model with quasi-geometric discounting,"
Economic Modelling, Elsevier, vol. 23(3), pages 492-505, May.
- Lilia Maliar & Serguei Maliar, 2003. "Indeterminacy In A Log-Linearized Neoclassical Rowth Model With Quasi-Geometric Discounting," Working Papers. Serie AD 2003-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Maliar, Lilia & Maliar, Serguei, 2006.
"The Neoclassical Growth Model with Heterogeneous Quasi-Geometric Consumers,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(3), pages 635-654, April.
- Lilia Maliar & Serguei Maliar, 2003. "The Neoclassical Growth Model With Heterogenous Quasi-Geometric Consumers," Working Papers. Serie AD 2003-25, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Lilia Maliar & Serguei Maliar, 2005.
"Solving the Neoclassical Growth Model with Quasi-Geometric Discounting: A Grid-Based Euler-Equation Method,"
Computational Economics, Springer;Society for Computational Economics, vol. 26(2), pages 163-172, October.
- Lilia Maliar & Serguei Maliar, 2005. "Matlab for "Parameterized Expectations Algorithm: How to Solve for Labor Easily"," QM&RBC Codes 147, Quantitative Macroeconomics & Real Business Cycles.
- Maliar Lilia & Maliar Serguei & Mora Juan, 2005.
"Income and Wealth Distributions Along the Business Cycle: Implications from the Neoclassical Growth Model,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 5(1), pages 1-28, June.
- Juan Mora & Lilia Maliar & Serguei Maliar, 2003. "Income And Wealth Distributions Along The Business Cycle: Implications From The Neoclassical Growth Model," Working Papers. Serie AD 2003-02, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Boyarchuk, Dmytro & Maliar, Lilia & Maliar, Serguei, 2005. "The consumption and welfare implications of wage arrears in transition economies," Journal of Comparative Economics, Elsevier, vol. 33(3), pages 540-564, September.
- Maliar, Lilia & Maliar, Serguei, 2005.
"Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations,"
Economics Letters, Elsevier, vol. 87(1), pages 135-140, April.
- Lilia Maliar & Serguei Maliar, 2004. "Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Functions By Simulations," Working Papers. Serie AD 2004-37, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Lilia Maliar & Serguei Maliar, 2005. "Matlab code for "Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Function by Simulations"," QM&RBC Codes 146, Quantitative Macroeconomics & Real Business Cycles.
- Lilia Maliar & Serguei Maliar, 2005.
"Parameterized Expectations Algorithm: How to Solve for Labor Easily,"
Computational Economics, Springer;Society for Computational Economics, vol. 25(3), pages 269-274, June.
- Lilia Maliar & Serguei Maliar, 2004. "Parameterized Expectations Algorithm: How To Solve For Labor Easily," Working Papers. Serie AD 2004-40, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Maliar, Lilia & Maliar, Serguei, 2004.
"Endogenous Growth And Endogenous Business Cycles,"
Macroeconomic Dynamics, Cambridge University Press, vol. 8(5), pages 559-581, November.
- Lilia Maliar & Serguei Maliar, 2003. "Endogenous Growth And Endogenous Business Cycles," Working Papers. Serie AD 2003-14, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Maliar, Lilia & Maliar, Serguei, 2004.
"Indivisible-labor, lotteries and idiosyncratic productivity shocks,"
Mathematical Social Sciences, Elsevier, vol. 48(1), pages 23-35, July.
- Lilia Maliar & Serguei Maliar, 2003. "Indivisible Labor, Lotteries And Idiosyncratic Productivity Shocks," Working Papers. Serie AD 2003-38, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Lilia Maliar & Serguei Maliar, 2004.
"Quasi‐geometric discounting: A closed‐form solution under the exponential utility function,"
Bulletin of Economic Research, Wiley Blackwell, vol. 56(2), pages 201-206, April.
- Lilia Maliar & Serguei Maliar, 2003. "Quasi-Geometric Discounting: A Closed-Form Solution Under The Exponential Utility Function," Working Papers. Serie AD 2003-16, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Lilia Maliar & Serguei Maliar, 2004.
"Preference shocks from aggregation: time series data evidence,"
Canadian Journal of Economics, Canadian Economics Association, vol. 37(3), pages 768-781, August.
- Lilia Maliar & Serguei Maliar, 2004. "Preference shocks from aggregation: time series data evidence," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 37(3), pages 768-781, August.
- Lilia Maliar & Serguei Maliar, 2003. "Preference Shocks From Aggregation: Time Series Data Evidence," Working Papers. Serie AD 2003-35, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Lilia Maliar & Serguei Maliar, 2003.
"The Representative Consumer in the Neoclassical Growth Model with Idiosyncratic Shocks,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(2), pages 368-380, April.
- Lilia Maliar & Serguei Maliar, 2002. "The Representative Consumer In The Neoclassical Growth Model With Idiosyncratic Shocks," Working Papers. Serie AD 2002-20, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Maliar, Lilia & Maliar, Serguei, 2003.
"Parameterized Expectations Algorithm and the Moving Bounds,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 88-92, January.
- Lilia Maliar & Serguei Maliar, 2001. "Parametrized Expectations Algorithm And The Moving Bounds," Working Papers. Serie AD 2001-23, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Lilia Maliar & Serguei Maliar, 2003. "Matlab code for Solving a Neoclassical Growh Model with a Parametrized Expectations Algorithm and Moving Bounds," QM&RBC Codes 54, Quantitative Macroeconomics & Real Business Cycles.
- Maliar, Lilia & Maliar, Serguei, 2001.
"Heterogeneity in capital and skills in a neoclassical stochastic growth model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 25(9), pages 1367-1397, September.
- Lilia Maliar & Serguei Maliar, 1999. "- Heterogeneity In Capital And Skills In A Neoclassical Stochastic Growth Model," Working Papers. Serie AD 1999-21, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Maliar, Lilia & Maliar, Serguei, 2000.
"Differential Responses of Labor Supply across Productivity Groups,"
Journal of Macroeconomics, Elsevier, vol. 22(1), pages 85-108, January.
- Lilia Maliar & Serguei Maliar, 1999. "- Differential Responses Of Labor Supply Across Productivity Groups," Working Papers. Serie AD 1999-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
Software components
- Cristina Arelano & Lilia Maliar & Serguei Maliar & Viktor Tsyrennikov, 2016.
"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 Defaul,"
QM&RBC Codes
203, Quantitative Macroeconomics & Real Business Cycles.
- Arellano, Cristina & Maliar, Lilia & Maliar, Serguei & Tsyrennikov, Viktor, 2016. "Envelope condition method with an application to default risk models," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 436-459.
- Lilia Maliar & Serguei Maliar, 2015.
"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
202, Quantitative Macroeconomics & Real Business Cycles.
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2012. "Merging Simulation and Projection Approaches to Solve High-Dimensional Problems," NBER Working Papers 18501, National Bureau of Economic Research, Inc.
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Rafael Valero, 2015.
"Smolyak code for "Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain","
QM&RBC Codes
201, Quantitative Macroeconomics & Real Business Cycles.
- Judd, Kenneth L. & Maliar, Lilia & Maliar, Serguei & Valero, Rafael, 2014. "Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 92-123.
- Lilia Maliar & Serguei Maliar, 2013.
"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 Dyna,"
QM&RBC Codes
204, Quantitative Macroeconomics & Real Business Cycles.
- Maliar, Lilia & Maliar, Serguei, 2013. "Envelope condition method versus endogenous grid method for solving dynamic programming problems," Economics Letters, Elsevier, vol. 120(2), pages 262-266.
- L. Kenneth Judd & Lilia Maliar & Serguei Maliar, 2011.
"Matlab code for "Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models","
QM&RBC Codes
191, Quantitative Macroeconomics & Real Business Cycles.
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2011. "Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models," Quantitative Economics, Econometric Society, vol. 2(2), pages 173-210, July.
- Lilia Maliar & Fernando Valli & Seguei Maliar, 2009.
"Matlab code for "Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm","
QM&RBC Codes
180, Quantitative Macroeconomics & Real Business Cycles.
- Maliar, Lilia & Maliar, Serguei & Valli, Fernando, 2010. "Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm," Journal of Economic Dynamics and Control, Elsevier, vol. 34(1), pages 42-49, January.
- Lilia Maliar & Fernando Valli & Serguei Maliar, 2009. "Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm," Working Papers. Serie AD 2009-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Lilia Maliar & Serguei Maliar, 2005.
"Matlab for "Parameterized Expectations Algorithm: How to Solve for Labor Easily","
QM&RBC Codes
147, Quantitative Macroeconomics & Real Business Cycles.
- Lilia Maliar & Serguei Maliar, 2005. "Solving the Neoclassical Growth Model with Quasi-Geometric Discounting: A Grid-Based Euler-Equation Method," Computational Economics, Springer;Society for Computational Economics, vol. 26(2), pages 163-172, October.
- Lilia Maliar & Serguei Maliar, 2005.
"Matlab code for "Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Function by Simulations","
QM&RBC Codes
146, Quantitative Macroeconomics & Real Business Cycles.
- Maliar, Lilia & Maliar, Serguei, 2005. "Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations," Economics Letters, Elsevier, vol. 87(1), pages 135-140, April.
- Lilia Maliar & Serguei Maliar, 2003.
"Matlab code for Solving a Neoclassical Growh Model with a Parametrized Expectations Algorithm and Moving Bounds,"
QM&RBC Codes
54, Quantitative Macroeconomics & Real Business Cycles.
- Maliar, Lilia & Maliar, Serguei, 2003. "Parameterized Expectations Algorithm and the Moving Bounds," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 88-92, January.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 34 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-DGE: Dynamic General Equilibrium (23) 2006-02-05 2006-02-19 2006-02-19 2006-02-19 2009-02-22 2009-08-30 2010-09-03 2011-02-05 2011-08-09 2011-10-15 2012-11-11 2013-08-23 2013-10-05 2013-10-05 2014-08-09 2015-11-15 2017-06-11 2018-11-26 2019-10-14 2019-10-14 2021-05-10 2021-05-24 2021-05-31. Author is listed
- NEP-CMP: Computational Economics (21) 2006-02-19 2006-02-19 2009-02-22 2009-08-30 2010-09-03 2011-01-30 2011-02-05 2011-05-24 2011-08-09 2012-11-11 2013-08-23 2013-10-05 2013-10-05 2014-09-25 2015-11-15 2017-06-11 2018-11-26 2019-10-14 2019-10-14 2021-05-10 2021-05-24. Author is listed
- NEP-MAC: Macroeconomics (13) 2006-02-05 2006-02-05 2006-02-19 2006-03-11 2006-08-05 2014-09-25 2015-05-16 2016-02-29 2016-09-18 2017-06-11 2018-11-26 2019-10-14 2021-05-31. Author is listed
- NEP-ORE: Operations Research (11) 2010-09-03 2011-01-30 2011-08-09 2011-10-15 2012-11-11 2013-08-23 2014-08-09 2015-05-16 2016-02-29 2019-10-14 2019-10-14. Author is listed
- NEP-BIG: Big Data (4) 2019-10-14 2019-10-14 2021-05-10 2021-05-24
- NEP-CBA: Central Banking (4) 2009-02-22 2009-08-30 2011-10-15 2016-09-18
- NEP-BAN: Banking (2) 2014-08-09 2015-11-15
- NEP-DEV: Development (2) 2006-02-05 2006-02-19
- NEP-MON: Monetary Economics (2) 2016-09-18 2017-06-11
- NEP-OPM: Open Economy Macroeconomics (2) 2010-09-03 2011-02-05
- NEP-RMG: Risk Management (2) 2014-08-09 2015-11-15
- NEP-TRA: Transition Economics (2) 2006-02-05 2006-02-05
- NEP-CWA: Central and Western Asia (1) 2021-05-10
- NEP-DCM: Discrete Choice Models (1) 2021-05-24
- NEP-ECM: Econometrics (1) 2016-02-29
- NEP-FIN: Finance (1) 2006-02-05
- NEP-HIS: Business, Economic and Financial History (1) 2021-05-31
- NEP-HRM: Human Capital and Human Resource Management (1) 2006-08-05
- NEP-ICT: Information and Communication Technologies (1) 2006-02-19
- NEP-INT: International Trade (1) 2006-02-19
- NEP-PAY: Payment Systems and Financial Technology (1) 2019-10-14
- NEP-SEA: South East Asia (1) 2006-02-05
- NEP-SOG: Sociology of Economics (1) 2016-09-18
- NEP-UPT: Utility Models and Prospect Theory (1) 2006-02-05
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