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Computational suite of models with heterogeneous agents II: Multi-country real business cycle models
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- Kollmann, Robert & Kim, Jinill & Kim, Sunghyun H., 2011.
"Solving the multi-country Real Business Cycle model using a perturbation method,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(2), pages 203-206, February.
- Robert Kollmann & Jinill Kim & Sunghyun H. Kim, 2010. "Solving the multi-country real business cycle model using a perturbation method," Post-Print hal-00765826, HAL.
- 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.
- Andreas Tryphonides, 2023.
"Identifying Preferences when Households are Financially Constrained,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 521-546, December.
- Andreas Tryphonides, 2023. "Online Appendix to "Identifying Preferences when Households are Financially Constrained"," Online Appendices 21-242, Review of Economic Dynamics.
- Boppart, Timo & Krusell, Per & Mitman, Kurt, 2018.
"Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative,"
Journal of Economic Dynamics and Control, Elsevier, vol. 89(C), pages 68-92.
- Mitman, Kurt & Boppart, Timo, 2017. "Exploiting MIT Shocks in Heterogeneous-Agent Economies: The Impulse Response as a Numerical Derivative," CEPR Discussion Papers 12520, C.E.P.R. Discussion Papers.
- Timo Boppart & Per Krusell & Kurt Mitman, 2017. "Exploiting MIT Shocks in Heterogeneous-Agent Economies: The Impulse Response as a Numerical Derivative," NBER Working Papers 24138, National Bureau of Economic Research, Inc.
- Cai, Yongyang & Judd, Kenneth L. & Lontzek, Thomas S. & Michelangeli, Valentina & Su, Che-Lin, 2017.
"A Nonlinear Programming Method For Dynamic Programming,"
Macroeconomic Dynamics, Cambridge University Press, vol. 21(2), pages 336-361, March.
- Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek & Valentina Michelangeli & Che-Lin Su, 2013. "Nonlinear Programming Method for Dynamic Programming," NBER Working Papers 19034, National Bureau of Economic Research, Inc.
- Malin, Benjamin A. & Krueger, Dirk & Kubler, Felix, 2011. "Solving the multi-country real business cycle model using a Smolyak-collocation method," Journal of Economic Dynamics and Control, Elsevier, vol. 35(2), pages 229-239, February.
- Yongyang Cai & Kenneth Judd & Jevgenijs Steinbuks, 2017.
"A nonlinear certainty equivalent approximation method for dynamic stochastic problems,"
Quantitative Economics, Econometric Society, vol. 8(1), pages 117-147, March.
- Yongyang Cai & Kenneth Judd & Jevgenijs Steinbuks, 2015. "A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems," NBER Working Papers 21590, National Bureau of Economic Research, Inc.
- Yongyang Cai & Kenneth Judd, 2015.
"Dynamic programming with Hermite approximation,"
Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 81(3), pages 245-267, June.
- Yongyang Cai & Kenneth L. Judd, 2012. "Dynamic Programming with Hermite Approximation," NBER Working Papers 18540, National Bureau of Economic Research, Inc.
- Broer, Tobias & Kohlhas, Alexandre N. & Mitman, Kurt & Schlafmann, Kathrin, 2022.
"On the possibility of Krusell-Smith Equilibria,"
Journal of Economic Dynamics and Control, Elsevier, vol. 141(C).
- Broer, Tobias & Kohlhas, Alexandre & Mitman, Kurt & Schlafmann, Kathrin, 2021. "On the Possibility of Krusell-Smith Equilibria," CEPR Discussion Papers 16667, C.E.P.R. Discussion Papers.
- Tobias Broer & Alexandre Kohlhas & Kurt Mitman & Kathrin Schlafmann, 2022. "On the possibility of Krusell-Smith Equilibria," PSE-Ecole d'économie de Paris (Postprint) halshs-03758982, HAL.
- Tobias Broer & Alexandre Kohlhas & Kurt Mitman & Kathrin Schlafmann, 2022. "On the possibility of Krusell-Smith Equilibria," Post-Print halshs-03758982, HAL.
- Aryan Eftekhari & Simon Scheidegger, 2022. "High-Dimensional Dynamic Stochastic Model Representation," Papers 2202.06555, arXiv.org.
- Daniel Harenberg & Stefano Marelli & Bruno Sudret & Viktor Winschel, 2019.
"Uncertainty quantification and global sensitivity analysis for economic models,"
Quantitative Economics, Econometric Society, vol. 10(1), pages 1-41, January.
- Daniel Harenberg & Stefano Marelli & Bruno Sudret & Viktor Winschel, 2017. "Uncertainty Quantification and Global Sensitivity Analysis for Economic Models," CER-ETH Economics working paper series 17/265, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
- Evans, David & Li, Jungang & McGough, Bruce, 2023. "Local rationality," Journal of Economic Behavior & Organization, Elsevier, vol. 205(C), pages 216-236.
- Anna Pavlova & Roberto Rigobon, 2010.
"International Macro-Finance,"
NBER Working Papers
16630, National Bureau of Economic Research, Inc.
- Rigobon, Roberto & Pavlova, Anna, 2011. "International Macro-Finance," CEPR Discussion Papers 8218, C.E.P.R. Discussion Papers.
- Christian Bayer & Volker Tjaden, 2016.
"Large Open Economies and Fixed Costs of Capital Adjustment,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 21, pages 125-146, July.
- Christian Bayer & Volker Tjaden, 2015. "Code and data files for "Large Open Economies and Fixed Costs of Capital Adjustment"," Computer Codes 13-97, Review of Economic Dynamics.
- Acedański, Jan, 2017. "Heterogeneous expectations and the distribution of wealth," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 162-175.
- Anmol Bhandari & David Evans & Mikhail Golosov & Thomas J. Sargent, 2021.
"Inequality, Business Cycles, and Monetary‐Fiscal Policy,"
Econometrica, Econometric Society, vol. 89(6), pages 2559-2599, November.
- Anmol Bhandari & David Evans & Mikhail Golosov & Thomas J. Sargent, 2018. "Inequality, Business Cycles, and Monetary-Fiscal Policy," Working Papers 18-26, New York University, Leonard N. Stern School of Business, Department of Economics.
- Anmol Bhandari & David Evans & Mikhail Golosov & Thomas J. Sargent, 2018. "Inequality, Business Cycles, and Monetary-Fiscal Policy," NBER Working Papers 24710, National Bureau of Economic Research, Inc.
- Pichler, Paul, 2011.
"Solving the multi-country Real Business Cycle model using a monomial rule Galerkin method,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(2), pages 240-251, February.
- Paul Pichler, 2010. "Solving the multi-country real business cycle model using a monomial rule galerkin method," Post-Print hal-00765829, HAL.
- SeHyoun Ahn & Greg Kaplan & Benjamin Moll & Thomas Winberry & Christian Wolf, 2018.
"When Inequality Matters for Macro and Macro Matters for Inequality,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 32(1), pages 1-75.
- SeHyoun Ahn & Greg Kaplan & Benjamin Moll & Thomas Winberry & Christian Wolf, 2017. "When Inequality Matters for Macro and Macro Matters for Inequality," NBER Chapters, in: NBER Macroeconomics Annual 2017, volume 32, pages 1-75, National Bureau of Economic Research, Inc.
- Moll, Benjamin & Wolf, Christian & Ahn, SeHyoun & Kaplan, Greg & Winberry, Thomas, 2017. "When Inequality Matters for Macro and Macro Matters for Inequality," CEPR Discussion Papers 12123, C.E.P.R. Discussion Papers.
- Thomas Winberry & Benjamin Moll & Greg Kaplan, 2017. "When Inequality Matters for Macro and Macro Matters for Inequality," 2017 Meeting Papers 483, Society for Economic Dynamics.
- SeHyoun Ahn & Greg Kaplan & Benjamin Moll & Thomas Winberry & Christian Wolf, 2017. "When Inequality Matters for Macro and Macro Matters for Inequality," NBER Working Papers 23494, National Bureau of Economic Research, Inc.
- SeHyoun Ahn & Greg Kaplan & Benjamin Moll & Thomas Winberry & Christian Wolf, 2017. "When Inequality Matters for Macro and Macro Matters for Inequality," CESifo Working Paper Series 6581, CESifo.
- 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.
- Hirokazu Ishise, 2011. "The World Has More Than Two Countries: Implications of Multi- Country International Real Business Cycle Models," IMES Discussion Paper Series 11-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
- Takeki Sunakawa, 2020. "Applying the Explicit Aggregation Algorithm to Heterogeneous Macro Models," Computational Economics, Springer;Society for Computational Economics, vol. 55(3), pages 845-874, March.
- 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. "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).
- Andrei Jirnyi & Vadym Lepetyuk, 2011. "A reinforcement learning approach to solving incomplete market models with aggregate uncertainty," Working Papers. Serie AD 2011-21, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Evans, David & Evans, George W. & McGough, Bruce, 2022. "The RPEs of RBCs and other DSGEs," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Christian Bayer & Ralph Luetticke, 2020. "Solving discrete time heterogeneous agent models with aggregate risk and many idiosyncratic states by perturbation," Quantitative Economics, Econometric Society, vol. 11(4), pages 1253-1288, November.
- Yongyang Cai & Kenneth Judd & Greg Thain & Stephen Wright, 2015.
"Solving Dynamic Programming Problems on a Computational Grid,"
Computational Economics, Springer;Society for Computational Economics, vol. 45(2), pages 261-284, February.
- Yongyang Cai & Kenneth L. Judd & Greg Thain & Stephen J. Wright, 2013. "Solving Dynamic Programming Problems on a Computational Grid," NBER Working Papers 18714, National Bureau of Economic Research, Inc.
- 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.
- Dmitriev, Alexandre & Roberts, Ivan, 2013. "The cost of adjustment: On comovement between the trade balance and the terms of trade," Economic Modelling, Elsevier, vol. 35(C), pages 689-700.
- Cai, Yongyang & Brock, William & Xepapadeas, Anastasios, 2016. "Climate Change Economics and Heat Transport across the Globe: Spatial-DSICE," 2017 Allied Social Sciences Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois 251833, Agricultural and Applied Economics Association.
- Andreas Tryphonides, 2023.
"Identifying Preferences when Households are Financially Constrained,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 521-546, December.
- Andreas Tryphonides, 2020. "Identifying Preferences when Households are Financially Constrained," Papers 2005.02010, arXiv.org, revised Feb 2023.