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Parameterized expectations approach; Some practical issues

Citations

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Cited by:

  1. Budria, Santiago, 2006. "Term premium and equity premium in economies with habit formation," UC3M Working papers. Economics we065522, Universidad Carlos III de Madrid. Departamento de Economía.
  2. Alexandre Dmitriev, 2006. "Technological Transfers, Limited Commitment and Growth," Computing in Economics and Finance 2006 248, Society for Computational Economics.
  3. 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.
  4. Aruoba, S. Boragan & Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F., 2006. "Comparing solution methods for dynamic equilibrium economies," Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2477-2508, December.
  5. Gianluca Femminis, 2007. "From simple growth to numerical simulations: a primer in dynamic programming," DISCE - Quaderni dell'Istituto di Teoria Economica e Metodi Quantitativi itemq0745, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  6. Rahul Nath, 2018. "Flexible Labour, Income Effects, and Asset Prices," Economics Series Working Papers 851, University of Oxford, Department of Economics.
  7. Michael Creel, 2008. "Using Parallelization to Solve a Macroeconomic Model: A Parallel Parameterized Expectations Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 32(4), pages 343-352, November.
  8. Michael Reiter, 2015. "Solving OLG Models with Asset Choice," 2015 Meeting Papers 1509, Society for Economic Dynamics.
  9. Carceles Poveda, Eva, 2003. "Capital adjustment costs and firm risk aversion," Economics Letters, Elsevier, vol. 81(1), pages 101-107, October.
  10. Maliar, Lilia & Maliar, Serguei, 2004. "Endogenous Growth And Endogenous Business Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 8(5), pages 559-581, November.
  11. 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).
  12. Ángel Gavilán & Juan A. Rojas, 2009. "Solving Portfolio Problems with the Smolyak-Parameterized Expectations Algorithm," Working Papers 0838, Banco de España.
  13. Tsvetanka Karagyozova, 2007. "Asset Pricing with Heterogeneous Agents, Incomplete Markets and Trading Constraints," Working papers 2007-46, University of Connecticut, Department of Economics, revised Sep 2008.
  14. Alfonso Novales & Javier J. PÈrez, 2004. "Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?," Computational Economics, Springer;Society for Computational Economics, vol. 23(4), pages 343-377, June.
  15. Rahul Nath, 2018. "Equity Pricing New Keynesian Models with Nominal Rigidities and Investment," Economics Series Working Papers 850, University of Oxford, Department of Economics.
  16. Ozge Akinci & Albert Queraltó, 2014. "Banks, Capital Flows and Financial Crises," International Finance Discussion Papers 1121, Board of Governors of the Federal Reserve System (U.S.).
  17. Maldonado, Wilfredo L. & Moreira, Humberto Luiz Ataíde, 2006. "Solving Euler Equations: Classical Methods and the C¹ Contraction Mapping Method Revisited," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 60(2), November.
  18. Mrs. Irina Yakadina & Mr. Michael Kumhof, 2007. "Politically Optimal Fiscal Policy," IMF Working Papers 2007/068, International Monetary Fund.
  19. Rubini, Loris & Moro, Alessio, 2019. "Stochastic Structural Change," MPRA Paper 96144, University Library of Munich, Germany.
  20. 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.
  21. 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.
  22. Javier J. Pérez, 2004. "A Log-Linear Homotopy Approach to Initialize the Parameterized Expectations Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 24(1), pages 59-75, August.
  23. Yongsung Chang & Sun-Bin Kim, 2004. "Heterogeneity and Aggregation in the Labor Market: Implications for Aggregate Preference Shifts," Macroeconomics 0402024, University Library of Munich, Germany.
  24. repec:ebl:ecbull:v:3:y:2003:i:1:p:1-14 is not listed on IDEAS
  25. Lim, G.C. & McNelis, Paul D., 2008. "Computational Macroeconomics for the Open Economy," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262123061, December.
  26. Reiter, Michael, 2015. "Solving OLG Models with Many Cohorts, Asset Choice and Large Shocks," Economics Series 320, Institute for Advanced Studies.
  27. 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.
  28. Frank Portier & Luis A. Puch, "undated". "It's a Small Small Welfare Cost of Fluctuations," Working Papers 2005-26, FEDEA.
  29. Santiago Budría & Antonia Díaz, 2006. "Term and Equity Premium in Economies with Habit Formation," Working Papers 2006-23, FEDEA.
  30. G. C. Lim & Paul D. McNelis, 2006. "Fiscal and Current Account Balances in a Model with Sticky Prices and Distortionary Taxes," Melbourne Institute Working Paper Series wp2006n21, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
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