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~isPartOf:"Quantitative economics : QE ; journal of the Econometric Society"
~person:"Foerster, Andrew"
~person:"Maliar, Serguei"
~person:"Matheron, Julien"
~type:"article"
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Foerster, Andrew
Maliar, Serguei
Matheron, Julien
Judd, Kenneth L.
8
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6
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4
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1
How to solve
dynamic
stochastic models computing expectations just once
Judd, Kenneth L.
;
Maliar, Lilia
;
Maliar, Serguei
; …
- In:
Quantitative economics : QE ; journal of the …
8
(
2017
)
3
,
pp. 851-893
expectation functions in
dynamic
stochastic models in the initial stage of a solution procedure. This technique is very general …
Persistent link: https://www.econbiz.de/10011801654
Saved in:
2
Precautionary saving and aggregate demand
Challe, Edouard
;
Matheron, Julien
;
Ragot, Xavier
; …
- In:
Quantitative economics : QE ; journal of the …
8
(
2017
)
2
,
pp. 435-478
We construct, and then estimate by maximum likelihood, a tractable
dynamic
stochastic general equilibrium model with …
Persistent link: https://www.econbiz.de/10011801567
Saved in:
3
A tractable framework for analyzing a class of nonstationary Markov models
Maliar, Lilia
;
Maliar, Serguei
;
Taylor, John B.
; …
- In:
Quantitative economics : QE ; journal of the …
11
(
2020
)
4
,
pp. 1289-1323
We consider a class of infinite‐horizon
dynamic
Markov economic models in which the parameters of utility function …
Persistent link: https://www.econbiz.de/10012316588
Saved in:
4
Perturbation methods for Markov-switching
dynamic
stochastic general equilibrium models
Foerster, Andrew
;
Rubio-Ramírez, Juan Francisco
; …
- In:
Quantitative economics : QE ; journal of the …
7
(
2016
)
2
,
pp. 637-669
Markov-switching
dynamic
stochastic general equilibrium (MSDSGE) modeling has become a growing body of literature on …
Persistent link: https://www.econbiz.de/10011800702
Saved in:
5
How to solve
dynamic
stochastic models computing expectations just once
Judd, Kenneth L.
;
Maliar, Lilia
;
Maliar, Serguei
; …
- In:
Quantitative economics : QE ; journal of the …
8
(
2017
)
3
,
pp. 851-893
Persistent link: https://www.econbiz.de/10011804961
Saved in:
6
Precautionary saving and aggregate demand
Challe, Edouard
;
Matheron, Julien
;
Ragot, Xavier
; …
- In:
Quantitative economics : QE ; journal of the …
8
(
2017
)
2
,
pp. 435-478
Persistent link: https://www.econbiz.de/10011804851
Saved in:
7
Perturbation methods for Markov-switching
dynamic
stochastic general equilibrium models
Foerster, Andrew
;
Rubio-Ramírez, Juan Francisco
; …
- In:
Quantitative economics : QE ; journal of the …
7
(
2016
)
2
,
pp. 637-669
Persistent link: https://www.econbiz.de/10011612130
Saved in:
8
Merging simulation and projection approaches to solve high-dimensional problems with an application to a new Keynesian model
Maliar, Lilia
;
Maliar, Serguei
- In:
Quantitative economics : QE ; journal of the …
6
(
2015
)
1
,
pp. 1-47
We introduce a numerical algorithm for solving
dynamic
economic models that merges stochastic simulation and projection …
Persistent link: https://www.econbiz.de/10011757628
Saved in:
9
Merging simulation and projection approaches to solve high-dimensional problems with an application to a new Keynesian model
Maliar, Serguei
;
Maliar, Lilia
- In:
Quantitative economics : QE ; journal of the …
6
(
2015
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10011316553
Saved in:
10
Numerically stable and accurate stochastic simulation approaches for solving
dynamic
economic models
Judd, Kenneth L.
;
Maliar, Lilia
;
Maliar, Serguei
- In:
Quantitative economics : QE ; journal of the …
2
(
2011
)
2
,
pp. 173-210
Persistent link: https://www.econbiz.de/10009388903
Saved in:
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