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Solving the multi-country real business cycle model using ergodic set methods
Maliar, Serguei; Maliar, Lilia; Judd, Kenneth L. - 2010
"We use the stochastic simulation algorithm, described in Judd, Maliar and Maliar (2009), and the cluster-grid algorithm, developed in Judd, Maliar and Maliar (2010a), to solve a collection of multi-country real business cycle models. The following ingredients help us reduce the cost in...
Persistent link: https://www.econbiz.de/10008656699
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Numerical solution of dynamic portfolio optimization with transaction costs
Cai, Yongyang; Judd, Kenneth L.; Xu, Rong - 2013
Persistent link: https://www.econbiz.de/10009711772
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The social cost of stochastic and irreversible climate change
Cai, Yongyang; Judd, Kenneth L.; Lontzek, Thomas - 2013
Persistent link: https://www.econbiz.de/10009711838
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Nonlinear programming method for dynamic programming
Cai, Yongyang; Judd, Kenneth L.; Lontzek, Thomas; … - 2013
Persistent link: https://www.econbiz.de/10009749466
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A nonlinear certainty equivalent approximation method for dynamic stochastic problems
Cai, Yongyang; Judd, Kenneth L.; Steinbuks, Jevgenijs - 2015
Persistent link: https://www.econbiz.de/10011372541
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A big data approach to optimal sales taxation
Baker, Christian; Bejarano, Jeremy; Evans, Richard W.; … - 2014
Persistent link: https://www.econbiz.de/10010364671
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Continuous-time methods for integrated assessment models
Cai, Yongyang; Judd, Kenneth L.; Lontzek, Thomas - 2012
Persistent link: https://www.econbiz.de/10009628119
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Smolyak method for solving dynamic economic models : lagrange in interpolation, anisotropic grid and adaptive domain
Judd, Kenneth L.; Maliar, Lilia; Maliar, Serguei; … - 2013
Persistent link: https://www.econbiz.de/10010126688