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Michel Juillard

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Personal Details

First Name: Michel
Middle Name:
Last Name: Juillard
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RePEc Short-ID: pju1

Email:
Homepage: http://www.mjui.fr/juillard
Postal Address: Bank of France 39 rue Croix des Petits Champs 75001 Paris France
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Affiliation

Works


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Working papers

  1. Juillard Michel, 2011. "Local approximation of DSGE models around the risky steady state," wp.comunite 0087, Department of Communication, University of Teramo.
  2. Adjemian, Stéphane & Bastani, Houtan & Juillard, Michel & Mihoubi, Ferhat & Perendia, George & Ratto, Marco & Villemot, Sébastien, 2011. "Dynare: Reference Manual, Version 4," Dynare Working Papers 1, CEPREMAP, revised Mar 2012.
  3. Ondra Kamenik & Ioan Carabenciov & Igor Ermolaev & Charles Freedman & Dmitry Korshunov & Jared Laxton & Douglas Laxton & Michel Juillard, 2008. "A Small Quarterly Multi-Country Projection Model," IMF Working Papers 08/279, International Monetary Fund.
  4. Ondra Kamenik & Ioan Carabenciov & Igor Ermolaev & Charles Freedman & Dmitry Korshunov & Jared Laxton & Douglas Laxton & Michel Juillard, 2008. "A Small Quarterly Multi-Country Projection Model with Financial-Real Linkages and Oil Prices," IMF Working Papers 08/280, International Monetary Fund.
  5. Ondra Kamenik & Ioan Carabenciov & Igor Ermolaev & Charles Freedman & Dmitry Korshunov & Douglas Laxton & Michel Juillard, 2008. "A Small Quarterly Projection Model of the US Economy," IMF Working Papers 08/278, International Monetary Fund.
  6. Michel Juillard & Florian Pelgrin, 2007. "Computing Optimal Policy in a Timeless-Perspective: An Application to a Small-Open Economy," Working Papers 07-32, Bank of Canada.
  7. Michel Aglietta & Vladimir Borgy & Jean Chateau & Michel Juillard & Jacques le Cacheux & Gilles Le Garrec & Vincent Touze, 2007. "Asian Catch Up, World Growth and International Capital Flows in the XXIst Century: a Prospective Analysis with the INGENUE 2 Model," Working Papers 2007-01, CEPII research center.
  8. Michel Aglietta & Vladimir Borgy & Jean Chateau & Michel Juillard & Jacques le Cacheux & Gilles le Garrec & Vincent Touze, 2006. "World Growth and International Capital Flows in the XXIth Century," Documents de Travail de l'OFCE 2006-07, Observatoire Francais des Conjonctures Economiques (OFCE).
  9. Juillard, Michel & Borgy, Vladimir & Aglietta, Michel & Chateau, Jean & Le Garrec, Gilles & Fitoussi, Jean-Paul & Touze, Vincent & Le Cacheux, Jacques, 2006. "Potential growth in the EU and the global economy: New analytical insights & prospects from ageing and catching-up," Open Access publications from Sciences Po info:hdl:2441/4423, Sciences Po.
  10. Michel Juillard & Philippe Karam & Douglas Laxton & Paolo Pesenti, 2006. "Welfare-based monetary policy rules in an estimated DSGE model of the US economy," Working Paper Series 613, European Central Bank.
  11. Michel Juillard, 2006. "An Alternative to Stationarization," Computing in Economics and Finance 2006 377, Society for Computational Economics.
  12. Michel Juillard & Ondrej Kamenik & Michael Kumhof & Douglas Laxton, 2006. "Measures of Potential Output from an Estimated DSGE Model of the United States," Working Papers 2006/11, Czech National Bank, Research Department.
  13. Juillard, Michel & Borgy, Vladimir & Chateau, Jean & Le Garrec, Gilles & Touze, Vincent & Le Cacheux, Jacques, 2005. "Larger Europe : Technological Convergence and Labour Migrations. Colloque international : Les nouvelles frontières de l'Union européenne, Marrakech, Maroc, 16-17 mars 2005," Open Access publications from Sciences Po info:hdl:2441/2221, Sciences Po.
  14. Michel Juillard & Ondra Kamenik, 2005. "Solving SDGE Models: Approximation About The Stochastic Steady State," Computing in Economics and Finance 2005 106, Society for Computational Economics.
  15. Juillard, Michel & Borgy, Vladimir & Aglietta, Michel & Chateau, Jean & Le Garrec, Gilles & Touze, Vincent & Le Cacheux, Jacques, 2005. "Scenario for Global Aging - An Investigation with the INGENUE 2 World Model," Open Access publications from Sciences Po info:hdl:2441/4441, Sciences Po.
  16. Laurent, Eloi & Juillard, Michel & Borgy, Vladimir & Musso, Patrick & Aglietta, Michel & Chateau, Jean & Baudchon, Hélène & Le Garrec, Gilles & Fitoussi, Jean-Paul & Creel, Jérôme & Touze, Vincent, 2005. "Potential Growth in the EU : Prospects from Technical Progress and Eastern Enlargment," Open Access publications from Sciences Po info:hdl:2441/2500, Sciences Po.
  17. Florian Pelgrin & Michel Juillard, 2005. "Computing optimal policy functions in a timeless perspective: An application," Computing in Economics and Finance 2005 271, Society for Computational Economics.
  18. Michel Juillard, 2005. "The accuracy of welfare computations," Computing in Economics and Finance 2005 272, Society for Computational Economics.
  19. Michel Juillard, 2004. "Strucural change and DSGE models," Computing in Economics and Finance 2004 191, Society for Computational Economics.
  20. Florian PELGRIN & Michel JUILLARD, 2004. "Which order is too much? An application to a model with staggered price and wage contratcs," Computing in Economics and Finance 2004 58, Society for Computational Economics.
  21. Juillard, Michel & Fayolle, Jacky & Mckibbin, Warwick & Aglietta, Michel & Batini, Nicoletta & Chateau, Jean & Spatafora, Nicola & Tosun, Mehmet & Le Garrec, Gilles & Touze, Vincent & Le Cacheux, Jacq, 2004. "Demographic Change and the Global Economy: Data and Modeling Strategy: Appendix 3.1," Open Access publications from Sciences Po info:hdl:2441/4361, Sciences Po.
  22. Michel Juillard, 2003. "What is the contribution of a k order approximation," Computing in Economics and Finance 2003 286, Society for Computational Economics.
  23. Paolo Pesenti & Michel Juillard & Douglas Laxton, 2003. "Is There A Role For Asset Prices In Monetary Rules? Some Welfare Analysis Based On Perturbation Methods," Computing in Economics and Finance 2003 202, Society for Computational Economics.
  24. Juillard, Michel & Fayolle, Jacky & Aglietta, Michel & Chateau, Jean & Le Garrec, Gilles & Touze, Vincent & Le Cacheux, Jacques, 2002. "Transition démographique, croissance mondiale et équilibres financiers internationaux," Open Access publications from Sciences Po info:hdl:2441/4381, Sciences Po.
  25. Michel Juillard, 2002. "Perturbation method at order k: A recursive algorithm," Computing in Economics and Finance 2002 257, Society for Computational Economics.
  26. M. Aglietta & J. Chateau & J. Fayolle & M. Juillard & J. Le Cacheux & G. Legarrec & V. Touzé, 2002. "Macroeconomic consequences of pension reforms in Europe:," Computing in Economics and Finance 2002 216, Society for Computational Economics.
  27. Juillard, Michel & Fayolle, Jacky & Aglietta, Michel & Chateau, Jean & Le Garrec, Gilles & Touze, Vincent & Le Cacheux, Jacques, 2002. "Globalisation financière, vieillissement et convergence mondiale. Une exploration de quelques scenarios," Open Access publications from Sciences Po info:hdl:2441/2089, Sciences Po.
  28. Laurence Boone & Michel Juillard & Doug Laxton & Papa N'Diaye, 2002. "How Well Do Alternative Time-Varying Parameter Models of the NAIRU Help Policymakers Forecast Unemployment and Inflation in the OECD Countries?," Computing in Economics and Finance 2002 359, Society for Computational Economics.
  29. Michel Juillard, 2001. "DYNARE: A program for the simulation of rational expectation models," Computing in Economics and Finance 2001 213, Society for Computational Economics.
  30. Juillard, Michel & Breton, Régis & Lacu, Cyrille & Fayolle, Jacky & Aglietta, Michel & Touze, Vincent & Le Cacheux, Jacques, 2001. "INGENUE : une modélisation intergénérationnelle et universelle," Open Access publications from Sciences Po info:hdl:2441/4382, Sciences Po.
  31. Group INGENUE, V. Touz & R. Breton & R. Arezki & M. Juillard & M. Aglietta & J. LeCacheux & J. Fayolle & C. Lacu & B. Rzepkowski, 2000. "Ingenue, A Multi-Regional Overlapping Generations Model," Computing in Economics and Finance 2000 178, Society for Computational Economics.
  32. Fabrice Collard & Patrick Fve & Michel Juillard, 2000. "Simulation Of Non-Linear Models: Testing The Approximation," Computing in Economics and Finance 2000 Z178, Society for Computational Economics.
  33. Collard, Fabrice & Juillard, Michel, 1999. "Accuracy of stochastic perturbuation methods: the case of asset pricing models," CEPREMAP Working Papers (Couverture Orange) 9922, CEPREMAP.
  34. Michel Juillard & Fabrice Collard, 1999. "Stochastic Simulations of a Non-Linear Phillips Curve Model," Computing in Economics and Finance 1999 144, Society for Computational Economics.
  35. Boyer, Robert & Juillard, Michel, 1998. "The contemporary Japanese crisis and the transformations of the wage labor nexus," CEPREMAP Working Papers (Couverture Orange) 9822, CEPREMAP.
  36. Douglas Laxton & Michel Juillard, 1996. "A Robust and Efficient Method for Solving Nonlinear Rational Expectations Models," IMF Working Papers 96/106, International Monetary Fund.
  37. Juillard, Michel, 1996. "Dynare : a program for the resolution and simulation of dynamic models with forward variables through the use of a relaxation algorithm," CEPREMAP Working Papers (Couverture Orange) 9602, CEPREMAP.
  38. Juillard Michel & Boyer Robert, 1992. "New endogeneous growth theory versus a productivity regime (the)," CEPREMAP Working Papers (Couverture Orange) 9210, CEPREMAP.
  39. Boucekkine, Raouf & Juillard, Michel & Malgrange, Pierre, . "Precision performances of terminal conditions for short time horizons forward-looking systems," Open Access publications from Universidad Carlos III de Madrid info:hdl:10016/3909, Universidad Carlos III de Madrid.

Articles

  1. Den Haan, Wouter J. & Judd, Kenneth L. & Juillard, Michel, 2011. "Computational suite of models with heterogeneous agents II: Multi-country real business cycle models," Journal of Economic Dynamics and Control, Elsevier, vol. 35(2), pages 175-177, February.
  2. Juillard, Michel & Villemot, Sébastien, 2011. "Multi-country real business cycle models: Accuracy tests and test bench," Journal of Economic Dynamics and Control, Elsevier, vol. 35(2), pages 178-185, February.
  3. Den Haan, Wouter J. & Judd, Kenneth L. & Juillard, Michel, 2010. "Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 34(1), pages 1-3, January.
  4. Aglietta, Michel & Chateau, Jean & Fayolle, Jacky & Juillard, Michel & Le Cacheux, Jacques & Le Garrec, Gilles & Touze, Vincent, 2007. "Pension reforms in Europe: An investigation with a computable OLG world model," Economic Modelling, Elsevier, vol. 24(3), pages 481-505, May.
  5. Michel Juillard & Michael Kumhof & Ondra Kamenik, 2005. "Optimal price setting and inflation inertia in a rational expectations model," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  6. Juillard, M., 2003. "Computing in economics and finance," Journal of Economic Dynamics and Control, Elsevier, vol. 27(11-12), pages 1939-1939, September.
  7. Collard, Fabrice & Juillard, Michel, 2001. "Accuracy of stochastic perturbation methods: The case of asset pricing models," Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 979-999, June.
  8. Collard, Fabrice & Juillard, Michel, 2001. "A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model," Computational Economics, Society for Computational Economics, vol. 17(2-3), pages 125-39, June.
  9. Juillard, Michel & Laxton, Douglas & McAdam, Peter & Pioro, Hope, 1998. "An algorithm competition: First-order iterations versus Newton-based techniques," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1291-1318, August.
  10. Boucekkine, Raouf & Juillard, Michel & Malgrange, Pierre, 1997. "Precision Performances of Terminal Conditions for Short Time Horizons Forward-Looking Systems," Computational Economics, Society for Computational Economics, vol. 10(2), pages 169-86, May.
  11. Robert Boyer & Michel Juillard, 1997. "Le rapport salarial japonais a-t-il atteint ses limites ?," Revue Économique, Programme National Persée, vol. 48(3), pages 731-739.
  12. Michel Juillard, 1995. "Régimes de croissance pour les Etats-Unis, 1890-1991," Revue Économique, Programme National Persée, vol. 46(3), pages 847-856.

Editor

  1. Journal of Economic Dynamics and Control, Elsevier.

NEP Fields

13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (5) 2006-05-20 2007-06-02 2009-01-03 2009-01-03 2009-01-03 Author is listed
  2. NEP-DEV: Development (1) 2006-08-05
  3. NEP-DGE: Dynamic General Equilibrium (2) 2006-05-20 2011-11-28
  4. NEP-EEC: European Economics (1) 2003-10-20
  5. NEP-ENE: Energy Economics (1) 2009-01-03
  6. NEP-ETS: Econometric Time Series (1) 1999-07-12
  7. NEP-FIN: Finance (1) 2000-06-29
  8. NEP-FMK: Financial Markets (1) 2000-06-29
  9. NEP-FOR: Forecasting (3) 2009-01-03 2009-01-03 2009-01-03
  10. NEP-IFN: International Finance (2) 1999-03-22 2003-10-20
  11. NEP-MAC: Macroeconomics (6) 2003-10-20 2003-10-20 2006-05-20 2007-06-02 2009-01-03 2009-01-03 Author is listed
  12. NEP-MON: Monetary Economics (2) 2006-05-20 2007-06-02
  13. NEP-OPM: Open MacroEconomics (1) 2009-01-03
  14. NEP-ORE: Operations Research (1) 2011-11-28
  15. NEP-SEA: South East Asia (1) 2007-04-09

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