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Citations for "Accuracy in Simulations"

by Den Haan, Wouter J & Marcet, Albert

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Paul McNelis & John Duffy, 1998. "Approximating and Simulating the Stochastic Growth Model: Parameterized Expectations, Neural Networks, and the Genetic Algorithm," GE, Growth, Math methods 9804004, EconWPA, revised 04 May 1998. [Downloadable!]
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  2. Lawrence J. Christiano & Wouter Den Haan, 1995. "Small sample properties of GMM for business cycle analysis," Staff Report 199, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  3. John Stachurski, 2006. "Continuous State Dynamic Programming Via Nonexpansive Approximation," KIER Working Papers 618, Kyoto University, Institute of Economic Research. [Downloadable!]
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  4. Raahauge, Peter, 2006. "Upper Bounds on Numerical Approximation Errors," Working Papers 2004-4, Copenhagen Business School, Department of Finance. [Downloadable!]
  5. Kogan, Leonid & Uppal, Raman, 2002. "Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies," CEPR Discussion Papers 3306, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  6. K.Schmedders & F.Kubler, 2004. "Approximate Versus Exact Equilibria," Computing in Economics and Finance 2004 46, Society for Computational Economics. [Downloadable!]
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  7. Paul McNelis & John Duffy, 1997. "Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations, and Genetic Algorithms," Macroeconomics 9706001, EconWPA. [Downloadable!]
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  8. Lawrence J. Christiano & Jonas D.M. Fisher, 1997. "Algorithms for solving dynamic models with occasionally binding constraints," Working Paper 9711, Federal Reserve Bank of Cleveland. [Downloadable!]
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  9. Henry Kim & Jinill Kim & Ernst Schaumburg & Christopher A. Sims, 2005. "Calculating and Using Second Order Accurate Solutions of Discrete Time Dynamic Equilibrium Models," Discussion Papers Series, Department of Economics, Tufts University 0505, Department of Economics, Tufts University. [Downloadable!]
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  10. Francesc Obiols-Homs, 2003. "Incomplete Unemployment Insurance and Aggregate Fluctuations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(3), pages 602-636, July. [Downloadable!] (restricted)
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  11. 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. [Downloadable!]
  12. Manuel S. Santos & Adrian Peralta-Alva, 2003. "Accuracy of Simulations for Stochastic Dynamic Models," Levine's Bibliography 666156000000000264, UCLA Department of Economics. [Downloadable!]
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  13. Dario Caldara & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Wen Yao, 2009. "Computing DSGE Models with Recursive Preferences," PIER Working Paper Archive 09-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
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  14. G. Lim & Paul Mcnelis, 2006. "Central Bank Learning and Taylor Rules with Sticky Import Prices," Computational Economics, Springer, vol. 28(2), pages 155-175, September. [Downloadable!] (restricted)
  15. An, Sungbae & Schorfheide, Frank, 2005. "Bayesian Analysis of DSGE Models," CEPR Discussion Papers 5207, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  16. Min Ouyang, 2005. "The Scarring Effect of Recessions," Working Papers 050609, University of California-Irvine, Department of Economics. [Downloadable!]
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  17. Michael Dotsey & Ching-Sheng Mao, 1990. "How well do linear approximation methods work? results for suboptimal dynamic equilibria," Working Paper 90-11, Federal Reserve Bank of Richmond. [Downloadable!]
  18. Robert M. Townsend & Kenichi Ueda, 2003. "Financial Deepening, Inequality, and Growth: A Model-Based Quantitative Evaluation," IMF Working Papers 03/193, International Monetary Fund. [Downloadable!]
  19. Jinill Kim & Sunghyun Kim & Ernst Schaumburg & Christopher A. Sims, 2003. "Calculating and Using Second Order Accurate Solutions of Discrete Time," Levine's Bibliography 666156000000000284, UCLA Department of Economics. [Downloadable!]
  20. Gerber, Anke & Hens, Thorsten & Woehrmann, Peter, 2005. "Dynamic General Equilibrium and T-Period Fund Separation," Discussion Papers 2005/16, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
  21. Orazio P. Attanasio & Hamish Low, 2004. "Estimating Euler Equations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(2), pages 405-435, April. [Downloadable!] (restricted)
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  22. Michael Reiter, 2000. "Estimating The Accuracy Of Numerical Solutions To Dynamic Optimization Problems," Computing in Economics and Finance 2000 254, Society for Computational Economics. [Downloadable!]
  23. Jinill Kim & Sunghyun Henry Kim, 1999. "Inaccuracy of Loglinear Approximation in Welfare Calculations: the Case of International Risk Sharing," Computing in Economics and Finance 1999 251, Society for Computational Economics.
  24. S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan Francisco Rubio-Ramirez, 2003. "Comparing solution methods for dynamic equilibrium economies," Working Paper 2003-27, Federal Reserve Bank of Atlanta. [Downloadable!]
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  25. Ellison, Martin, 2003. "The Learning Cost of Interest Rate Reversals," CEPR Discussion Papers 4135, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  26. John Ireland, 1994. "How Products' Case Volumes Influence Supermarket Shelf Space Allocations and Profits," Economics Working Papers 68, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
  27. Jinill Kim and Sunghyun Henry Kim, 2001. "Spurious Welfare Reversals in International Business Cycle Models," Computing in Economics and Finance 2001 3, Society for Computational Economics. [Downloadable!]
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  28. Luis M. Viceira, 1999. "Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income," NBER Working Papers 7409, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  29. Alexandre Dmitriev, 2008. "Technological Transfers, Limited Commitment and Growth," Discussion Papers 2008-05, School of Economics, The University of New South Wales. [Downloadable!]
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  30. Benjamin Malin & Dirk Krueger & Felix Kubler, 2007. "Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method," NBER Working Papers 13517, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  31. Jesus Fernandez-Villaverde & Juan Francisco Rubio-Ramírez, 2003. "Some results on the solution of the neoclassical growth model," Working Paper 2003-34, Federal Reserve Bank of Atlanta. [Downloadable!]
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  32. Stephanie Becker & Lars Grüne & Willi Semmler, 2007. "Comparing accuracy of second-order approximation and dynamic programming," Computational Economics, Springer, vol. 30(1), pages 65-91, August. [Downloadable!] (restricted)
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  33. Hugo Rodríguez, 1998. "The Variability of Money Velocity in a Generalized Cash-in-Advance Model," Economics Working Papers 320, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
  34. Mark J. Jensen, 1995. "A Homotopy Approach to Solving Nonlinear Rational Expectation Problems," Computational Economics 9506002, EconWPA. [Downloadable!]
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  35. Alexis Anagnostopoulos, 2004. "Consumption and Debt Dynamics with (Rarely Binding) Borrowing Constraints," Economics Working Papers ECO2004/34, European University Institute. [Downloadable!]
  36. Allison Holland & Andrew Scott, . "The determinants of UK business cycles," Bank of England working papers 58, Bank of England. [Downloadable!]
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  37. Min Ouyang, 2006. "Plant Life Cycle and Aggregate Employment Dynamics," Working Papers 050632, University of California-Irvine, Department of Economics. [Downloadable!]
  38. Holger Strulik & Martin Brunner, 2001. "A Simple and Intuitive Method to Solve Small Rational Expectations Models," Quantitative Macroeconomics Working Papers 20106, Hamburg University, Department of Economics. [Downloadable!]
  39. J.A. Hernández Sánchez & I. Mauleón Torres, 2003. "Indirect inference under stochastic restrictions," Documentos de trabajo conjunto ULL-ULPGC 2003-03, Facultad de Ciencias Económicas de la ULPGC. [Downloadable!]
  40. G. C. Lim & Paul D. McNelis, 2006. "Inflation Targeting, Learning and Q Volatility in Small Open Economies," Melbourne Institute Working Paper Series wp2006n22, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
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  41. Albert Marcet & Thomas J. Sargent & Juha Seppala, 1996. "Optimal Taxation without State-Contingent Debt," Economics Working Papers 170, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2001. [Downloadable!]
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  42. 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. [Downloadable!] (restricted)
  43. Arantza Gorostiaga, 2003. "Should Fiscal Policy be different in a Non-Competitive Framework?," DFAEII Working Papers 200228, University of the Basque Country - Department of Foundations of Economic Analysis II. [Downloadable!]
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  44. Jeremy Berkowitz, 1996. "Generalized spectral estimation," Finance and Economics Discussion Series 96-37, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  45. Lilia Maliar & Serguei Maliar, 2001. "Parametrized Expectations Algorithm And The Moving Bounds," Working Papers. Serie AD 2001-23, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
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  46. John Ireland, 1994. "A DPP Evaluation of Efficiency Gains from Channel-Manufacturer Cooperation on Case Counts," Economics Working Papers 67, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
  47. Francisco Covas & Shigeru Fujita, 2007. "Private risk premium and aggregate uncertainty in the model of uninsurable investment risk," Working Papers 07-30, Federal Reserve Bank of Philadelphia. [Downloadable!]
  48. Alfonso Novales, 2002. "The Role of Simulation Methods in Macroeconomics," Documentos del Instituto Complutense de Análisis Económico 0227, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
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  49. Ching-Sheng Mao, 1990. "Hypothesis testing and finite sample properties of generalized method of moments estimators: a Monte Carlo study," Working Paper 90-12, Federal Reserve Bank of Richmond. [Downloadable!]
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This page was last updated on 2009-12-19.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.