Advanced Search
MyIDEAS: Login

Citations for "Comparing Solution Methods for Dynamic Equilibrium Economies"

by S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. Francisco Barillas & Jesús Fernández-Villaverde, 2006. "A Generalization of the Endogenous Grid Method," Levine's Bibliography 122247000000001200, UCLA Department of Economics.
  2. Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Some Results on the Solution of the Neoclassical Growth Model," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania 04-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  3. Andrew Foerster & Juan Rubio-Ramirez & Dan Waggoner & Tao Zha, 2013. "Perturbation methods for Markov-switching DSGE model," Research Working Paper, Federal Reserve Bank of Kansas City RWP 13-01, Federal Reserve Bank of Kansas City.
  4. Cristina Arellano & Lilia Maliar & Serguei Maliar & Viktor Tsyrennikov, 2014. "Envelope Condition Method with an Application to Default Risk Models," BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory 2014-04, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
  5. Juillard, Michel & Villemot, Sébastien, 2011. "Multi-country real business cycle models: Accuracy tests and test bench," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(2), pages 178-185, February.
  6. Pichler, Paul, 2011. "Solving the multi-country Real Business Cycle model using a monomial rule Galerkin method," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(2), pages 240-251, February.
  7. Bianca De Paoli & Alasdair Scott & Olaf Weeken, 2006. "Asset pricing implications of a New Keynesian model," Computing in Economics and Finance 2006, Society for Computational Economics 358, Society for Computational Economics.
  8. Willi Semmler & Lars Grüne & Marleen Stieler, 2013. "Using Nonlinear Model Predictive Control for Dynamic Decision Problems in Economics," EcoMod2013, EcoMod 5782, EcoMod.
  9. Lester, Robert & Pries, Michael & Sims, Eric, 2014. "Volatility and welfare," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 38(C), pages 17-36.
  10. Manuel S. Santos & Adrian Peralta-Alva, 2005. "Accuracy of Simulations for Stochastic Dynamic Models," Econometrica, Econometric Society, Econometric Society, vol. 73(6), pages 1939-1976, November.
  11. Mario Padula & Università di Salerno, 2006. "An approximate consumption function," Computing in Economics and Finance 2006, Society for Computational Economics 133, Society for Computational Economics.
  12. Gianluca Benigno & Pierpaolo Benigno & Salvatore Nistico, 2011. "Second-Order Approximation of Dynamic Models with Time-Varying Risk," FMG Discussion Papers, Financial Markets Group dp677, Financial Markets Group.
  13. Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2006. "Estimating Macroeconomic Models: A Likelihood Approach," NBER Technical Working Papers, National Bureau of Economic Research, Inc 0321, National Bureau of Economic Research, Inc.
  14. Eric M. Aldrich & Jesús Fernández-Villaverde & A. Ronald Gallant & Juan F. Rubio-Ramírez, 2010. "Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors," NBER Working Papers 15909, National Bureau of Economic Research, Inc.
  15. Babus, Ana & de Vries, Casper G., 2010. "Global stochastic properties of dynamic models and their linear approximations," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 34(5), pages 817-824, May.
  16. Kenneth Judd & Lilia Maliar & Rafael Valero & Serguei Maliar, 2013. "Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) 2013-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  17. Hong Lan & Alexander Meyer-Gohde, 2011. "Solving DSGE Models with a Nonlinear Moving Average," SFB 649 Discussion Papers SFB649DP2011-087, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  18. Juan Rubio-Ramirez & Jesus Fernandez-Villaverde & Pablo A. Guerron-Quintana, 2010. "Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data," 2010 Meeting Papers, Society for Economic Dynamics 270, Society for Economic Dynamics.
  19. Angelo M. Fasolo, 2011. "The Accuracy of Perturbation Methods to Solve Small Open Economy Models," Working Papers Series, Central Bank of Brazil, Research Department 262, Central Bank of Brazil, Research Department.
  20. 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, Elsevier, vol. 30(12), pages 2477-2508, December.
  21. Pál, Jenő & Stachurski, John, 2013. "Fitted value function iteration with probability one contractions," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 37(1), pages 251-264.
  22. Jesús Fernández-Villaverde, 2009. "The Econometrics of DSGE Models," NBER Working Papers 14677, National Bureau of Economic Research, Inc.
  23. Özer Karagedikli & Troy Matheson & Christie Smith & Shaun Vahey, 2008. "RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence," Working Paper, Norges Bank 2008/17, Norges Bank.
  24. Feigenbaum, James, 2005. "Second-, third-, and higher-order consumption functions: a precautionary tale," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 29(8), pages 1385-1425, August.
  25. Kevin Salyer & Victor Dorofeenko & Gabriel Lee, 2005. "A New Algorithm for Solving Dynamic Stochastic Macroeconomic Models," Working Papers, University of California, Davis, Department of Economics 62, University of California, Davis, Department of Economics.
  26. Min Ouyang, 2006. "Plant Life Cycle and Aggregate Employment Dynamics," Working Papers, University of California-Irvine, Department of Economics 050632, University of California-Irvine, Department of Economics.
  27. Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Wen Yao, 2009. "Computing DSGE Models with Recursive Preferences," NBER Working Papers 15026, National Bureau of Economic Research, Inc.
  28. Grey Gordon, 2011. "Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania 11-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  29. Jesús Fernández-Villaverde, 2008. "Horizons of Understanding: A Review of Ray Fair's Estimating How the Macroeconomy Works," Journal of Economic Literature, American Economic Association, American Economic Association, vol. 46(3), pages 685-703, September.
  30. Baltasar Manzano & Luis Rey, 2012. "The Welfare Cost of Energy Insecurity," Working Papers, Economics for Energy fa07-2012, Economics for Energy.
  31. Paul Pichler, 2005. "Evaluating Approximate Equilibria of Dynamic Economic Models," Vienna Economics Papers, University of Vienna, Department of Economics 0510, University of Vienna, Department of Economics.
  32. Gianni Amisano & Oreste Tristani, 2007. "Euro area inflation persistence in an estimated nonlinear DSGE model," Working Papers, University of Brescia, Department of Economics 0704, University of Brescia, Department of Economics.
  33. James B. Bullard & Aarti Singh, 2009. "Learning and the Great Moderation," Working Papers, Federal Reserve Bank of St. Louis 2007-027, Federal Reserve Bank of St. Louis.
  34. Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2007. "How Structural Are Structural Parameters?," Levine's Bibliography 843644000000000057, UCLA Department of Economics.
  35. David R.F. Love, 2010. "Revisiting deterministic extended-path: a simple and accurate solution method for macroeconomic models," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, Inderscience Enterprises Ltd, vol. 1(3/4), pages 309-316.
  36. Lilia Maliar & Serguei Maliar, 2013. "Envelope condition method versus endogenous grid method for solving dynamic programming problems," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) 2013-07, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  37. Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2011. "How to Solve Dynamic Stochastic Models Computing Expectations Just Once," NBER Working Papers 17418, National Bureau of Economic Research, Inc.
  38. Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez & Martín Uribe, 2009. "Risk Matters: The Real Effects of Volatility Shocks," NBER Working Papers 14875, National Bureau of Economic Research, Inc.
  39. Martin Andreasen, 2011. "Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models"," Technical Appendices, Review of Economic Dynamics 11-84, Review of Economic Dynamics.
  40. Evans, Martin D.D. & Hnatkovska, Viktoria, 2012. "A method for solving general equilibrium models with incomplete markets and many financial assets," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 36(12), pages 1909-1930.
  41. Francisco Blasques, 2013. "Solution-Driven Specification of DSGE Models," Tinbergen Institute Discussion Papers, Tinbergen Institute 13-062/III, Tinbergen Institute.
  42. Michael Creel & Dennis Kristensen, 2011. "Indirect likelihood inference," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) 874.11, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  43. Paul Pichler, 2007. "On the accuracy of low-order projection methods," Economics Bulletin, AccessEcon, vol. 3(50), pages 1-8.
  44. Adam, Klaus & Beutel, Johannes & Marcet, Albert, 2014. "Stock Price Booms and Expected Capital Gains," Working Papers, University of Mannheim, Department of Economics 14-12, University of Mannheim, Department of Economics.
  45. Ouyang, Min, 2009. "The scarring effect of recessions," Journal of Monetary Economics, Elsevier, Elsevier, vol. 56(2), pages 184-199, March.
  46. Ana Babus & Casper G. de Vries, 2010. "Global Stochastic Properties of Dynamic Models and their Linear Approximations," Tinbergen Institute Discussion Papers, Tinbergen Institute 10-081/2, Tinbergen Institute.
  47. Martin M. Andreasen & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," NBER Working Papers 18983, National Bureau of Economic Research, Inc.
  48. repec:ebl:ecbull:v:3:y:2007:i:50:p:1-8 is not listed on IDEAS
  49. Hintermaier, Thomas & Koeniger, Winfried, 2010. "The method of endogenous gridpoints with occasionally binding constraints among endogenous variables," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 34(10), pages 2074-2088, October.
  50. Viktors Ajevskis, 2013. "Non-Local Solutions to Dynamic Equilibrium Models: the Approximate Stable Manifolds Approach," Working Papers, Latvijas Banka 2013/03, Latvijas Banka.
  51. Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2006. "The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models," EconomicDynamics Newsletter, Review of Economic Dynamics, Review of Economic Dynamics, vol. 8(1), November.
  52. Pontus Rendahl, 2013. "Inequality Constraints and Euler Equation based Solution Methods," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 1320, Faculty of Economics, University of Cambridge.
  53. Michael Creel & Dennis Kristensen, 2013. "Indirect Likelihood Inference (revised)," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) 931.13, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  54. Thomas Flury & Neil Shephard, 2008. "Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models," OFRC Working Papers Series, Oxford Financial Research Centre 2008fe32, Oxford Financial Research Centre.
  55. Olaf Posch & Timo Trimborn, 2010. "Numerical solution of continuous-time DSGE models under Poisson uncertainty," Economics Working Papers, School of Economics and Management, University of Aarhus 2010-08, School of Economics and Management, University of Aarhus.
  56. Juan F. Rubio-Ramirez & Jesus Fernández-Villaverde, 2005. "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 20(7), pages 891-910.
  57. Alexander Ludwig & Matthias Schön, 2013. "Endogenous Grids in Higher Dimensions: Delaunay Interpolation and Hybrid Methods," Working Paper Series in Economics, University of Cologne, Department of Economics 65, University of Cologne, Department of Economics, revised 11 Jun 2014.
  58. Francisco Blasques, 2013. "Solution-Driven Specification of DSGE Models," Tinbergen Institute Discussion Papers, Tinbergen Institute 13-062/III, Tinbergen Institute.
  59. Sungbae An & Frank Schorfheide, 2006. "Bayesian analysis of DSGE models," Working Papers 06-5, Federal Reserve Bank of Philadelphia.
  60. Burkhard Heer & Alfred Maußner, 2011. "Value Function Iteration as a Solution Method for the Ramsey Model," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 231(4), pages 494-515, August.
  61. Chugh, Sanjay K., 2007. "Optimal inflation persistence: Ramsey taxation with capital and habits," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(6), pages 1809-1836, September.
  62. Stephanie Becker & Lars Grüne & Willi Semmler, 2007. "Comparing accuracy of second-order approximation and dynamic programming," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 30(1), pages 65-91, August.
  63. Evans, Richard W. & Phillips, Kerk L., 2010. "OLG fife cycle model transition paths: alternate model forecast method," MPRA Paper 24548, University Library of Munich, Germany.
  64. Santos Monteiro, Paulo, 2008. "Family Labor Supply and Aggregate Saving," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics 875, University of Warwick, Department of Economics.
  65. Edward S. Knotek II & Stephen Terry, 2008. "Alternative methods of solving state-dependent pricing models," Research Working Paper, Federal Reserve Bank of Kansas City RWP 08-10, Federal Reserve Bank of Kansas City.
  66. Dieppe, Alistair & González Pandiella, Alberto & Willman, Alpo, 2011. "The ECB's New Multi-Country Model for the euro area: NMCM - simulated with rational expectations," Working Paper Series, European Central Bank 1315, European Central Bank.
  67. Jesús Fernández-Villaverde & Juan Francisco Rubio-Ramírez, 2004. "Estimating nonlinear dynamic equilibrium economies: a likelihood approach," Working Paper, Federal Reserve Bank of Atlanta 2004-1, Federal Reserve Bank of Atlanta.
  68. Raffaella Giacomini, 2013. "The relationship between DSGE and VAR models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies CWP21/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  69. Gianni Amisano & Oreste Tristani, 2006. "Euro area inflation persistence in an estimated nonlinear," Computing in Economics and Finance 2006, Society for Computational Economics 347, Society for Computational Economics.
  70. Juha Seppala & Federico Ravenna, 2007. "Monetary Policy, Expected Inflation, and Inflation Risk Premium," 2007 Meeting Papers, Society for Economic Dynamics 513, Society for Economic Dynamics.
  71. Olaf Posch & Timo Trimborn, 2011. "Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade c016_044, DEGIT, Dynamics, Economic Growth, and International Trade.
  72. David R.F. Love, 2008. "A Note on the Accuracy of Extended-Path Solution Methods for Dynamic General Equilibrium Economies," Working Papers, Brock University, Department of Economics 0801, Brock University, Department of Economics, revised Apr 2008.
  73. Pichler, Paul & Sorger, Gerhard, 2009. "Wealth distribution and aggregate time-preference: Markov-perfect equilibria in a Ramsey economy," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 33(1), pages 1-14, January.
  74. Carlo A. Favero, 2007. "The Econometrics of Monetary Policy: an Overview," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University 329, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  75. Tille, Cédric & van Wincoop, Eric, 2014. "Solving DSGE portfolio choice models with dispersed private information," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 40(C), pages 1-24.
  76. Ambler, Steve & Pelgrin, Florian, 2010. "Time-consistent control in nonlinear models," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 34(10), pages 2215-2228, October.
  77. Burkhard Heer & Alfred Maußner, 2009. "Education Briefing: Computation of business-cycle models with the Generalized Schur method," Indian Growth and Development Review, Emerald Group Publishing, Emerald Group Publishing, vol. 2(2), pages 173-182, September.
  78. S. Boragan Aruoba, 2004. "Data Uncertainty in General Equilibrium," Computing in Economics and Finance 2004, Society for Computational Economics 131, Society for Computational Economics.
  79. Yifan Hu & Timothy Kam, 2005. "Ramsey Fiscal And Monetary Policy Under Sticky Prices And Liquid Bonds," CAMA Working Papers 2005-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  80. Maximiliano Dvorkin, 2013. "Sectoral Shocks, Reallocation and Unemployment in a Model of Competitive Labor Markets," 2013 Meeting Papers, Society for Economic Dynamics 1229, Society for Economic Dynamics.
  81. Mário Amorim Lopes & Fernando A. C. C. Fontes & Dalila A. C. C. Fontes, 2013. "Optimal Control of Infinite-Horizon Growth Models — A direct approach," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto 506, Universidade do Porto, Faculdade de Economia do Porto.
  82. John Stachurski, 2006. "Continuous State Dynamic Programming via Nonexpansive Approximation," Department of Economics - Working Papers Series, The University of Melbourne 961, The University of Melbourne.
  83. Eric Swanson & Gary Anderson & Andrew Levin, 2006. "Higher-order perturbation solutions to dynamic, discrete-time rational expectations models," Working Paper Series, Federal Reserve Bank of San Francisco 2006-01, Federal Reserve Bank of San Francisco.
  84. Atolia, Manoj & Chatterjee, Santanu & Turnovsky, Stephen J., 2010. "How misleading is linearization? Evaluating the dynamics of the neoclassical growth model," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 34(9), pages 1550-1571, September.
  85. Michel Juillard & Tarik Ocaktan, 2008. "Méthodes de simulation des modèles stochastiques d'équilibre général," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 183(2), pages 115-126.
  86. Rui Castro & Claudio Campanale & Gian Luca Clementi, 2007. "Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences," 2007 Meeting Papers, Society for Economic Dynamics 503, Society for Economic Dynamics.
  87. Karen A. Kopecky & Richard M. H. Suen, 2009. "Finite State Markov-Chain Approximations to Highly Persistent Processes," Working Papers, University of California at Riverside, Department of Economics 200904, University of California at Riverside, Department of Economics, revised May 2009.
  88. Christophe Gouel, 2013. "Comparing Numerical Methods for Solving the Competitive Storage Model," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 41(2), pages 267-295, February.
  89. Eric Swanson, 2013. "Implications of Labor Market Frictions for Risk Aversion and Risk Premia," 2013 Meeting Papers, Society for Economic Dynamics 1137, Society for Economic Dynamics.
  90. Moody Chu & Chun-Hung Kuo & Matthew Lin, 2013. "Tensor Spline Approximation in Economic Dynamics with Uncertainties," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 42(2), pages 175-198, August.
  91. Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Yao Wen, 2012. "Computing DSGE models with recursive preferences and stochastic volatility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2012-04, Board of Governors of the Federal Reserve System (U.S.).
  92. Carlo A. Favero, 2007. "Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University 327, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  93. Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F., 2006. "Solving DSGE models with perturbation methods and a change of variables," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 30(12), pages 2509-2531, December.
  94. S. Boragan Aruoba & Christopher J. Waller & Randall Wright, 2009. "Money and capital: a quantitative analysis," Working Papers, Federal Reserve Bank of St. Louis 2009-031, Federal Reserve Bank of St. Louis.
  95. Viktor Winschel & Markus Krätzig, 2008. "Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality," SFB 649 Discussion Papers SFB649DP2008-018, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  96. Bidder, R.M. & Smith, M.E., 2012. "Robust animal spirits," Journal of Monetary Economics, Elsevier, Elsevier, vol. 59(8), pages 738-750.
  97. Castillo, Paul & Montoro, Carlos & Tuesta, Vicente., 2010. "Inflation, Oil Price Volatility and Monetary Policy," Working Papers, Banco Central de Reserva del Perú 2010-002, Banco Central de Reserva del Perú.
  98. José Cao-Alvira, 2010. "Finite Elements in the Presence of Occasionally Binding Constraints," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 35(4), pages 355-370, April.
  99. David R.F. Love, 2009. "Accuracy of Deterministic Extended-Path Solution Methods for Dynamic Stochastic Optimization Problems in Macroeconomics," Working Papers, Brock University, Department of Economics 0907, Brock University, Department of Economics.
  100. Manuel S. Santos & Adrian Peralta-Alva, 2012. "Analysis of Numerical Errors," Working Papers, University of Miami, Department of Economics 2012-6, University of Miami, Department of Economics.
  101. Maliar, Lilia & Maliar, Serguei & Villemot, Sébastien, 2011. "Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions," Dynare Working Papers 6, CEPREMAP, revised Jul 2012.
  102. Christoph Görtz & Afrasiab Mirza, 2014. "On the Applicability of Global Approximation Methods for Models with Jump Discontinuities in Policy Functions," CESifo Working Paper Series 4837, CESifo Group Munich.
  103. Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2010. "A Cluster-Grid Projection Method: Solving Problems with High Dimensionality," NBER Working Papers 15965, National Bureau of Economic Research, Inc.