Rafael Valero

Personal Details

First Name:	Rafael
Middle Name:
Last Name:	Valero
Suffix:
RePEc Short-ID:	pva625
	https://sites.google.com/site/rafaelvalerofernandez/
Terminal Degree:	Departamento de Fundamentos del Análisis Económico; Facultad de Ciencias Económicas y Empresariales; Universidad de Alicante (from RePEc Genealogy)

Affiliation

Departamento de Fundamentos del Análisis Económico
Facultad de Ciencias Económicas y Empresariales
Universidad de Alicante

Alicante, Spain
http://merlin.fae.ua.es/
RePEc:edi:dfalies (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Rafael Valero, 2013. "Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain," BYU Macroeconomics and Computational Laboratory Working Paper Series 2013-02, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
   • Judd, Kenneth L. & Maliar, Lilia & Maliar, Serguei & Valero, Rafael, 2014. "Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 92-123.
   • 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 2013-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
   • Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Rafael Valero, 2013. "Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain," NBER Working Papers 19326, National Bureau of Economic Research, Inc.

   Cited by:

   1. Julien Pascal, 2025. "Solving economic models with neural networks without backpropagation," BCL working papers 196, Central Bank of Luxembourg.
   2. Yasuo Hirose & Takeki Sunakawa, 2016. "Parameter Bias in an Estimated DSGE Model," Working Papers halshs-01661908, HAL.
   3. Guerra Vallejos, Ernesto & Bobenrieth Hochfarber, Eugenio & Bobenrieth Hochfarber, Juan & Wright, Brian D., 2021. "Solving dynamic stochastic models with multiple occasionally binding constraints," Economic Modelling, Elsevier, vol. 105(C).
   4. Viktor Tsyrennikov & Serguei Maliar & Lilia Maliar & Cristina Arellano, 2015. "Envelope Condition Method with an Application to Default Risk Models," 2015 Meeting Papers 1239, Society for Economic Dynamics.
      • 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 2014-04, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
      • Arellano, Cristina & Maliar, Lilia & Maliar, Serguei & Tsyrennikov, Viktor, 2016. "Envelope condition method with an application to default risk models," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 436-459.
   5. Howard Kung & Gonzalo Morales & Francesco Bianchi, 2015. "Monetary/Fiscal Policy Mix and Asset Prices," 2015 Meeting Papers 1224, Society for Economic Dynamics.
   6. Böhl, Gregor & Hommes, Cars H., 2021. "Rational vs. irrational beliefs in a complex world," IMFS Working Paper Series 156, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
      • Gregor Boehl & Cars Hommes, 2021. "Rational vs. Irrational Beliefs in a Complex World," CRC TR 224 Discussion Paper Series crctr224_2021_287, University of Bonn and University of Mannheim, Germany.
      • Boehl, Gregor & Hommes, Cars, 2025. "Rational vs. irrational beliefs in a complex world," Journal of Economic Behavior & Organization, Elsevier, vol. 232(C).
   7. Fernández-Villaverde, Jesús & Levintal, Oren, 2016. "Solution Methods for Models with Rare Disasters," CEPR Discussion Papers 11115, C.E.P.R. Discussion Papers.
      • Jesús Fernández-Villaverde & Oren Levintal, 2016. "Solution Methods for Models with Rare Disasters," NBER Working Papers 21997, National Bureau of Economic Research, Inc.
      • Jesús Fernández‐Villaverde & Oren Levintal, 2018. "Solution methods for models with rare disasters," Quantitative Economics, Econometric Society, vol. 9(2), pages 903-944, July.
   8. Christopher Heiberger & Daniel Fehrle, 2020. "The return on everything and the business cycle in production economies," Discussion Paper Series 338, Universitaet Augsburg, Institute for Economics.
      • Daniel Fehrle & Christopher Heiberger, 2020. "The return on everything and the business cycle in production economies," Working Papers 193, Bavarian Graduate Program in Economics (BGPE).
      • Fehrle, Daniel & Heiberger, Christopher, 2024. "The return on everything and the business cycle in production economies," Economic Modelling, Elsevier, vol. 136(C).
   9. Schorfheide, Frank & Aruoba, Boragan & Cuba-Borda, Pablo & Hilga-Flores, Kenji & Villalvazo, Sergio, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," CEPR Discussion Papers 15388, C.E.P.R. Discussion Papers.
      • S. Boragan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," PIER Working Paper Archive 20-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
      • S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," International Finance Discussion Papers 1272, Board of Governors of the Federal Reserve System (U.S.).
      • S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 96-120, July.
      • S. Borağan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," NBER Working Papers 27991, National Bureau of Economic Research, Inc.
      • S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Working Papers 20-13, Federal Reserve Bank of Philadelphia.
   10. Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener, 2020. "A tractable framework for analyzing a class of nonstationary Markov models," Quantitative Economics, Econometric Society, vol. 11(4), pages 1289-1323, November.
       • Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener, 2015. "A Tractable Framework for Analyzing a Class of Nonstationary Markov Models," Economics Working Papers 15105, Hoover Institution, Stanford University.
       • Lilia Maliar & Serguei Maliar & John Taylor & Inna Tsener, 2015. "A Tractable Framework for Analyzing a Class of Nonstationary Markov Models," NBER Working Papers 21155, National Bureau of Economic Research, Inc.
   11. Yongyang Cai & Kenneth L. Judd, 2023. "A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems," Quantitative Economics, Econometric Society, vol. 14(2), pages 651-687, May.
       • Yongyang Cai & Kenneth L. Judd, 2021. "A Simple but Powerful Simulated Certainty Equivalent Approximation Method for Dynamic Stochastic Problems," NBER Working Papers 28502, National Bureau of Economic Research, Inc.
   12. Julien Albertini & Stéphane Moyen, 2024. "A General and Efficient Method for Solving Regime-Switching DSGE Models," Computational Economics, Springer;Society for Computational Economics, vol. 64(6), pages 3645-3682, December.
       • Julien Albertini & Stéphane Moyen, 2020. "A General and Efficient Method for Solving Regime-Switching DSGE Models," Working Papers 2035, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
       • Julien Albertini & Stéphane Moyen, 2020. "A General and Efficient Method for Solving Regime-Switching DSGE Models," Working Papers halshs-03067554, HAL.
   13. Howard Kung & Gonzalo Morales & Alexandre Corhay, 2017. "Fiscal Discount Rates and Debt Maturity," 2017 Meeting Papers 840, Society for Economic Dynamics.
   14. Takeshi Fukasawa, 2025. "When do firms sell high durability products? The case of light bulb industry," Papers 2503.23792, arXiv.org, revised May 2025.
   15. Bai, Hang & Zhang, Lu, 2022. "Searching for the equity premium," Journal of Financial Economics, Elsevier, vol. 143(2), pages 897-926.
   16. Ngotran, Duong, 2016. "The E-Monetary Theory," MPRA Paper 77206, University Library of Munich, Germany, revised 25 Feb 2017.
       • Duong Ngotran, 2016. "The E-Monetary Theory," 2016 Papers png175, Job Market Papers.
       • Ngotran, Duong, 2017. "The E-Monetary Theory," MPRA Paper 80207, University Library of Munich, Germany.
   17. Yasuo Hirose & Takeki Sunakawa, 2015. "Parameter bias in an estimated DSGE model: does nonlinearity matter?," CAMA Working Papers 2015-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
   18. Rubio-Ramírez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015. "Solution and Estimation Methods for DSGE Models," CEPR Discussion Papers 11032, C.E.P.R. Discussion Papers.
       • Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016. "Solution and Estimation Methods for DSGE Models," NBER Working Papers 21862, National Bureau of Economic Research, Inc.
       • Fernández-Villaverde, J. & Rubio-Ramírez, J.F. & Schorfheide, F., 2016. "Solution and Estimation Methods for DSGE Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 527-724, Elsevier.
       • Jesus Fernandez-Villaverde & Juan Rubio-Ramírez & Frank Schorfheide, 2015. "Solution and Estimation Methods for DSGE Models," PIER Working Paper Archive 15-042, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2015.
   19. Yasuo Hirose & Takeki Sunakawa, 2019. "Review of Solution and Estimation Methods for Nonlinear Dynamic Stochastic General Equilibrium Models with the Zero Lower Bound," The Japanese Economic Review, Springer, vol. 70(1), pages 51-104, March.
       • Yasuo Hirose & Takeki Sunakawa, 2019. "Review of Solution and Estimation Methods for Nonlinear Dynamic Stochastic General Equilibrium Models with the Zero Lower Bound," The Japanese Economic Review, Japanese Economic Association, vol. 70(1), pages 51-104, March.
   20. Kuusi Tero, 2018. "Output Gap Uncertainty and the Optimal Fiscal Policy in the EU," Review of Economics, De Gruyter, vol. 69(2), pages 111-146, August.
   21. Ivan Rudik & Derek Lemoine & Maxwell Rosenthal, 2018. "General Bayesian Learning in Dynamic Stochastic Models: Estimating the Value of Science Policy," 2018 Meeting Papers 369, Society for Economic Dynamics.
   22. Chris A. Kieslich & Fani Boukouvala & Christodoulos A. Floudas, 2018. "Optimization of black-box problems using Smolyak grids and polynomial approximations," Journal of Global Optimization, Springer, vol. 71(4), pages 845-869, August.
   23. Dennis Kristensen & Patrick K. Mogensen & Jong Myun Moon & Bertel Schjerning, 2019. "Solving Dynamic Discrete Choice Models Using Smoothing and Sieve Methods," Papers 1904.05232, arXiv.org, revised Feb 2020.
       • Kristensen, Dennis & Mogensen, Patrick K. & Moon, Jong Myun & Schjerning, Bertel, 2021. "Solving dynamic discrete choice models using smoothing and sieve methods," Journal of Econometrics, Elsevier, vol. 223(2), pages 328-360.
       • Dennis Kristensen & Patrick K. Mogensen & Jong-Myun Moon & Bertel Schjerning, 2019. "Solving dynamic discrete choice models using smoothing and sieve methods," CeMMAP working papers CWP15/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
   24. Serguei Maliar & John Taylor & Lilia Maliar, 2016. "The Impact of Alternative Transitions to Normalized Monetary Policy," 2016 Meeting Papers 794, Society for Economic Dynamics.
   25. Aldrich Eric Mark & Kung Howard, 2021. "Computational Methods for Production-Based Asset Pricing Models with Recursive Utility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(1), pages 1-26, February.
   26. Emmet Hall-Hoffarth, 2023. "Non-linear approximations of DSGE models with neural-networks and hard-constraints," Papers 2310.13436, arXiv.org.
   27. Victor Duarte & Diogo Duarte & Dejanir H. Silva, 2024. "Machine Learning for Continuous-Time Finance," CESifo Working Paper Series 10909, CESifo.
   28. Arvind Krishnamurthy & Wenhao Li, 2020. "Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment," NBER Working Papers 27088, National Bureau of Economic Research, Inc.
       • Krishnamurthy, Arvind & Li, Wenhao, 2020. "Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment," Research Papers 3874, Stanford University, Graduate School of Business.
       • Arvind Krishnamurthy & Wenhao Li, 2025. "Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment," Journal of Political Economy, University of Chicago Press, vol. 133(3), pages 935-985.
   29. Philipp Renner & Simon Scheidegger, 2017. "Machine learning for dynamic incentive problems," Working Papers 203620397, Lancaster University Management School, Economics Department.
   30. Rongju Zhang & Nicolas Langren'e & Yu Tian & Zili Zhu & Fima Klebaner & Kais Hamza, 2018. "Local Control Regression: Improving the Least Squares Monte Carlo Method for Portfolio Optimization," Papers 1803.11467, arXiv.org, revised Sep 2018.
   31. Takeshi FUKASAWA & Hiroshi OHASHI, 2023. "Long-run Effect of a Horizontal Merger and Its Remedial Standards," Discussion papers 23001, Research Institute of Economy, Trade and Industry (RIETI).
   32. Julien Albertini & Arthur Poirier, 2015. "Online Appendix to "Unemployment Benefit Extension at the Zero Lower Bound"," Online Appendices 14-55, Review of Economic Dynamics.
       • Julien Albertini & Arthur Poirier, 2015. "Unemployment Benefit Extension at the Zero Lower Bound," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(4), pages 733-751, October.
   33. Rongju Zhang & Nicolas Langren'e & Yu Tian & Zili Zhu & Fima Klebaner & Kais Hamza, 2016. "Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach," Papers 1610.07694, arXiv.org, revised Jun 2019.
   34. Peter Schober & Julian Valentin & Dirk Pflüger, 2022. "Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids," Computational Economics, Springer;Society for Computational Economics, vol. 59(1), pages 185-224, January.
   35. Sergei Seleznev, 2016. "Solving DSGE models with stochastic trends," Bank of Russia Working Paper Series wps15, Bank of Russia.
   36. Tyler Atkinson & Alexander W. Richter & Nathaniel A. Throckmorton, 2018. "The Zero Lower Bound and Estimation Accuracy," Working Papers 1804, Federal Reserve Bank of Dallas.
       • Atkinson, Tyler & Richter, Alexander W. & Throckmorton, Nathaniel A., 2020. "The zero lower bound and estimation accuracy," Journal of Monetary Economics, Elsevier, vol. 115(C), pages 249-264.
   37. Yasuo Hirose & Takeki Sunakawa, 2019. "The Natural Rate of Interest in a Nonlinear DSGE Model," Working Papers e128, Tokyo Center for Economic Research.
       • Yasuo Hirose & Takeki Sunakawa, 2023. "The Natural Rate of Interest in a Non-linear DSGE Model," International Journal of Central Banking, International Journal of Central Banking, vol. 19(1), pages 301-340, March.
       • Yasuo Hirose & Takeki Sunakawa, 2017. "The Natural Rate of Interest in a Nonlinear DSGE Model," CAMA Working Papers 2017-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
   38. Wonjun Chang & Michael C. Ferris & Youngdae Kim & Thomas F. Rutherford, 2020. "Solving Stochastic Dynamic Programming Problems: A Mixed Complementarity Approach," Computational Economics, Springer;Society for Computational Economics, vol. 55(3), pages 925-955, March.
   39. Christopher Gust & Edward Herbst & David López-Salido & Matthew E. Smith, 2017. "The Empirical Implications of the Interest-Rate Lower Bound," American Economic Review, American Economic Association, vol. 107(7), pages 1971-2006, July.
       • Christopher J. Gust & Edward P. Herbst & J. David López-Salido & Matthew E. Smith, 2012. "The Empirical Implications of the Interest-Rate Lower Bound," Finance and Economics Discussion Series 2012-83, Board of Governors of the Federal Reserve System (U.S.).
   40. Olivares, Alberto & Staffetti, Ernesto, 2023. "A statistical moment-based spectral approach to the chance-constrained stochastic optimal control of epidemic models," Chaos, Solitons & Fractals, Elsevier, vol. 172(C).
   41. Michael Reiter, 2015. "Solving OLG Models with Asset Choice," 2015 Meeting Papers 1509, Society for Economic Dynamics.
   42. Deepa Datta & Benjamin K Johannsen & Hannah Kwon & Robert J Vigfusson, 2017. "Oil, equities, and the zero lower bound," BIS Working Papers 617, Bank for International Settlements.
       • Deepa Dhume Datta & Benjamin K. Johannsen & Hannah Kwon & Robert J. Vigfusson, 2018. "Oil, Equities, and the Zero Lower Bound," Finance and Economics Discussion Series 2018-058, Board of Governors of the Federal Reserve System (U.S.).
       • Deepa D. Datta & Benjamin K. Johannsen & Hannah Kwon & Robert J. Vigfusson, 2021. "Oil, Equities, and the Zero Lower Bound," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 214-253, April.
   43. Grzelak, Lech A., 2022. "Sparse grid method for highly efficient computation of exposures for xVA," Applied Mathematics and Computation, Elsevier, vol. 434(C).
   44. Marc Bourreau & Yutec Sun, 2022. "Competition and Quality: Evidence from the Entry of Mobile Network Service," Working Papers 22-04, NET Institute.
   45. Marlon Azinovic & Luca Gaegauf & Simon Scheidegger, 2022. "Deep Equilibrium Nets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(4), pages 1471-1525, November.
   46. Gary S. Anderson, 2018. "Reliably Computing Nonlinear Dynamic Stochastic Model Solutions: An Algorithm with Error Formulas," Finance and Economics Discussion Series 2018-070, Board of Governors of the Federal Reserve System (U.S.).
   47. Isaiah Hull & Or Sattath & Eleni Diamanti & Göran Wendin, 2024. "Quantum Algorithms," Contributions to Economics, in: Quantum Technology for Economists, chapter 0, pages 37-103, Springer.
   48. Zhang, Xue & Poeschl, Johannes, 2017. "Bank Capital Regulation in a Model of Modern Banking Crises," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168275, Verein für Socialpolitik / German Economic Association.
   49. Felix Kubler & Simon Scheidegger, 2018. "Self-justi ed equilibria: Existence and computation," 2018 Meeting Papers 694, Society for Economic Dynamics.
   50. Albertini, Julien & Poirier, Arthur, 2014. "Unemployment benefits extensions at the zero lower bound on nominal interest rate," SFB 649 Discussion Papers 2014-019, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
   51. Eric Ghysels & Jack Morgan, 2024. "On Quantum Ambiguity and Potential Exponential Computational Speed-Ups to Solving Dynamic Asset Pricing Models," Papers 2405.01479, arXiv.org, revised Aug 2025.
   52. Schesch, Constantin, 2024. "Pseudospectral methods for continuous-time heterogeneous-agent models," Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).
   53. Yoichiro Tamanyu, 2020. "The Role of Nonlinearity in Indeterminate Models: An Application to Expectations-Driven Liquidity Traps," Keio-IES Discussion Paper Series 2020-023, Institute for Economics Studies, Keio University.
   54. Lech A. Grzelak, 2021. "Sparse Grid Method for Highly Efficient Computation of Exposures for xVA," Papers 2104.14319, arXiv.org, revised May 2022.
   55. Takeshi Fukasawa, 2024. "Computationally Efficient Methods for Solving Discrete-time Dynamic models with Continuous Actions," Papers 2407.04227, arXiv.org, revised Feb 2025.
   56. Fabian Goessling, 2019. "Exact Expectations: Efficient Calculation of DSGE Models," Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 977-990, March.
   57. Fagereng, Andreas & Gottlieb, Charles & Guiso, Luigi, 2015. "Asset market participation and portfolio choice over the life-cycle," SAFE Working Paper Series 115, Leibniz Institute for Financial Research SAFE.
       • Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2013. "Asset Market Participation and Portfolio Choice over the Life-Cycle," EIEF Working Papers Series 1326, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2013.
       • Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2013. "Asset Market Participation and Portfolio Choice over the Life-Cycle," Economics Working Papers ECO2013/07, European University Institute.
       • Luigi Guiso & Charles Gottlieb & Andreas Fagereng, 2012. "Asset Market Participation and Portfolio Choice over the Life-Cycle," 2012 Meeting Papers 783, Society for Economic Dynamics.
       • Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2017. "Asset Market Participation and Portfolio Choice over the Life-Cycle," Journal of Finance, American Finance Association, vol. 72(2), pages 705-750, April.
       • Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2013. "Asset market participation and portfolio choice over the life-cycle," Discussion Papers 758, Statistics Norway, Research Department.
       • Guiso, Luigi & Gottlieb, Charles & Fagereng, Andreas, 2013. "Asset Market Participation and Portfolio Choice over the Life Cycle," CEPR Discussion Papers 9691, C.E.P.R. Discussion Papers.
   58. Rudik, Ivan, 2016. "Optimal Climate Policy When Damages are Unknown," ISU General Staff Papers 201611130800001011, Iowa State University, Department of Economics.
   59. Poeschl, Johannes & Zhang, Xue, 2018. "Bank Capital Regulation and Endogenous Shadow Banking Crises," MPRA Paper 92529, University Library of Munich, Germany.
       • Poeschl, Johannes & Zhang, Xue, 2019. "Bank Capital Regulation and Endogenous Shadow Banking Crises," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203520, Verein für Socialpolitik / German Economic Association.
   60. Isaiah Hull & Or Sattath & Eleni Diamanti & Goran Wendin, 2020. "Quantum Technology for Economists," Papers 2012.04473, arXiv.org, revised Oct 2021.
       • Isaiah Hull & Or Sattath & Eleni Diamanti & Göran Wendin, 2024. "Quantum Technology for Economists," Contributions to Economics, Springer, number 978-3-031-50780-9, March.
       • Hull, Isaiah & Sattath, Or & Diamanti, Eleni & Wendin, Göran, 2020. "Quantum Technology for Economists," Working Paper Series 398, Sveriges Riksbank (Central Bank of Sweden).
   61. Reiter, Michael, 2015. "Solving OLG Models with Many Cohorts, Asset Choice and Large Shocks," Economics Series 320, Institute for Advanced Studies.
   62. Keiichiro KOBAYASHI & Daichi SHIRAI, 2024. "Debt-Ridden Borrowers and Persistent Stagnation," CIGS Working Paper Series 23-001E, The Canon Institute for Global Studies.
   63. Dennis, Richard, 2022. "Computing time-consistent equilibria: A perturbation approach," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
       • Richard Dennis, 2020. "Computing Time-Consistent Equilibria: A Perturbation Approach," CAMA Working Papers 2020-111, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
   64. Rohan Kekre & Moritz Lenel, 2022. "Monetary Policy, Redistribution, and Risk Premia," Econometrica, Econometric Society, vol. 90(5), pages 2249-2282, September.
       • Rohan Kekre & Moritz Lenel, 2021. "Monetary Policy, Redistribution, and Risk Premia," NBER Working Papers 28869, National Bureau of Economic Research, Inc.
       • Rohan Kekre & Moritz Lenel, 2020. "Monetary Policy, Redistribution, and Risk Premia," Working Papers 2020-02, Becker Friedman Institute for Research In Economics.
   65. Takeshi Fukasawa, 2022. "Firm's Static Behavior under Dynamic Demand," Discussion Paper Series DP2022-19, Research Institute for Economics & Business Administration, Kobe University, revised Sep 2022.
   66. Pascal, Julien, 2024. "Artificial neural networks to solve dynamic programming problems: A bias-corrected Monte Carlo operator," Journal of Economic Dynamics and Control, Elsevier, vol. 162(C).
       • Julien Pascal, 2023. "Artificial neural networks to solve dynamic programming problems: A bias-corrected Monte Carlo operator," BCL working papers 172, Central Bank of Luxembourg.
   67. Dennis, Richard, 2024. "Using a hyperbolic cross to solve non-linear macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).
       • Richard Dennis, 2021. "Using a hyperbolic cross to solve non-linear macroeconomic models," CAMA Working Papers 2021-93, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

Articles

1. Judd, Kenneth L. & Maliar, Lilia & Maliar, Serguei & Valero, Rafael, 2014. "Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 92-123.
   • Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Rafael Valero, 2013. "Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain," BYU Macroeconomics and Computational Laboratory Working Paper Series 2013-02, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
   • 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 2013-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
   • Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Rafael Valero, 2015. "Smolyak code for "Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain"," QM&RBC Codes 201, Quantitative Macroeconomics & Real Business Cycles.
   • Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Rafael Valero, 2013. "Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain," NBER Working Papers 19326, National Bureau of Economic Research, Inc.
   See citations under working paper version above.Sorry, no citations of articles recorded.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-CMP: Computational Economics (2) 2013-08-23 2013-10-05
2. NEP-DGE: Dynamic General Equilibrium (2) 2013-08-23 2013-10-05
3. NEP-ORE: Operations Research (1) 2013-08-23

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