## Citations for "Analysis of a Numerical Dynamic Programming Algorithm Applied to Economic Models"

### by Manuel S. Santos & Jesus Vigo-Aguiar

- John Stachurski, 2006.
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**Continuous State Dynamic Programming Via Nonexpansive Approximation**," KIER Working Papers 618, Kyoto University, Institute of Economic Research.

- John Stachurski, 2008.
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**Continuous State Dynamic Programming via Nonexpansive Approximation**," Computational Economics, Springer;Society for Computational Economics, vol. 31(2), pages 141-160, March.

- John Stachurski, 2006.
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**Continuous State Dynamic Programming via Nonexpansive Approximation**," Department of Economics - Working Papers Series 961, The University of Melbourne.

- John Stachurski, 2008.
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- Datta, Manjira & Mirman, Leonard J. & Morand, Olivier F. & Reffett, Kevin L., 2005.
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**Markovian equilibrium in infinite horizon economies with incomplete markets and public policy**," Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 505-544, August.

- Manjira Datta & Leonard J. Mirman & Olivier F. Morand & Kevin L. Reffett, 2005.
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**Markovian Equilibrium in Infinite Horizon Economies with Incomplete Markets and Public Policy**," Tinbergen Institute Discussion Papers 05-013/2, Tinbergen Institute.

- Manjira Datta & Leonard J. Mirman & Olivier F. Morand & Kevin L. Reffett, 2005.
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- Manjira Datta & Leonard Mirman & Olivier F. Morand & Kevin Reffett, 2001.
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**Monotone Methods for Distorted Economies**," Working papers 2001-03, University of Connecticut, Department of Economics. - Nishimura, Kazuo & Stachurski, John, 2009.
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**Equilibrium storage with multiple commodities**," Journal of Mathematical Economics, Elsevier, vol. 45(1-2), pages 80-96, January.

- Kazuo Nishimura & John Stachurski, 2007.
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**Equilibrium Storage With Multiple Commodities**," CAMA Working Papers 2007-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

- Kazuo Nishimura & John Stachurski, 2007.
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- Adrian Peralta-Alva & Manuel S. Santos, 2012.
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**Analysis of numerical errors**," Working Papers 2012-062, Federal Reserve Bank of St. Louis.

- Manuel S. Santos & Adrian Peralta-Alva, 2012.
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**Analysis of Numerical Errors**," Working Papers 2012-6, University of Miami, Department of Economics.

- Manuel S. Santos & Adrian Peralta-Alva, 2012.
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- Leonard J Mirman & Olivier F. Morand & Kevin L. Reffett, 2004.
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**A Qualitative Approach to Markovian Equilibrium in Infinite Horizon Economies with Capital**," Levine's Bibliography 122247000000000224, UCLA Department of Economics.

- Mirman, Leonard J. & Morand, Olivier F. & Reffett, Kevin L., 2008.
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**A qualitative approach to Markovian equilibrium in infinite horizon economies with capital**," Journal of Economic Theory, Elsevier, vol. 139(1), pages 75-98, March.

- Mirman, Leonard J. & Morand, Olivier F. & Reffett, Kevin L., 2008.
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- Manjira Datta & Leonard Mirman & Kevin Reffett, .
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**Nonclassical Brock-Mirman Economies**," Working Papers 2179544, Department of Economics, W. P. Carey School of Business, Arizona State University. - Noah Williams, 2003.
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**Small Noise Asymptotics for a Stochastic Growth Model**," NBER Working Papers 10194, National Bureau of Economic Research, Inc.

- Williams, Noah, 2004.
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**Small noise asymptotics for a stochastic growth model**," Journal of Economic Theory, Elsevier, vol. 119(2), pages 271-298, December.

- Noah Williams, 2003.
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**Small Noise Asymptotics for a Stochastic Growth Model**," Computing in Economics and Finance 2003 262, Society for Computational Economics.

- Williams, Noah, 2004.
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- Manjira Datta & Leonard Mirman & Olivier Morand & Kevin Reffett, 2002.
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**Monotone Methods for Markovian Equilibrium in Dynamic Economies**," Annals of Operations Research, Springer, vol. 114(1), pages 117-144, August.

- Kevin Reffett & Manjira Datta & Leonard Mirman & Olivier Morand, .
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**Monotone Methods for Markovian Equilibrium in Dynamic Economies**," Working Papers 2133476, Department of Economics, W. P. Carey School of Business, Arizona State University. - Manjira Datta & Leonard J. Mirman & Olivier F. Morand & Kevin L. Reffett, 2002.
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**Monotone Methods for Markovian Equilibrium in Dynamic Economies**," Tinbergen Institute Discussion Papers 02-086/2, Tinbergen Institute.

- Kevin Reffett & Manjira Datta & Leonard Mirman & Olivier Morand, .
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- Joshi, Sumit, 2007.
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**Asymmetric outcome in a symmetric dynamic duopoly**," Journal of Economic Dynamics and Control, Elsevier, vol. 31(2), pages 531-555, February. - Cuong Van & John Stachurski, 2007.
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**Parametric continuity of stationary distributions**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 33(2), pages 333-348, November.

- Cuong Le Van & John Stachurski, 2006.
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**Parametric Continuity of Stationary Distributions**," KIER Working Papers 616, Kyoto University, Institute of Economic Research. - Cuong Le Van & John Stachurski, 2004.
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**Parametric Continuity of Stationary Distributions**," Department of Economics - Working Papers Series 899, The University of Melbourne. - Cuong Le Van & John Stachurski, 2007.
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**Parametric continuity of stationary distributions**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00101157, HAL. - John Stachurski & Cuong Le Van, 2004.
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**Parametric continuity of stationary distributions**," Cahiers de la Maison des Sciences Economiques b04059, Université Panthéon-Sorbonne (Paris 1).

- Cuong Le Van & John Stachurski, 2006.
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- Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006.
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**Econometrics: A Bird’s Eye View**," Cambridge Working Papers in Economics 0655, Faculty of Economics, University of Cambridge.

- John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006.
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**Econometrics: A Bird’s Eye View**," CESifo Working Paper Series 1870, CESifo Group Munich. - Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006.
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**Econometrics: A Bird's Eye View**," IZA Discussion Papers 2458, Institute for the Study of Labor (IZA).

- John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006.
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- Lars Grüne & Willi Semmler, 2007.
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**Asset pricing with dynamic programming**," Computational Economics, Springer;Society for Computational Economics, vol. 29(3), pages 233-265, May. - repec:ebl:ecbull:v:3:y:2003:i:1:p:1-14 is not listed on IDEAS
- Bobenrieth H., Eugenio S.A. & Bobenrieth H., Juan R.A. & Wright, Brian D., 2008.
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**A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility**," Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 695-708, March.

- Eugenio Bobenrieth & Juan Bobenrieth, 2006.
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**A Foundation for the Solution of Consumption-Saving Behavior with Borrowing Constraint and Unbounded Marginal Utility**," Working Papers 02-2006, Departamento de Economía, Universidad de Concepción.

- Eugenio Bobenrieth & Juan Bobenrieth, 2006.
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- Datta, Manjira & Mirman, Leonard J. & Reffett, Kevin L., 2002.
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**Existence and Uniqueness of Equilibrium in Distorted Dynamic Economies with Capital and Labor**," Journal of Economic Theory, Elsevier, vol. 103(2), pages 377-410, April.

- Manjira Datta & Leonard Mirman & Kevin Reffett, .
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**Existence and Uniqueness of Equilibrium in Distorted Dynamic Economies with Capital and Labor**," Working Papers 2132846, Department of Economics, W. P. Carey School of Business, Arizona State University.

- Manjira Datta & Leonard Mirman & Kevin Reffett, .
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- Zhen Sun & Yang Xie, 2013.
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**Error Analysis and Comparison of Two Algorithms Measuring Compensated Income**," Computational Economics, Springer;Society for Computational Economics, vol. 42(4), pages 433-452, December. - Manjira Datta & Kevin L. Reffett, 2005.
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**Isotone Recursive Methods: the Case of Homogeneous Agents**," Tinbergen Institute Discussion Papers 05-012/2, Tinbergen Institute. - Grüne, Lars & Semmler, Willi & Stieler, Marleen, 2015.
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**Using nonlinear model predictive control for dynamic decision problems in economics**," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 112-133. - John Stachurski, 2009.
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**Economic Dynamics: Theory and Computation**," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262012774, December. - Olson, Lars J. & Roy, Santanu, 2005.
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**Theory of Stochastic Optimal Economic Growth**," Working Papers 28601, University of Maryland, Department of Agricultural and Resource Economics. - Pál, Jenő & Stachurski, John, 2013.
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**Fitted value function iteration with probability one contractions**," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 251-264. - Wilfredo Leiva Maldonado & Benar Fux Svaiter, 2001.
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**On the accuracy of the estimated policy function using the Bellman contraction method**," Economics Bulletin, AccessEcon, vol. 3(15), pages 1-8.

- Wilfredo L. Maldonado & Benar F. Svaiter, 2002.
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**On the accuracy of the estimated policy function using the Bellman contraction method**," Computing in Economics and Finance 2002 30, Society for Computational Economics.

- Wilfredo L. Maldonado & Benar F. Svaiter, 2002.
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- Santos, Manuel S., 1998.
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**Accuracy of numerical solutions using the eulers equation residuals**," UC3M Working papers. Economics 4157, Universidad Carlos III de Madrid. Departamento de Economía. - Felix Kubler & Karl Schmedders, 2003.
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**Approximate Versus Exact Equilibria**," Discussion Papers 1382, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

- K.Schmedders & F.Kubler, 2004.
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**Approximate Versus Exact Equilibria**," Computing in Economics and Finance 2004 46, Society for Computational Economics.

- K.Schmedders & F.Kubler, 2004.
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- Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2014.
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**Lower Bounds on Approximation Errors: Testing the Hypothesis That a Numerical Solution Is Accurate?**," BYU Macroeconomics and Computational Laboratory Working Paper Series 2014-06, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory. - Grüne, Lars & Semmler, Willi, 2008.
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**Asset pricing with loss aversion**," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3253-3274, October. - Willi Semmler & Stephanie Becker & Lars Gruene, 2006.
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**Comparing Accuracy of Second Order Approximation and Dynamic Programming**," Computing in Economics and Finance 2006 469, Society for Computational Economics.

- Stephanie Becker & Lars Grüne & Willi Semmler, 2007.
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**Comparing accuracy of second-order approximation and dynamic programming**," Computational Economics, Springer;Society for Computational Economics, vol. 30(1), pages 65-91, August.

- Stephanie Becker & Lars Grüne & Willi Semmler, 2007.
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- repec:hal:journl:halshs-00101157 is not listed on IDEAS
- Manuel S. Santos, 2000.
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**Accuracy of Numerical Solutions using the Euler Equation Residuals**," Econometrica, Econometric Society, vol. 68(6), pages 1377-1402, November. - Willi Semmler & Lars Grüne & Marleen Stieler, 2013.
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**Using Nonlinear Model Predictive Control for Dynamic Decision Problems in Economics**," EcoMod2013 5782, EcoMod. - Cuong Le Van & Lisa Morhaim, 2006.
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**On optimal growth models when the discount factor is near 1 or equal to 1**," International Journal of Economic Theory, The International Society for Economic Theory, vol. 2(1), pages 55-76.

- Cuong Le Van & Lisa Morhaim, 2006.
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**On optimal growth models when the discount factor is near 1 or equal to 1**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00096034, HAL.

- Cuong Le Van & Lisa Morhaim, 2006.
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- Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco & Schorfheide, Frank, 2015.
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**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.
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**Solution and Estimation Methods for DSGE Models**," NBER Working Papers 21862, National Bureau of Economic Research, Inc.

- Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016.
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- Yuichiro Waki & Kenichi Fukushima, 2011.
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**A polyhederal approximation approach to concave numerical dynamic programming**," 2011 Meeting Papers 689, Society for Economic Dynamics.

- Fukushima, Kenichi & Waki, Yuichiro, 2013.
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**A polyhedral approximation approach to concave numerical dynamic programming**," Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2322-2335.

- Fukushima, Kenichi & Waki, Yuichiro, 2013.
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- repec:hal:journl:halshs-00096034 is not listed on IDEAS
- Michael Reiter, 2000.
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**Estimating The Accuracy Of Numerical Solutions To Dynamic Optimization Problems**," Computing in Economics and Finance 2000 254, Society for Computational Economics. - Mitra, Tapan & Privileggi, Fabio, 2003.
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**Cantor Type Invariant Distributions in the Theory of Optimal Growth under Uncertainty**," Working Papers 03-09, Cornell University, Center for Analytic Economics. - Raahauge, Peter, 2006.
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**Upper Bounds on Numerical Approximation Errors**," Working Papers 2004-4, Copenhagen Business School, Department of Finance. - Grune, Lars & Semmler, Willi, 2004.
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**Using dynamic programming with adaptive grid scheme for optimal control problems in economics**," Journal of Economic Dynamics and Control, Elsevier, vol. 28(12), pages 2427-2456, December. - Willi Semmler & Lars GrÃ¼ne, 2004.
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**Asset Pricing with Delayed Consumption Decisions**," Computing in Economics and Finance 2004 59, Society for Computational Economics. - Maldonado, Wilfredo L. & Moreira, Humberto Luiz Ataíde, 2006.
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**Solving Euler Equations: Classical Methods and the C^1 Contraction Mapping Method Revisited**," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 60(2), September.