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| * J. Kim, H. Kim, R. Kollmann "Applying perturbation methods to incomplete market models with exogenous borrowing constraints" attachment:KIM_KIM_KOLLMANN-PROBLEM-C.pdf -- MichelJuillard [[DateTime(2007-06-10T15:09:36Z)]] * D. Krueger, F. Kubler, B. Malin "Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Applications of Smolyak’s Method" attachment:KKM_Results_082107.pdf -- MichelJuillard [[DateTime(2007-08-22T02:04:56Z)]] * L. Mailar, S. Mailar "Comparing numerical solutions of models with heterogeneous agents (Model A): a simulation - based parameterized expectations algorithm" attachment:maliars.pdf -- MichelJuillard [[DateTime(2007-08-22T02:04:56Z)]] |
* J. Kim, H. Kim, R. Kollmann "Applying perturbation methods to incomplete market models with exogenous borrowing constraints" attachment:KIM_KIM_KOLLMANN-PROBLEM-C.pdf * D. Krueger, F. Kubler, B. Malin "Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Applications of Smolyak’s Method" attachment:KKM_Results_082107.pdf * L. Maliar, S. Maliar "Comparing numerical solutions of models with heterogeneous agents (Model A): a simulation - based parameterized expectations algorithm" attachment:maliar_ModelA2007.pdf attachment:maliars.pdf * L. Maliar, S. Maliar, F. Valli "Comparing numerical solutions of models with heterogeneous agents (Models B): a grid-based Euler equation algorithm" attachment:maliar_ModelB2007.pdf |
Paper prepared for the Paris conference
August 31-September 1st, in Paris
Presentations
- K. Judd slides: attachment:judd.pdf
- An expanded version of Ken's talk presented at CEF2006 in Cyprus attachment:judd_cyprus.pdf
- J. Kim and R. Kollmann slides for problem A: attachment:SLIDES_KIM_KIM_KOLLMANN_problemA_sept_1_2007.pdf
- B. Malin slides: attachment:malin.pdf
L. Maliar and S. Maliar slides for problem A: attachment:maliar_SlidesModelA2007.pdf
- M. Juillard slides: attachment:juillard.pdf
- J.Kim and R. Kollmann slides for problem B: attachment:SLIDES_KIM_KIM_KOLLMANN_problem_B_Sept_1_2007.pdf
- E. Young slides: attachment:young.pdf
L. Maliar and S. Maliar slides for problem B: attachment:maliar_SlidesModelB2007.pdf
Papers
- J. Kim, H. Kim, R. Kollmann "Solving a Multi-Country RBC Model Using Sims' Second-Order Accurate Algorithm" attachment:Kim_Kim_Kollmann_problem_A_august15_2007.pdf attachment:KIM_KIM_KOLLMANN_PROBLEM_A_may18_2007.pdf
- J. Kim, H. Kim, R. Kollmann "Applying perturbation methods to incomplete market models with exogenous borrowing constraints" attachment:KIM_KIM_KOLLMANN-PROBLEM-C.pdf
- D. Krueger, F. Kubler, B. Malin "Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Applications of Smolyak’s Method" attachment:KKM_Results_082107.pdf
L. Maliar, S. Maliar "Comparing numerical solutions of models with heterogeneous agents (Model A): a simulation - based parameterized expectations algorithm" attachment:maliar_ModelA2007.pdf attachment:maliars.pdf
L. Maliar, S. Maliar, F. Valli "Comparing numerical solutions of models with heterogeneous agents (Models B): a grid-based Euler equation algorithm" attachment:maliar_ModelB2007.pdf