Publicaciones en las que colabora con SERGUEI MALIAR PUSHNOY (70)

2022

  1. Capital-skill complementarity and inequality: Twenty years after

    Economics Letters, Vol. 220

  2. Deep learning classification: Modeling discrete labor choice

    Journal of Economic Dynamics and Control, Vol. 135

2021

  1. Deep learning for solving dynamic economic models.

    Journal of Monetary Economics, Vol. 122, pp. 76-101

  2. Matlab, Python, Julia: What to Choose in Economics?

    Computational Economics, Vol. 58, Núm. 4, pp. 1263-1288

2020

  1. A tractable framework for analyzing a class of nonstationary Markov models

    Quantitative Economics, Vol. 11, Núm. 4, pp. 1289-1323

  2. When the U.S. catches a cold, Canada sneezes: A lower-bound tale told by deep learning

    Journal of Economic Dynamics and Control, Vol. 117

2017

  1. How to solve dynamic stochastic models computing expectations just once

    Quantitative Economics, Vol. 8, Núm. 3, pp. 851-893

  2. Lower Bounds on Approximation Errors to Numerical Solutions of Dynamic Economic Models

    Econometrica, Vol. 85, Núm. 3, pp. 991-1012

2016

  1. Envelope condition method with an application to default risk models

    Journal of Economic Dynamics and Control, Vol. 69, pp. 436-459

  2. Ruling Out Multiplicity of Smooth Equilibria in Dynamic Games: A Hyperbolic Discounting Example

    Dynamic Games and Applications, Vol. 6, Núm. 2, pp. 243-261

2015

  1. Merging simulation and projection approaches to solve high-dimensional problems with an application to a new Keynesian model

    Quantitative Economics, Vol. 6, Núm. 1, pp. 1-47

2014

  1. Numerical Methods for Large-Scale Dynamic Economic Models

    Handbook of Computational Economics (Elsevier B.V.), pp. 325-477

  2. Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain

    Journal of Economic Dynamics and Control, Vol. 44, pp. 92-123

2013

  1. Envelope condition method versus endogenous grid method for solving dynamic programming problems

    Working papers = Documentos de trabajo: Serie AD

  2. Envelope condition method versus endogenous grid method for solving dynamic programming problems

    Economics Letters, Vol. 120, Núm. 2, pp. 262-266

  3. Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain

    Working papers = Documentos de trabajo: Serie AD

  4. Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions

    Computational Economics, Vol. 42, Núm. 3, pp. 307-325

2012

  1. Merging simulation and projection approaches to solve high-dimensional problems

    Working papers = Documentos de trabajo: Serie AD

2011

  1. Capital-Skill Complementarity and Balanced Growth

    Economica, Vol. 78, Núm. 310, pp. 240-259

  2. Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models

    Working papers = Documentos de trabajo: Serie AD