Publicacions en col·laboració amb investigadors/es de Stanford University (10)

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

    Working papers = Documentos de trabajo: Serie AD

2012

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

    Working papers = Documentos de trabajo: Serie AD

2011

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

    Working papers = Documentos de trabajo: Serie AD

  2. Solving the multi-country real business cycle model using ergodic set methods

    Working papers = Documentos de trabajo: Serie AD