Lilia Maliar              Skip to Content           Lilia Maliar      Submit            CV.pdf  Publications Codes Contact      Lilia Maliar     CURRENT RESEARCH:

   Kenneth L. Judd, Lilia Maliar and Serguei Maliar, (2012). “Merging Simulation and Projection Aproaches to Solve High-Dimensional Problems”, NBER 18501, revise and resubmit to Econometrica. 

  - TEACHING MATERIAL (2-hour presentation - includes New Keynesian Model with ZLB) 

 - Earlier version (2011),  Includes CGA non-linear solutions to a new Keynesian model. 

 - Earlier version (2010),  A Cluster-Grid Projection Algorithm: Solving Problems with High Dimensionality, NBER15965. 

    Lilia Maliar and Serguei Maliar (2012). “Envelope Condition Method versus Endogenous Grid Method for Solving Dynamic Programming Problems”,  Economic Letters (forthcoming). 

     Kenneth L. Judd, Lilia Maliar and Serguei Maliar, (2011). “How to solve dynamic stochastic models computing expectations just once”, NBER 17418, revise and resubmit to Quantitative Economics. 

    Lilia Maliar, Serguei Maliar and Sébastien Villemot, (2011). “Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions”, DYNARE 6 and Computational Economics (forthcoming). . 

  - C++ CODE (available from the web page of Sébastien Villemot)

    Kenneth L. Judd, Lilia Maliar and Serguei Maliar, (2011). “Numerically Stable and Accurate Stochastic Simulation Methods for Solving Dynamic Models" and "Supplement", Quantitative Economics 2, 173-2010. 

  - MATLAB CODE (includes Gaussian quadrature and monomial multidimensional integration) 

 - TEACHING MATERIAL (2-hour presentation) 

    Serguei Maliar, Lilia Maliar and Kenneth L. Judd, (2011). "Solving the Multi-Country Real Business Cycle Model Using Ergodic Set Methods" JEDC 35(2), pp. 207-228, and NBER 16304. 

    Lilia Maliar, Serguei Maliar and Fernando Valli, (2010). "Solving the Incomplete Markets Model with Aggregate Uncertainty Using the Krusell-Smith Algorithm", JEDC 34, pp. 42-49.  

  - MATLAB CODE (a simple and accurate algorithm for Krusell and Smith's (1998) model) 

       

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