Zobrazeno 1 - 10
of 85
pro vyhledávání: '"Lilia Maliar"'
Publikováno v:
Journal of Monetary Economics. 122:76-101
We introduce a unified deep learning method that solves dynamic economic models by casting them into nonlinear regression equations. We derive such equations for three fundamental objects of economic dynamics – lifetime reward functions, Bellman eq
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5e80b864bd2739499c8fdaa5b3ebb80c
https://doi.org/10.1016/j.jmoneco.2021.07.004
https://doi.org/10.1016/j.jmoneco.2021.07.004
Publikováno v:
Computational Economics. 58:1263-1288
We perform a comparison of Matlab, Python and Julia as programming languages to be used for implementing global nonlinear solution techniques. We consider two popular applications: a neoclassical growth model and a new Keynesian model. The goal of ou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::84704737105f4259840e5665bd4c336d
https://doi.org/10.1007/s10614-020-09983-3
https://doi.org/10.1007/s10614-020-09983-3
Publikováno v:
Quantitative Economics. 11:1289-1323
We study a class of infinite-horizon nonlinear dynamic economic models in which preferences, technology and laws of motion for exogenous variables can change over time either deterministically or stochastically, according to a Markov process with tim
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0353c2f489c8a621c2e47374e7fd9a42
https://doi.org/10.3982/qe1360
https://doi.org/10.3982/qe1360
Autor:
Arka Prava Bandyopadhyay, Lilia Maliar
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f93688332741ac145a032e8e1338a8ce
https://doi.org/10.2139/ssrn.4191586
https://doi.org/10.2139/ssrn.4191586
Autor:
Lilia Maliar, Christopher Naubert
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bd86d2b3f081a56fec52d8c9c89f5179
https://doi.org/10.2139/ssrn.4043648
https://doi.org/10.2139/ssrn.4043648
Publikováno v:
Economics Letters. 220:110844
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a6ddba1396c00b09d67885c6c82b9f7a
https://doi.org/10.1016/j.econlet.2022.110844
https://doi.org/10.1016/j.econlet.2022.110844
Autor:
Lilia Maliar, Serguei Maliar
Publikováno v:
SSRN Electronic Journal.
We introduce a deep learning classification (DLC) method for analyzing equilibrium in discrete-continuos choice dynamic models. As an illustration, we apply the DLC method to solve a version of Krusell and Smith's (1998) heterogeneous-agent model wit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a92a039788c6f576f9baa6bdf426960f
https://doi.org/10.2139/ssrn.3870976
https://doi.org/10.2139/ssrn.3870976
Autor:
Lilia Maliar, Serguei Maliar
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9991c59043eda95a3e871db4541b6d96
https://doi.org/10.2139/ssrn.3758315
https://doi.org/10.2139/ssrn.3758315
Publikováno v:
Quantitative Economics. 8:851-893
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cdd7aef2ccc56a96ae1498ba01d59325
https://doi.org/10.3982/qe329
https://doi.org/10.3982/qe329