Zobrazeno 1 - 10
of 83
pro vyhledávání: '"Serguei 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
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
Publikováno v:
Journal of Economic Dynamics and Control. 117:103926
The Canadian economy was not initially hit by the 2007-2009 Great Recession but ended up having a prolonged episode of the effective lower bound (ELB) on nominal interest rates. To investigate the Canadian the ELB experience, we build a “baby” To
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a27a16be19c07d9fbb3116c0b7419c93
https://doi.org/10.1016/j.jedc.2020.103926
https://doi.org/10.1016/j.jedc.2020.103926
Autor:
Lilia Maliar, Serguei Maliar
Publikováno v:
Quantitative Economics. 6:1-47
We introduce a numerical algorithm for solving dynamic economic models that merges stochastic simulation and projection approaches: we use simulation to approximate the ergodic measure of the solution, we cover the support of the constructed ergodic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::77feb366969db8b04d5c7d44a4cc515f
https://doi.org/10.3982/qe364
https://doi.org/10.3982/qe364
Publikováno v:
RUA. Repositorio Institucional de la Universidad de Alicante
Universidad de Alicante (UA)
Universidad de Alicante (UA)
We propose a novel methodology for evaluating the accuracy of numerical solutions to dynamic economic models. It consists in constructing a lower bound on the size of approximation errors. A small lower bound on errors is a necessary condition for ac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::71043853317ce87b875db3fe677961c0
https://hdl.handle.net/10045/68361
https://hdl.handle.net/10045/68361
