|
2023
|
A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems
|
Quantitative Economics
|
B
|
2
|
|
2020
|
Statistical approximation of high-dimensional climate models
|
Journal of Econometrics
|
A
|
4
|
|
2018
|
Solving an incomplete markets model with a large cross-section of agents
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
2017
|
A nonlinear certainty equivalent approximation method for dynamic stochastic problems
|
Quantitative Economics
|
B
|
3
|
|
2017
|
Lower Bounds on Approximation Errors to Numerical Solutions of Dynamic Economic Models
|
Econometrica
|
S
|
3
|
|
2017
|
How to solve dynamic stochastic models computing expectations just once
|
Quantitative Economics
|
B
|
4
|
|
2014
|
Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain
|
Journal of Economic Dynamics and Control
|
B
|
4
|
|
2012
|
Dynamic programming with shape-preserving rational spline Hermite interpolation
|
Economics Letters
|
C
|
2
|
|
2012
|
OPTIMAL RULES FOR PATENT RACES
|
International Economic Review
|
B
|
3
|
|
2011
|
Computational suite of models with heterogeneous agents II: Multi-country real business cycle models
|
Journal of Economic Dynamics and Control
|
B
|
3
|
|
2011
|
Solving the multi-country real business cycle model using ergodic set methods
|
Journal of Economic Dynamics and Control
|
B
|
3
|
|
2011
|
Bond Ladders and Optimal Portfolios
|
The Review of Financial Studies
|
A
|
3
|
|
2011
|
The Importance of Asymmetric Tax Policy and Dangers of Aggregation
|
Journal of Money, Credit, and Banking
|
B
|
1
|
|
2010
|
Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty
|
Journal of Economic Dynamics and Control
|
B
|
3
|
|
2010
|
Equilibrium open interest
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
2007
|
Comments on Prof. Mirowski's "Markets Come to Bits: Evolution, Computation and Markomata in Economic Science"
|
Journal of Economic Behavior and Organization
|
B
|
1
|
|
2006
|
Equilibrium Incentives in Oligopoly: Corrigendum
|
American Economic Review
|
S
|
2
|
|
2004
|
Special issue on Mathematical Programming
|
Journal of Economic Dynamics and Control
|
B
|
3
|
|
2003
|
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents
|
Journal of Finance
|
A
|
3
|
|
2003
|
Closed-loop equilibrium in a multi-stage innovation race
|
Economic Theory
|
B
|
1
|
|
2002
|
Capital-Income Taxation with Imperfect Competition
|
American Economic Review
|
S
|
1
|
|
2002
|
The parametric path method: an alternative to Fair-Taylor and L-B-J for solving perfect foresight models
|
Journal of Economic Dynamics and Control
|
B
|
1
|
|
2001
|
Asymptotic methods for asset market equilibrium analysis
|
Economic Theory
|
B
|
2
|
|
2000
|
Computing equilibria in infinite-horizon finance economies: The case of one asset
|
Journal of Economic Dynamics and Control
|
B
|
3
|
|
1999
|
Optimal taxation and spending in general competitive growth models
|
Journal of Public Economics
|
A
|
1
|
|
1998
|
Taxes, Uncertainty, and Human Capital.
|
American Economic Review
|
S
|
1
|
|
1997
|
Asymptotic methods for aggregate growth models
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
1997
|
Computational economics and economic theory: Substitutes or complements?
|
Journal of Economic Dynamics and Control
|
B
|
1
|
|
1994
|
Price and Quality in a New Product Monopoly
|
Review of Economic Studies
|
S
|
2
|
|
1992
|
Projection methods for solving aggregate growth models
|
Journal of Economic Theory
|
A
|
1
|
|
1989
|
Taxation and Uncertainty.
|
American Economic Review
|
S
|
2
|
|
1987
|
Equilibrium Incentives in Oligopoly.
|
American Economic Review
|
S
|
2
|
|
1987
|
A Dynamic Theory of Factor Taxation.
|
American Economic Review
|
S
|
1
|
|
1987
|
Social Security and Individual Welfare: Precautionary Saving, Borrowing Constraints, and the Payroll Tax.
|
American Economic Review
|
S
|
2
|
|
1987
|
Effects of Capital Gains Taxation on Life-Cycle Investment and Portfolio Management.
|
Journal of Finance
|
A
|
2
|
|
1987
|
Debt and distortionary taxation in a simple perfect foresight model
|
Journal of Monetary Economics
|
A
|
1
|
|
1987
|
The Welfare Cost of Factor Taxation in a Perfect-Foresight Model.
|
Journal of Political Economy
|
S
|
1
|
|
1986
|
Liquidity Constraints, Fiscal Policy, and Consumption
|
Brookings Papers on Economic Activity
|
B
|
2
|
|
1986
|
Dynamic limit pricing and internal finance
|
Journal of Economic Theory
|
A
|
2
|
|
1985
|
Marginal excess burden in a dynamic economy
|
Economics Letters
|
C
|
1
|
|
1985
|
The law of large numbers with a continuum of IID random variables
|
Journal of Economic Theory
|
A
|
1
|
|
1985
|
Redistributive taxation in a simple perfect foresight model
|
Journal of Public Economics
|
A
|
1
|
|
1985
|
Short-run Analysis of Fiscal Policy in a Simple Perfect Foresight Model.
|
Journal of Political Economy
|
S
|
1
|
|
1982
|
Tariffs, Technology Transfer, and Welfare.
|
Journal of Political Economy
|
S
|
2
|
|
1982
|
An alternative to steady-state comparisons in perfect foresight models
|
Economics Letters
|
C
|
1
|
|
1980
|
A note on the core of the overlapping generations model
|
Economics Letters
|
C
|
3
|