A. Ronald Gallant

Duke University

100 Fuqua Drive

Durham, NC 27708-0204

United States

New York University (NYU)

Bobst Library, E-resource Acquisitions

20 Cooper Square 3rd Floor

New York, NY 10003-711

United States

SCHOLARLY PAPERS

4

DOWNLOADS

324

CITATIONS

4

Scholarly Papers (4)

Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors

Economic Research Initiatives at Duke Working Paper No. 86
Number of pages: 17 Posted: 15 Dec 2010
University of California, Santa Cruz, University of Pennsylvania - Department of Economics, Duke University and Federal Reserve Bank of Atlanta - Research Department
Downloads 191 (157,286)
Citation 3

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CUDA, Dynamic Programming, Parallelization, Growth Model, Business Cycles

Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors

NBER Working Paper No. w15909
Number of pages: 13 Posted: 19 Apr 2010
University of California, Santa Cruz, University of Pennsylvania - Department of Economics, Duke University and Federal Reserve Bank of Atlanta - Research Department
Downloads 32 (466,613)

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Can We Explain the Sign-Switching Behavior of Cross-Country Interest Rate Correlations?

Number of pages: 79 Posted: 16 Mar 2010 Last Revised: 23 Jan 2011
Dong-Hyun Ahn, In Seok Baek and A. Ronald Gallant
Seoul National University - School of Economics, Samsung Asset Management and Duke University
Downloads 66 (342,013)

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international term structure models, sign-switching correlation, monetary policies, business cycles, efficient method of moments, reprojection

3.

Measuring Ambiguity Aversion

FEDS Working Paper No. 2015-105
Number of pages: 48 Posted: 25 Nov 2015
A. Ronald Gallant, Mohammad R. Jahan-Parvar and Hening Liu
Duke University, Board of Governors of the Federal Reserve System and University of Manchester - Alliance Manchester Business School
Downloads 35 (442,256)

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Ambiguity aversion, Bayesian estimation, Equity premium puzzle, Markov switching

4.

Generalized Method of Moments with Latent Variables

CEPR Discussion Paper No. DP9692
Number of pages: 45 Posted: 22 Oct 2013
A. Ronald Gallant, Raffaella Giacomini and Giuseppe Ragusa
Duke University, University College London - Department of Economics and University of Pisa - Department of Economics and Management
Downloads 0 (666,167)
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particle filter, Structural models