Serguei Maliar

Universidad de Alicante - Departamento de Fundamentos del Analisis Economico

Campus de San Vicente

Ap. Correos 99

03080 Alicante

Spain

Stanford University - Department of Economics

Visiting Associate Professor of Economics

Landau Economics Building

579 Serra Mall

Stanford, CA 94305-6072

United States

SCHOLARLY PAPERS

16

DOWNLOADS

479

SSRN CITATIONS
Rank 8,650

SSRN RANKINGS

Top 8,650

in Total Papers Citations

50

CROSSREF CITATIONS

98

Scholarly Papers (16)

1.

Envelope Condition Method versus Endogenous Grid Method for Solving Dynamic Programming Problems

Number of pages: 25 Posted: 01 Jan 2013
Lilia Maliar and Serguei Maliar
CUNY The Graduate Center - Department of Economics and Universidad de Alicante - Departamento de Fundamentos del Analisis Economico
Downloads 91 (390,943)
Citation 6

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Numerical dynamic programming, Value function iteration, Endogenous grid, Envelope condition, Curse of dimensionality, Large scale

2.

Envelope Condition Method with an Application to Default Risk Models

Number of pages: 43 Posted: 23 Jul 2014
Federal Reserve Bank of Minneapolis, CUNY The Graduate Center - Department of Economics, Universidad de Alicante - Departamento de Fundamentos del Analisis Economico and Cornell University - Department of Economics
Downloads 87 (401,854)
Citation 10

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Dynamic programming; Value function iteration; Bellman equation; Endogenous grid; Envelope condition; Curse of dimensionality; Large scale; Sovereign debt; Default risk

3.

How to Solve Dynamic Stochastic Models Computing Expectations Just Once

NBER Working Paper No. w17418
Number of pages: 28 Posted: 06 Oct 2011 Last Revised: 06 Aug 2022
Kenneth L. Judd, Lilia Maliar and Serguei Maliar
Stanford University - The Hoover Institution on War, Revolution and Peace, CUNY The Graduate Center - Department of Economics and Universidad de Alicante - Departamento de Fundamentos del Analisis Economico
Downloads 48 (542,514)
Citation 6

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Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain

Number of pages: 47 Posted: 07 Aug 2013 Last Revised: 16 Aug 2013
Stanford University - The Hoover Institution on War, Revolution and Peace, CUNY The Graduate Center - Department of Economics, Universidad de Alicante - Departamento de Fundamentos del Analisis Economico and Universidad de Alicante
Downloads 30 (657,982)

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Smolyak method, sparse grid, adaptive domain, projection, anisotropic grid, collocation, high-dimensional problem

Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain

NBER Working Paper No. w19326
Number of pages: 48 Posted: 17 Aug 2013 Last Revised: 23 Apr 2022
Stanford University - The Hoover Institution on War, Revolution and Peace, CUNY The Graduate Center - Department of Economics, Universidad de Alicante - Departamento de Fundamentos del Analisis Economico and Universidad de Alicante
Downloads 14 (794,986)
Citation 16

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5.

Lower Bounds on Approximation Errors: Testing the Hypothesis That a Numerical Solution Is Accurate

Number of pages: 50 Posted: 22 Aug 2014
Kenneth L. Judd, Lilia Maliar and Serguei Maliar
Stanford University - The Hoover Institution on War, Revolution and Peace, CUNY The Graduate Center - Department of Economics and Universidad de Alicante - Departamento de Fundamentos del Analisis Economico
Downloads 43 (566,796)

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approximation errors; best case scenario, error bounds, Euler equation residuals; accuracy; numerical solution; algorithm; new Keynesian model

A Tractable Framework for Analyzing a Class of Nonstationary Markov Models

Number of pages: 63 Posted: 07 Mar 2015 Last Revised: 12 Apr 2015
Lilia Maliar, Serguei Maliar, John B. Taylor and Inna Tsener
CUNY The Graduate Center - Department of Economics, Universidad de Alicante - Departamento de Fundamentos del Analisis Economico, Stanford University and Universidad de Alicante - Faculty of Economic and Business Sciences
Downloads 33 (637,484)
Citation 1

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nonstationary models, unbalanced growth, time varying transition probabilities, time varying parameters, anticipated shock, shooting method, parameter shift, parameter drift, regime switch, stochastic volatility, capital augmenting, seasonality, Fair and Taylor, extended path, Smolyak method

A Tractable Framework for Analyzing a Class of Nonstationary Markov Models

NBER Working Paper No. w21155
Number of pages: 64 Posted: 11 May 2015 Last Revised: 22 Apr 2022
Lilia Maliar, Serguei Maliar, John B. Taylor and Inna Tsener
CUNY The Graduate Center - Department of Economics, Universidad de Alicante - Departamento de Fundamentos del Analisis Economico, Stanford University and Universidad de Alicante - Faculty of Economic and Business Sciences
Downloads 6 (882,759)
Citation 4

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7.

Quasi-Geometric Discounting: A Closed-Form Solution Under the Exponential Utility Function

Number of pages: 6 Posted: 03 May 2004
Lilia Maliar and Serguei Maliar
CUNY The Graduate Center - Department of Economics and Universidad de Alicante - Departamento de Fundamentos del Analisis Economico
Downloads 24 (683,666)

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Quasi-geometric (quasi-hyperbolic) discounting, idiosyncratic shocks, closed-form solution

8.

One-Node Quadrature Beats Monte Carlo: A Generalized Stochastic Simulation Algorithm

NBER Working Paper No. w16708
Number of pages: 24 Posted: 19 Jan 2011 Last Revised: 28 Aug 2022
Kenneth L. Judd, Lilia Maliar and Serguei Maliar
Stanford University - The Hoover Institution on War, Revolution and Peace, CUNY The Graduate Center - Department of Economics and Universidad de Alicante - Departamento de Fundamentos del Analisis Economico
Downloads 22 (699,423)

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9.

A Cluster-Grid Projection Method: Solving Problems with High Dimensionality

NBER Working Paper No. w15965
Number of pages: 51 Posted: 10 May 2010 Last Revised: 17 Aug 2022
Kenneth L. Judd, Lilia Maliar and Serguei Maliar
Stanford University - The Hoover Institution on War, Revolution and Peace, CUNY The Graduate Center - Department of Economics and Universidad de Alicante - Departamento de Fundamentos del Analisis Economico
Downloads 19 (723,476)

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10.

Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models

NBER Working Paper No. w15296
Number of pages: 53 Posted: 31 Aug 2009 Last Revised: 18 Apr 2022
Kenneth L. Judd, Lilia Maliar and Serguei Maliar
Stanford University - The Hoover Institution on War, Revolution and Peace, CUNY The Graduate Center - Department of Economics and Universidad de Alicante - Departamento de Fundamentos del Analisis Economico
Downloads 18 (731,722)
Citation 18

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11.

Solving the Multi-Country Real Business Cycle Model Using Ergodic Set Methods

NBER Working Paper No. w16304
Number of pages: 50 Posted: 30 Aug 2010 Last Revised: 21 Jul 2022
Serguei Maliar, Lilia Maliar and Kenneth L. Judd
Universidad de Alicante - Departamento de Fundamentos del Analisis Economico, CUNY The Graduate Center - Department of Economics and Stanford University - The Hoover Institution on War, Revolution and Peace
Downloads 16 (749,043)
Citation 5

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12.

Preference Shocks from Aggregation: Time Series Data Evidence

Number of pages: 14 Posted: 12 Jul 2004
Lilia Maliar and Serguei Maliar
CUNY The Graduate Center - Department of Economics and Universidad de Alicante - Departamento de Fundamentos del Analisis Economico
Downloads 12 (786,671)

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13.

Merging Simulation and Projection Approaches to Solve High-Dimensional Problems

NBER Working Paper No. w18501
Number of pages: 75 Posted: 03 Nov 2012 Last Revised: 22 Jul 2022
Kenneth L. Judd, Lilia Maliar and Serguei Maliar
Stanford University - The Hoover Institution on War, Revolution and Peace, CUNY The Graduate Center - Department of Economics and Universidad de Alicante - Departamento de Fundamentos del Analisis Economico
Downloads 7 (838,235)

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14.

Capital-Skill Complementarity and Balanced Growth

Economica, Vol. 78, No. 310, pp. 240-259, 2011
Number of pages: 20 Posted: 16 Mar 2011
Lilia Maliar and Serguei Maliar
CUNY The Graduate Center - Department of Economics and Universidad de Alicante - Departamento de Fundamentos del Analisis Economico
Downloads 4 (872,597)
Citation 2

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15.

Sovereign Risk, FDI Spillovers, and Growth

Review of International Economics, Vol. 16, Issue 3, pp. 463-477, August 2008
Number of pages: 15 Posted: 14 Jul 2008
CUNY The Graduate Center - Department of Economics, Universidad de Alicante - Departamento de Fundamentos del Analisis Economico and affiliation not provided to SSRN
Downloads 4 (872,597)

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16.

Matlab, Python, Julia: What to Choose in Economics?

CEPR Discussion Paper No. DP13210
Number of pages: 34 Posted: 02 Oct 2018
Chase Coleman, Spencer Lyon, Lilia Maliar and Serguei Maliar
New York University (NYU) - Leonard N. Stern School of Business, New York University (NYU) - Leonard N. Stern School of Business, CUNY The Graduate Center - Department of Economics and Universidad de Alicante - Departamento de Fundamentos del Analisis Economico
Downloads 1 (913,786)
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Dynamic programming, Global solution, High dimensionality, Julia, Large scale, Matlab, Nonlinear, Python, Toolkit, Value function iteration