Lilia Maliar

CUNY The Graduate Center - Department of Economics

365 Fifth Avenue, 5th Floor

New York, NY 10016

United States

SCHOLARLY PAPERS

28

DOWNLOADS

584

SSRN CITATIONS
Rank 6,732

SSRN RANKINGS

Top 6,732

in Total Papers Citations

94

CROSSREF CITATIONS

101

Scholarly Papers (28)

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.

Assessing Gains from Parallel Computation on Supercomputers

Number of pages: 12 Posted: 28 May 2013
Lilia Maliar
CUNY The Graduate Center - Department of Economics
Downloads 48 (542,514)
Citation 3

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Parallel Computation, Information transfers, Speedup, Supercomputers, OpenMP, MPI, Blacklight

4.

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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6.

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
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
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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Deep Learning Classification: Modeling Discrete Labor Choice

Number of pages: 23 Posted: 21 Jun 2021 Last Revised: 02 Aug 2022
Serguei Maliar and Lilia Maliar
Santa Clara University and CUNY The Graduate Center - Department of Economics
Downloads 26 (687,951)

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artificial intelligence, machine learning, deep learning, neural network, logistic regression, softmax regression, classification, image recognition, discrete choice, indivisible labor, intensive and extensive margins

Deep Learning Classification: Modeling Discrete Labor Choice

CEPR Discussion Paper No. DP15346
Number of pages: 26 Posted: 03 Nov 2020
Lilia Maliar and Serguei Maliar
CUNY The Graduate Center - Department of Economics and Santa Clara University
Downloads 1 (954,801)
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classification, deep learning, discrete choice, Indivisible labor, intensive and extensive margins, logistic regression, neural network

9.

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

10.

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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11.

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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12.

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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13.

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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14.

Forward Guidance: Is it Useful Away from the Lower Bound?

NBER Working Paper No. w26053
Number of pages: 52 Posted: 07 Oct 2019 Last Revised: 10 Mar 2022
Lilia Maliar and John B. Taylor
CUNY The Graduate Center - Department of Economics and Stanford University
Downloads 14 (767,475)
Citation 2

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15.

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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16.

Monetary Policy Transmission and Redistribution: A Look Under the Hatch with Tank

Number of pages: 32 Posted: 25 Feb 2022
Lilia Maliar and Christopher Naubert
CUNY The Graduate Center - Department of Economics and City University of New York (CUNY) - CUNY Graduate Center
Downloads 9 (816,879)

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C61, C63, C68, E31, E52

17.

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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18.

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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19.

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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20.

Will Artificial Intelligence Replace Computational Economists Any Time Soon?

CEPR Discussion Paper No. DP14024
Number of pages: 45 Posted: 07 Oct 2019 Last Revised: 02 Dec 2019
Lilia Maliar, Serguei Maliar and Pablo Winant
CUNY The Graduate Center - Department of Economics, Santa Clara University and Bank of England
Downloads 3 (885,490)
Citation 4
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artificial intelligence, Bellman equation, deep learning, Dynamic Models, Dynamic programming, Euler Equation, Machine Learning, neural network, stochastic gradient, value function

21.

Taylor Rules and Forward Guidance: A Rule is Not a Path

CEPR Discussion Paper No. DP13383
Number of pages: 41 Posted: 17 Dec 2018 Last Revised: 16 Aug 2020
Lilia Maliar and John B. Taylor
CUNY The Graduate Center - Department of Economics and Stanford University
Downloads 2 (899,177)
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forward guidance, New Keynesian Model

22.

Capital-Skill Complementarity and Inequality: Twenty Years after

CEPR Discussion Paper No. DP15228
Number of pages: 28 Posted: 12 Sep 2020
Lilia Maliar, Serguei Maliar and Inna Tsener
CUNY The Graduate Center - Department of Economics, Santa Clara University and Universidad de Alicante - Faculty of Economic and Business Sciences
Downloads 1 (913,786)
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capital-skill complementarity, CES production function, skill premium, skilled and unskilled labor

23.

Monetary Policy and Redistribution: A Look Under the Hatch with Tank

CEPR Discussion Paper No. DP14159
Number of pages: 53 Posted: 04 Dec 2019 Last Revised: 07 Sep 2020
Lilia Maliar and Christopher Naubert
CUNY The Graduate Center - Department of Economics and City University of New York (CUNY) - CUNY Graduate Center
Downloads 1 (913,786)
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forward guidance, New Keynesian Model, redistribution, TANK

24.

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

CEPR Discussion Paper No. DP13210
Number of pages: 34 Posted: 02 Oct 2018
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

25.

The Power of Open-Mouth Policies

CEPR Discussion Paper No. DP16262
Number of pages: 39 Posted: 14 Jul 2021
Government of Canada - Bank of Canada, CUNY The Graduate Center - Department of Economics, Santa Clara University and Stanford University
Downloads 0 (929,346)
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26.

Household Savings and Monetary Policy Under Individual and Aggregate Stochastic Volatility

CEPR Discussion Paper No. DP15614
Number of pages: 30 Posted: 01 Mar 2021
University of California, Berkeley - Department of Economics, CUNY The Graduate Center - Department of Economics, Santa Clara University and City University of New York (CUNY) - CUNY Graduate Center
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27.

When the U.S. Catches a Cold, Canada Sneezes: A Lower-Bound Tale Told by Deep Learning

CEPR Discussion Paper No. DP14025
Number of pages: 54 Posted: 07 Oct 2019 Last Revised: 02 Mar 2020
Vadym Lepetyuk, Lilia Maliar and Serguei Maliar
Universidad de Alicante, CUNY The Graduate Center - Department of Economics and Santa Clara University
Downloads 0 (929,346)
Citation 1
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central banking, clustering analysis large-scale model, deep learning, Machine Learning, neural networks, New Keynesian Model, supervised learning, ToTEM, ZLB

28.

Continuous Time Versus Discrete Time in the New Keynesian Model: Closed-Form Solutions and Implications for Liquidity Trap

CEPR Discussion Paper No. DP13384
Number of pages: 30 Posted: 17 Dec 2018
Lilia Maliar
CUNY The Graduate Center - Department of Economics
Downloads 0 (929,346)
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closed-form solution, continuous time, forward guidance, New Keynesian Model, ZLB. liquidity trap