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Supporting Papers for Presentations
“Perturbation methods for dynamic stochastic models, I and II,” Kenneth Judd, July 23, 2010.
“Modeling Long-term Valuation in Dynamic Stochastic Economies,” Lars Hansen, July 30, 2010.
- Borovicka, Jaroslav; Hansen, Lars Peter; Hendricks, Mark; Scheinkman, Jose A. (2010). “Risk Price Dynamics,” Unpublished manuscript, University of CHicago, Department of Economics.
“Methods for Solving Heterogeneous Agent Models,” Kenneth Judd, July 30, 2010.
- Judd, Kenneth; Maliar, Lilia; and Maliar, Serguei. (2009). “Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models,” NBER Working Paper No. 15296.
- Judd, Kenneth; Maliar, Lilia; and Maliar, Serguei. (2010). “A Cluster-Grid Projection Method: Solving Problems with High Dimensionality,” NBER Working Paper No. 15965.
- Maliar, Serguei, Maliar, Lilia, and Judd, Kenneth. (2010). “Solving the Multi-Country Real Business Cycle Model Using Ergodic Set Methods,” Unpublished manuscript, Hoover Institution, Stanford University.