“Statistical Approximation of High-Dimensional Climate Models” (with Alena Miftakhova, Thomas S. Lonttzek, and Karl Schmedders). Journal of Econometrics, January-2020. (pdf)
“The Social Cost of Carbon with Economic and Climate Risks” (with Yongyang Cai and Thomas S. Lontzek). Journal of Political Economy, December-2019. (Acknowledged as co-author in lead footnote.) (pdf)
“Dynamic stochastic games with random moves” (with Uli Doraszelski). Quantitative Marketing and Economics, March-2019. (pdf)
“Solving an Incomplete Markets Model With a Large Cross-Section of Agents” (with Thomas M. Mertens). Journal of
Economic Dynamics & Control 91 (2018) 349–368. DOI: 10.1016/j.jedc.2018.01.025 (pdf)
“Notes and Comments: Lower Bounds on Approximation Errors to Numerical Solutions of Dynamic Economic Models” (with Lilia Maliar and Serguei Maliar). Econometrica, Vol. 85, No. 3 (May, 2017), 991–1012. DOI: 10.3982/ECTA12791 (pdf)
“Computing Equilibria of Dynamic Games” (with Sevin Yeltekin and Yongyang Kai). Operations Research, Vol. 65, No. 2, March–April 2017, pp. 337–356. DOI: 0.1287/opre.2016.1572 (pdf)
“How to Solve Dynamic Stochastic Models Computing Expectations Just Once” (with Lilia Maliar, Serguei Maliar, and Inna Tsener).
Quantitative Economics 8 (2017), 851–893. DOI: 10.3982/QE329 (pdf)
“The Social Cost of Carbon with Economic and Climate Risk” (with Yongyang Cai, and Thomas S. Lontzek). Economics Working Paper, 2017, 18113. (pdf)
“A nonlinear certainty equivalent approximation method for dynamic stochastic problems” (with Yongyang Cai, and Jevgenijs Steinbuks). Quantitative Economics, 2017, 8, 117-147. (pdf)
“Stabilized Optimization Via an NCL Algorithm” (with Ding Ma, Dominique Orban, and Michael A. Saunders). In: Al-Baali, M., Grandinetti, L., Purnama, A. (eds) Numerical Analysis and Optimization. NAO 2017. Springer Proceedings in Mathematics & Statistics, vol 235. Springer, Cham. DOI: 10.1007/978-3-319-90026-1_8 (pdf)
“A Nonlinear Programming Method for Dynamic Programming” (with Yongyang Cai, Thomas S. Lontzek, Valentina Michelangeli, and Che-Lin Su). In Macroeconomic Dynamics, 2016, DOI:10.1017/S1365100515000528. (pdf)
“Big Data Techniques as a Solution to Theory Problems” (with Richard W. Evans and Kramer Quist). Chapter 10 of R. Arora (ed.), Conquering Big Data with High Performance Computing, Sprinter International Publishing Switzerland 2016. DOI: 10.1007/978-3-319-33742-5_10. (pdf)
“A note on determining viable economic states in a dynamic model of taxation” (with Jacek B. Krawczyk). Macroeconomic Dynamics, 2016, 20, 4606-4611. DOI: 10.1017/S1365100514000868 (pdf)
“Merging simulation and projection approaches to solve high-dimensional problems with an application to a new Keynesian model” (with Lilia Maliar and Serguei Maliar). Quantitative Economics 6 (2015), 1–47. DOI: 10.3982/QE364 (pdf)(informative footnote on p.43)
“Stochastic integrated assessment of climate tipping points indicates the need for strict climate policy” (with Yongyang Cai, Timothy M. Lenton, and Thomas S. Lontzek). Nature Climate Change, March-2015, 5. DOI 10.1038/NCLIMATE2570 (pdf)
“Environmental tipping points significantly affect the cost-benefit assessment of climate policies” (with Yongyang Cai, Timothy M. Lenton, Thomas S. Lontzek, and Daiju Narita). The Proceedings of the National Academy of Sciences, April-2015, 112 (15) 4606-4611. (pdf)(supplement)
“Dynamic programming with Hermite approximation” (with Yongyang Cai). Mathematical Methods of Operations Research (2015) 81:245–267. DOI: 10.1007/s00186-015-0495-z. (pdf)
“Solving dynamic programming problems on a computational grid” (with Yongyang Cai, Greg Thain, and Stephen J. Wright). Computational Economics, February-2014, 45 (261-284). DOI: 10.1007/s10614-014-9419-x. (pdf)
“Advances in Numerical Dynamic Programming and New Applications” (with Yongyang Cai). Chapter 8, Handbook of Computational Economics, Volume 3 (2014). DOI: 10.1016/B978-0-444-52980-0.00008-6 (pdf)
“Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain” (with Lilia Maliar, Serguei Maliar, and Rafael Valero). Journal of Economic Dynamics & Control 44 (2014) 92–123. DOI: 10.1016/j.jedc.2014.03.003. (pdf)
“Finding all pure-strategy equilibria in games with continuous strategies” (with Philipp Renner and Karl Schmedders). Quantitative Economics 3 (2012), 289–331. (pdf)
“Shape-preserving dynamic programming” (with Yongyang Cai). Mathematical Methods of Operations Research, 2012, 77 (3), 407-421. (pdf)
“Open science is necessary” (with Yongyang Cai and Thomas S. Lontzek). Nature Climate Change, May-2012, 2 (5) 299. (pdf)
“Dynamic programming with shape-preserving rational spline Hermite interpolation” (with Yongyang Cai). Economics Letters, 2012, 117 (1) 161-164. (pdf)
“Avoiding the curse of dimensionality in dynamic stochastic games” (with Ulrich Doraszelski). Quantitative Economics 3 (2012), 53–93. (pdf)
“Constrained Optimization Approaches to Estimation of Structural Models” (with Che-Lin Su). Econometrica, Vol. 80, No. 5 (September, 2012), 2213–2230. DOI: 10.3982/ECTA7925 (pdf)
“Computational suite of models with heterogeneous agents II: Multi-country real business cycle models” (with Wouter J. Den Hann, and Michel Juillard) Journal of Economic Dynamics and Control, 2011, 35 (2), 175-17. (pdf)
“The Importance of Asymmetric Tax Policy and the Dangers of Aggregation”. Journal of Money, Credit and Banking; August-2011, 43 (5) 175-205. (pdf)
“Solving the multi-country real business cycle model using ergodic set methods” (with Serguei Maliar Lilia Maliar). Journal of Economic Dynamics and Control, 2011, 35 (2) 207-228. (pdf)
“Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models” (with Lilia Maliar and Serguei Maliar). Quantitative Economics 2 (2011), 173–210. (pdf)
“Preface to the Special Issue on Computational Economics” (with Garrett van Ryzin). Operations Research Vol. 58, No. 4, Part 2 of 2, July–August 2010, pp. 1035–1036. Doi 10.1287/opre.1100.0842 (pdf)
“Bond Ladders and Optimal Portfolios,” (with Felix Kubler and Karl Schmedders) Review of Financial Studies, 2011, 24 (12) 4123-4166. (pdf)
“Stable and efficient computational methods for dynamic programming” (with Yongyang Cai). Journal of the European Economic Association, 2010, 8(2-3), 626-634. (pdf)
“Equilibrium open interest” (with Dietmar P.J. Leisen), Journal of Economic Dynamics and Control, December-2010, 34 (12) 2578-2600. (pdf)
“Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty” (with Wouter J. Den Hann and Michel Juillard). Journal of Economic Dynamics and Control, 2010, 34 (1) 1-3. (pdf)
“Harnessing Parallelism in Multicore Clusters with the All-Pairs and Wavefront Abstractions” (with Li Yu, Christopher Moretti, Scott Emrich, and Douglas Thain), 2009. (pdf)
“Harnessing parallelism in multicore clusters with the All-Pairs, Wavefront, and Makeflow abstractions” (with Li Yu, Christopher Moretti, Andrew Thrasher, Scott Emrich, and Douglas Thain) Cluster Comput (2010) 13: 243–256 DOI 10.1007/s10586-010-0134-7 (pdf)
“Comments on Prof. Mirowski’s ‘Markets Come to Bits: Evolution, Computation and Markomata in Economic Science”. Journal of Economic Behavior & Organization, June-2007, 63 (2) 262-265. (pdf)
“Reply to ‘Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment” (with Felix Kubler and Karl Schmedders). Finance Research Letters, June-2006, 3 (2), 102-105. (pdf)
“Preface”, (with Leigh Tesfatsion and Kenneth L Judd, Editor(s). Handbook of Computational Economics, May- 2006, 2, 11-15. (pdf)
“Special issue on Mathematical Programming” (with Michael Ferris and Berc Rustem). Journal of Economic Dynamics and Control, 2004, 28 (7), 1227.
“Computationally Intensive Analyses in Economics” (with Leigh Tesfatsion, Editor). Handbook of Computational Economics, Elsevier, 2006, 2, 881-893. (pdf)
“The parametric path method: an alternative to Fair-Taylor and L-B-J for solving perfect foresight models”. Journal of Economic Dynamics and Control, August-2002, 26 (9-10), 1557-1583. (pdf)
“Computing equilibria in infinite-horizon finance economies: The case of one asset,” (with Felix Kubler and Karl Schmedders). Journal of Economic Dynamics and Control, 2000, 24 (5-7) 1047-1078. (pdf)
“Solving a savings allocation problem by numerical dynamic programming with shape-preserving interpolation” (with Sheng-Pen Wang). Computers & Operations Research, 2000, 27 (5) 399-408. (pdf)
“Asset market equilibrium with general tastes, returns, and informational asymmetries,” (with Antonio E. Bernardo). Journal of Financial Markets, 2000, 3 (1), 17-43. (pdf)
“Stable and Efficient Computational Methods for Dynamic Programming,” (with Yongyang Cai). Journal of the European Economic Association, 8 (2-3), 626-634. (pdf)
“Computing Supergame Equilibria,” (with James Conklin and Sevin Yeltekin). Econometrica, July-2003, 71, 1239-1254. (pdf)
“Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents,” (with Felix Kubler, and Karl Schmedders). Journal of Finance, October-2003, 58 (5), 2203-2217. (pdf)
“Computational Methods for Dynamic Equilibria with Heterogeneous Agents” (with Felix Kubler and Karl Schmedders). In Mathias Dewatripont, Lars Peter Hansen, and Stephen Turnovsky, eds., Advances in Economics and Econometrics. Cambridge University Press, 2003, pp. 243-290. (postscript)(pdf)
Slides shown at the World Congress presentation (postscript)(pdf)
“Closed-Loop Equilibrium in a Multi-Stage Innovation Race”. Economic Theory, 2003, 21 673-695. (pdf)
“Parametric Path Method: An Alternative to Fair-Taylor and L-B-J for Solving Perfect Foresight Models”. Journal of Economic Dynamics and Control, August-2002, 26 (9-10) 1557-1583. (working paper version: pdf)
“Capital-Income Taxation with Imperfect Competition”. American Economic Review, May-2002, 92 (2) 417-421. (pdf)
“Asymptotic Methods for Asset Market Equilibrium Analysis” (with Sy-Ming Guu ). Economic Theory, 2001, 18 127-157. (pdf)(.nb file of the Mathematica Notebook)(pdf version of Mathematica Notebook)
“Computation and economic theory: Introduction”. Economic Theory, 2001, 18 (1) 1-6. (pdf)
“The Impact of Tax Reform in Modern Dynamic Economies” in Kevin A. Hassett, R. Glenn Hubbard (eds.). Transition Costs of Fundamental Tax Reform (Washington, D.C.: AEI Press, 2001) pp. 5-53. (pdf)
“Asset Market Equilibrium with General Tastes, Returns, and Informational Asymmetries,” (with Antonio Bernardo). Journal of Financial Markets, 2000, 1 17-43. (pdf)
“Computing Equilibria in Infinite-Horizon Finance Economies: The Case of One Asset” (with Felix Kubler, and Karl Schmedders). Journal of Economic Dynamics and Control, 2000, 24 (5-7), 1047-1078. (pdf)
“Solving a savings allocation problem by numerical dynamic programming with shape-preserving interpolation” (with Sheng-Pen Wang). Computers and Operations Research, April-2000, 27 (5), 399-408. (pdf)
“Optimal Taxation and Spending in General Competitive Growth Models”. Journal of Public Economics, January-1999, 71 1-26. (pdf)
“The Impact of Portfolio Constraints in Infinite-horizon Incomplete-markets Models,” with F. Kubler and K. Schmedders. In P.J.J. Herings, A.J.J. Talman and G. van der Laan (eds.): The Theory of Markets, (North-Holland, 1999). (pdf)
“Algorithms and Economic Dynamics”. Journal of Economic Dynamics and Control, 1998, 22 (8-9), 1167-1168. (pdf)
“Taxes, Uncertainty, and Human Capital”. American Economic Review, May-1998, 88 289-292. (pdf)
“Asymptotic Methods for Aggregate Growth Models” (with Sy-ming Guu). Journal of Economic Dynamics and Control, June-1997, 21 (6), 1025-1042. (pdf)
“Computational Economics and Economic Theory: Complements or Substitutes?”. Journal of Economic Dynamics and Control, 1997, 21 (6), 907-942. (pdf)
“Solving Large-Scale Rational-Expectations Models,” (with Jess Gaspar). Macroeconomic Dynamics, 1997, 1 45-75. (pdf)
“Approximation, Perturbation, and Projection Solution Methods in Economics”. Handbook of Computational Economics. 1996. (pdf)
“Price and Quality in a New Product Monopoly” (with Michael Riordan). Review of Economic Studies, October 1994, 61 (4), 773-789. (pdf)
“Credible Spatial Preemption”. In Jacques-Francois Thisse, and George Norman, eds. (Aldershot, U.K.: Elgar). The Economics of Product Differentiation, 1985, 16 (2) 153-166. (pdf)
“Perturbation Solution Methods for Economic Growth Models” (with Sy-Ming Guu), in Hal Varian ed., Economic and Financial Modelling with Mathematica, (Springer-Verlag Publishers: New York, Dec-1992, pp. 80-103. (pdf)
“Projection Methods for Solving Aggregate Growth Models,” Journal of Economic Theory, December-1992, 58 410-452. (pdf)
“Cyclical and Chaotic Behavior in a General Equilibrium Model of Innovation,” (with Ray Deneckere), in Jess Benhabib, ed., Cycles and Chaos in Economic Equilibrium, (Princeton University Press: Princeton, 1992). (pdf)
“Observable Contracts: Strategic Delegation and Cooperation,” (with Chaim Fershtman and Ehud Kalai). International Economic Review, August-1991, 32 (3) 551-559. (pdf)
“A Review of Recursive Methods in Economic Dynamics”. Journal of Economic Literature, March-1991, 29 (1), 69-77. (pdf)
“Taxation and Uncertainty” (with David S. Bizer). American Economic Review, May-1989, 78 331-336. (pdf)
“Capital Market Imperfections and Tax Policy Analysis in the Life Cycle Model” (with Glenn Hubbard). Annales d’Economie et de Statistique, Jan.-Mar 1988, 0 (9) 111-139. (pdf)
“Equilibrium Managerial Incentives in Oligopoly” (with Chaim Fershtman). American Economic Review, December-1987, 77 927-940. (pdf) (Corrigendium)
“Social Security and Individual Welfare: Precautionary Saving, Liquidity Constraints and the Payroll Tax” (with R. Glenn Hubbard). American Economic Review, September-1987, 77 630-646. (pdf)
“The Welfare Cost of Factor Taxation in a Perfect Foresight Model”. Journal of Political Economy, August-1987, 95 (4) 675-709. (pdf)
“Effects of Capital Gains Taxation on Life-Cycle Investment and Portfolio Management” (with Yves Balcer). Journal of Finance, July-1987, 42 (3), 743-757. (pdf)
“Debt and Distortionary Taxation in a Simple Perfect Foresight Model”. Journal of Monetary Economics, July-1987, 20 (1), 51-72. (pdf)
“A Dynamic Theory of Factor Taxation”. American Economic Review, May-1987, 77 42-48. (pdf)
“Liquidity Constraints, Fiscal Policy, and Consumption,” (with R. Glenn Hubbard). Brookings Papers on Economic Activity, 1986, 1 (1) 1-51. (pdf)
“Dynamic Limit Pricing and Internal Finance: A Reformulation of Gaskins’ Model” (with Bruce Petersen). Journal of Economic Theory, 1986, 39 (2), 368-399. (pdf)
“Redistributive Taxation in a Perfect Foresight Model” Journal of Public Economics, October-1985, 28 59-84. Reprinted in “The Distribution of Tax Burdens,” by Fullerton, D, and G. E. Metcalf, Edgar Elgar (2002). (pdf)
“Credible Spatial Preemption”. Rand Journal of Economics, 1985, 16 (2), 153-166. (pdf)
“Short-run Analysis of Fiscal Policy in a Simple Perfect Foresight Model”. Journal of Political Economy, April 1985, 93 (21), 298-319. (pdf)
“On The Performance of Patents”. Econometrica, May-1985, 53 (3), 567-586. (pdf)
“The Law of Large Numbers with a Continuum of I.I.D. Random Variables”. Journal of Economic Theory, February-1985, 35 (1), 19-25. (pdf)
“Marginal Excess Burden in a Dynamic Economy”. Economic Letters, 1985, 18 (2-3), 213-216. (pdf)
“Equilibrium Price Dispersion” (with Kenneth Burdett). Econometrica, July-1983, 51 (4) 955-970. (pdf)
“Tariffs, Technology Transfers, and Welfare” (with Robert C. Feenstra). Journal of Political Economy, December-1982, 90 (6), 1142-1165. (pdf)
“An Alternative to Steady State Analysis in Perfect Foresight Models”. Economics Letters, 1982, 10 55-59. (pdf)
“A Note on the Core of the Overlapping Generations Model” (with Ken Hendricks, s, and D. Kovenock). Economics Letters, 1980, 6 95-97. (pdf)