Serguei Maliar              Skip to Content           Serguei Maliar     Submit            CV.pdf  Publications Codes Contact      Serguei Maliar      CURRENT TEACHING (Stanford University, Department of Economics):

  

  - 202N - Core Microeconomics for non-Economics Ph.D. students; 

 - 203N - Game Theory and applications for non-Economics Ph.D. students; 

 - Econ 288 - Computational Economics for Economics Ph.D. students. 

     

 CURRENT RESEARCH:

   Kenneth L. Judd, Lilia Maliar and Serguei Maliar, (2012). “Merging Simulation and Projection Aproaches to Solve High-Dimensional Problems”, NBER 18501, revise and resubmit to Econometrica. 

  - TEACHING MATERIAL (2-hour presentation - includes New Keynesian Model with ZLB) 

 - Earlier version (2011),  Includes CGA non-linear solutions to a new Keynesian model. 

 - Earlier version (2010),  A Cluster-Grid Projection Algorithm: Solving Problems with High Dimensionality, NBER15965. 

    Kenneth L. Judd, Lilia Maliar and Serguei Maliar, (2011). “How to solve dynamic stochastic models computing expectations just once”, NBER 17418. 

    Lilia Maliar, Serguei Maliar and Sébastien Villemot, (2011). “Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions”, DYNARE 6 and Computational Economics (forthcoming). . 

  - C++ CODE (available from the web page of Sébastien Villemot)

    Kenneth L. Judd, Lilia Maliar and Serguei Maliar, (2011). “Numerically Stable and Accurate Stochastic Simulation Methods for Solving Dynamic Models" and "Supplement", Quantitative Economics 2, 173-2010. 

  - MATLAB CODE (includes Gaussian quadrature and monomial multidimensional integration) 

 - TEACHING MATERIAL (2-hour presentation) 

    Serguei Maliar, Lilia Maliar and Kenneth L. Judd, (2011). "Solving the Multi-Country Real Business Cycle Model Using Ergodic Set Methods" JEDC 35(2), pp. 207-228, and NBER 16304. 

    Robert Kollmann, Serguei Maliar, Benjamin Malin and Paul Pichler, (2011). "Comparison of Solutions to the Multi-Country Real Business Cycle Model", JEDC 35(2), pp. 186-202. 

    Lilia Maliar, Serguei Maliar and Fernando Valli, (2010). "Solving the Incomplete Markets Model with Aggregate Uncertainty Using the Krusell-Smith Algorithm", JEDC 34, pp. 42-49.  

  - MATLAB CODE (a simple and accurate algorithm for Krusell and Smith's (1998) model) 

           

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