maliars's repositories
Value-function-simulation
The folder “Maliars_EL_87_2005” contains MATLAB software accompanying the article “Solving Nonlinear Stochastic Growth Models: Iterating on Value Function by Simulations” by Lilia Maliar and Serguei Maliar, (2005), Economics Letters 87, 135-140.
PEA-and-moving-bounds
The folder “Maliars_JBES_21_2003” contains MATLAB software accompanying the article "Parameterized Expectations Algorithm and the Moving Bounds" by Lilia Maliar and Serguei Maliar, (2003), Journal of Business and Economic Statistics 21/1, 88-92.
Solving-for-labor-easily
The folder “Maliars_CE_25_2005” contains MATLAB software accompanying the article "Parameterized Expectations Algorithm: How to Solve for Labor Easily" by Lilia Maliar and Serguei Maliar, (2005), Computational Economics 25, 269-274.
Krusell-Smith-method-JEDC-comparison-2010
The folder “MMV_JEDC_34_2010” contains MATLAB software accompanying the article “Solving the Incomplete Markets Model with Aggregate Uncertainty Using the Krusell-Smith Algorithm” by Lilia Maliar, Serguei Maliar and Fernando Valli, (2010), Journal of Economic Dynamics and Control 34, 42-49.
Multi-country-models-JEDC-comparison-2011-
The folder “MMJ_JEDC_35_2011” contains MATLAB software for stochastic- simulation algorithm (SSA) and cluster-grid algorithm (CGA) accompanying the article "Solving the Multi-Country Real Business Cycle Model Using Ergodic Set Methods" by Serguei Maliar, Lilia Maliar and Kenneth L. Judd, (2011), Journal of Economic Dynamics and Control 35, 207-228.
GSSA
The folder “GSSA_Two_Models” contains MATLAB software for generalized stochastic-simulation algorithm (GSSA) accompanying the article "Numerically Stable and Accurate Stochastic Simulation Approaches for Solving Dynamic Economic Models" by Kenneth L. Judd, Lilia Maliar and Serguei Maliar, published in Quantitative Economics (2011), 2/2, 173–210.
EDS-and-Cluster-grid-algorithms
These folders contain the code for solving the three applications described in the article "Merging simulation and projection approaches to solve high-dimensional problems with an application to a new Keynesian model" by Lilia Maliar and Serguei Maliar (2015), Quantitative Economics 6/1, pages 1–47.
Anisotropic-Smolyak-method-MATLAB-
MATLAB software that solves a multi-country model using the anisotropic version of the Smolyak method, as described in the article "Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain" by Kenneth L. Judd, Lilia Maliar, Serguei Maliar and Rafael Valero (2014), Journal of Economic Dynamics and Control, 44, 92–123.