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Stanford University
- Stanford
- http://stanford.edu/~maliarl/
Popular repositories Loading
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Krusell-Smith-method-JEDC-comparison-2010
Krusell-Smith-method-JEDC-comparison-2010 PublicThe 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, …
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Multi-country-models-JEDC-comparison-2011-
Multi-country-models-JEDC-comparison-2011- PublicThe 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 …
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Anisotropic-Smolyak-method-MATLAB-
Anisotropic-Smolyak-method-MATLAB- PublicMATLAB 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 inte…
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Value-function-simulation
Value-function-simulation PublicThe 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 Sergue…
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EDS-and-Cluster-grid-algorithms
EDS-and-Cluster-grid-algorithms PublicThese 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 …
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