Lilia Maliar

COMPUTER CODES:

1. MATLAB program solving a neoclassical stochastic growth model with non-valuable leisure by using the PEA with the moving bounds as described in the article "Parameterized Expectations Algorithm and the Moving Bounds" by Lilia Maliar and Serguei Maliar, Journal of Business and Economic Statistics, Volume 21, Nº 1, January 2003, download the code.
2. MATLAB programs solving a neoclassical stochastic growth model with valuable leisure by using the PEA as described in the article "Parameterized Expectations Algorithm: How to Solve for Labor Easily" by Lilia Maliar and Serguei Maliar, Computational Economics 25, pp. 269-274, 2005, download the code.
3. MATLAB program solving one- and two-sector neoclassical stochastic growth models by using PEA computing value function by simulation as described in the article "Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Function by Simulations " by Lilia Maliar and Serguei Maliar, Economic Letters 87, pp.135-140, 2005, download the code.
4. MATLAB program solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm as described in the article "Solving the incomplete markets model with aggregate uncertainty by using the Krusell-Smith algorithm" by Lilia Maliar, Serguei Maliar and Fernando Valli, Journal of Economic Dynamics and Control (special issues), 2008, download the code.
5. MATLAB programs implementing numerically stable stochastic simulation approaches described in the article "Numerically stable stochastic simulation approaches for solving dynamic economic models" by Kenneth Judd, Lilia Maliar and Serguei Maliar, NBER working paper 15296, 2009, the code is coming soon.