Jesús Fernández-Villaverde

Juan F. Rubio-Ramirez

S. B. Aruoba

English

Research Papers in Economics

A comparison of discrete and parametric approximation methods for continuous-state dynamic programming problems.

A local analysis of N-sector capital under uncertainty.

A Multigrid Tutorial,

A Practical Guide to Pseudospectral Methods.

A simple, positive, heteroskedasticity and autocorrelation consistent covariance matrix.

Accuracy in simulations.

Accuracy of numerical solutions using the Euler equation residuals.

Algorithms for solving dynamic models with occasionally binding constraints.

An optimal one-way multigrid algorithm for discrete-time stochastic control.

Analysis of error for a dynamic programming algorithm.

Applying PertSolv to complete market RBC models. Mimeo, Hoover Institution.

Asymptotic methods for asset market equilibrium analysis.

Chebyshev and Fourier Spectral Methods, second ed.

Computational Methods for the Study of Dynamic Economies.

Economic and Financial Modelling in Mathematica.

Economic growth and business cycles. In: Cooley,

Estimating macroeconomic models: a likelihood approach. Federal Reserve Bank of Atlanta Working Paper

Finite Element Methods with B-Splines. Society for Industrial and Applied Mathematics,

Finite state Markov-chain approximations to univariate and vector autoregressions.

Is the stock market overvalued?

Linear-quadratic approximation and value-function iteration: a comparison.

Meshless methods: an overview and recent developments.

Monetary policy in models with capital. In:

Monte Carlo simulation and numerical integration.

Numerical dynamic programming in economics.

Numerical dynamic programming with shape-preserving splines. Mimeo, Hoover Institution.

Numerical Grid Generation: Foundations and Applications.

Numerical Methods in Economics.

Numerical Recipes in Fortran 77: The Art of Scientiﬁc Computing.

Numerical solution of dynamic economic models. In:

Perturbation methods for general dynamic stochastic models. Mimeo, Hoover Institution.

Perturbation solution methods for economic growth model.

Posteriori Error Estimation and Adaptive Mesh-Reﬁnement Techniques.

Production, growth and business cycles: technical appendix.

Projection methods for solving aggregate growth models.

Second order accurate solution of discrete time dynamic equilibrium models.

Small noise asymptotics for a stochastic growth model.

Solving dynamic general equilibrium models using a second-order approximation to the policy function.

Solving large-scale rational-expectations models.

Solving linear rational expectations models.

Solving nonlinear stochastic growth models: a comparison of alternative solution methods.

The distributional effects of an investment-based social security system.

The dynamic effects of ﬁscal policy in an economy with foresight.

The effects of commodity price stabilization programs.

The Finite Element Method: Linear Static and Dynamic Finite Element Analysis.

The parametrized expectations approach: some practical issues. In: Marimon,

The solution of linear difference models under linear expectations.

Time to build and aggregate ﬂuctuations.

Using randomization to break the curse of dimensionality.

Using the generalized Schur form to solve a multivariate linear rational expectations model.

Comparing Solution Methods for Dynamic Equilibrium Economies

http://www.econ.upenn.edu/~jesusfv/comparison.pdf

Comparing Solution Methods for Dynamic Equilibrium Economies

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Research Papers in Economics