Lilia Maliar

CURRENT RESEARCH:

1. Kenneth L. Judd, Lilia Maliar and Serguei Maliar, (2011). “How to solve dynamic stochastic models computing expectations just once”, NBER 17418.
2. Lilia Maliar, Serguei Maliar and Sébastien Villemot, (2011). “Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions”, Dynare 6.

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

3. 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)

4. Kenneth L. Judd, Lilia Maliar and Serguei Maliar, (2010). “A Cluster-Grid Projection Algorithm: Solving Problems with High Dimensionality”, NBER 15965, revise and resubmit to Econometrica.

   - NEW VERSION (includes non-linear solutions to a new Keynesian model)

   - TEACHING MATERIAL (1-hour presentation)

5. 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.
6. 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)