NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Kenneth L. Judd

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers

May 2014A Big Data Approach to Optimal Sales Taxation
with Christian Baker, Jeremy Bejarano, Richard W. Evans, Kerk L. Phillips: w20130
August 2013Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain
with Lilia Maliar, Serguei Maliar, Rafael Valero: w19326
May 2013Nonlinear Programming Method for Dynamic Programming
with Yongyang Cai, Thomas S. Lontzek, Valentina Michelangeli, Che-Lin Su: w19034
January 2013Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs
with Yongyang Cai, Rong Xu: w18709
The Social Cost of Stochastic and Irreversible Climate Change
with Yongyang Cai, Thomas S. Lontzek: w18704
Solving Dynamic Programming Problems on a Computational Grid
with Yongyang Cai, Greg Thain, Stephen J. Wright: w18714
November 2012Dynamic Programming with Hermite Approximation
with Yongyang Cai: w18540
Merging Simulation and Projection Approaches to Solve High-Dimensional Problems
with Lilia Maliar, Serguei Maliar: w18501
September 2012Continuous-Time Methods for Integrated Assessment Models
with Yongyang Cai, Thomas S. Lontzek: w18365
September 2011How to Solve Dynamic Stochastic Models Computing Expectations Just Once
with Lilia Maliar, Serguei Maliar: w17418
January 2011One-node Quadrature Beats Monte Carlo: A Generalized Stochastic Simulation Algorithm
with Lilia Maliar, Serguei Maliar: w16708
August 2010Solving the Multi-Country Real Business Cycle Model Using Ergodic Set Methods
with Serguei Maliar, Lilia Maliar: w16304
May 2010A Cluster-Grid Projection Method: Solving Problems with High Dimensionality
with Lilia Maliar, Serguei Maliar: w15965
August 2009Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models
with Lilia Maliar, Serguei Maliar: w15296
January 2005Avoiding the Curse of Dimensionality in Dynamic Stochastic Games
with Ulrich Doraszelski: t0304
February 2001Asymptotic Methods for Asset Market Equilibrium Analysis
with Sy-Ming Guu: w8135
April 1997The Optimal Tax Rate for Capital Income is Negative
w6004
February 1997Solving Large Scale Rational Expectations Models
with Jess Gaspar: t0207
Computational Economics and Economic Theory: Substitutes or Complements
t0208
December 1987Liquidity Constraints, Fiscal Policy, and Consumption
with R. Glenn Hubbard: r0943
1987Finite Lifetimes, Borrowing Constraints, and Short-Run Fiscal Policy
with R. Glenn Hubbard: w2158
October 1985Social Security and Individual Welfare: Precautionary Saving, LiquidityConstraints, and the Payroll Tax
with R. Glenn Hubbard: w1736

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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