NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Kenneth L. Judd

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

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

Published: Judd, Kenneth L. & Maliar, Lilia & Maliar, Serguei & Valero, Rafael, 2014. "Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 92-123. citation courtesy of

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

Published: 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, 173-210.

August 2010Solving the Multi-Country Real Business Cycle Model Using Ergodic Set Methods
with Serguei Maliar, Lilia Maliar: w16304

Published: Maliar, Serguei & Maliar, Lilia & Judd, Kenneth, 2011. "Solving the multi-country real business cycle model using ergodic set methods," Journal of Economic Dynamics and Control, Elsevier, vol. 35(2), pages 207-228, February. citation courtesy of

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

Published: 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.

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

Published: Judd, Kenneth L. and Sy-Ming Guu. “Asymptotic Methods for Asset Market Equilibrium Analysis." Economic Theory 18 (2001): 127-157. citation courtesy of

April 1997The Optimal Tax Rate for Capital Income is Negative
w6004
February 1997Solving Large Scale Rational Expectations Models
with Jess Gaspar: t0207

Published: Gaspar, Jess and Kenneth L. Judd. "Solving Large-Scale Rational-Expectations Models," Macroeconomic Dynamics, 1997, v1(1,Jan), 45-75.

Computational Economics and Economic Theory: Substitutes or Complements
t0208

Published: Judd, Kenneth L. "Computational Economics And Economic Theory Substitutes Or Complements?," Journal of Economic Dynamics and Control, 1997, v21(6,Jun), 907-942.

December 1987Liquidity Constraints, Fiscal Policy, and Consumption
with R. Glenn Hubbard: r0943

Published: Hubbard, R. Glenn and Kenneth L. Judd. "Liquidity Constraints, Fiscal Policy, and Consumption," Brookings Papers on Economic Activity, Vol. 1986, No. 1, Spring 1986, pp. 1-51.

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

Published: Hubbard, R. Glenn and Kenneth L. Judd. "Social Security and Individual Welfare: Precautionary Saving, Borrowing Constraints, and the Payroll Tax," American Economic Review, Vol. 77, No. 4, 1987, pp. 630-646.

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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