Books and Chapters
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- Lilia Maliar and Serguei Maliar, (2014). “Numerical Methods for Large Scale Dynamic Economic Models” in: Schmedders, K. and K. Judd (Eds.), Handbook of Computational Economics, Volume 3, Chapter 7, 325-477, Amsterdam: Elsevier Science.
Summary: This chapter provides an introduction to perturbation, projection, value function iteration, Smolyak, endogeneous grid and envelope condition methods, parallel computation, supercomputers, GPUs and many other methods and shows how to use these methods to solve dynamic stochastic economic models with hundreds of state variables. Check our MATLAB codes.
- Kenneth L. Judd, Lilia Maliar and Serguei Maliar. “Ergodic Set Methods for Solving Dynamic Economic Models”, under contract with MIT Press with approximate size of 300 pages (work in progress).
- Lilia Maliar and Serguei Maliar. “Dynamic Macroeconomics: A Primer”, under contract with Cambridge University Press with approximate size of 400 pages (work in progress).