Serguei Maliar

All Publications

• Capital-skill complementarity and inequality: Twenty years after ECONOMICS LETTERS Maliar, L., Maliar, S., Tsener, I. 2022; 220

  View details for DOI 10.1016/j.econlet.2022.110844

  View details for Web of Science ID 000873916500004

• Deep learning classification: Modeling discrete labor choice JOURNAL OF ECONOMIC DYNAMICS & CONTROL Maliar, L., Maliar, S. 2022; 135

  View details for DOI 10.1016/j.jedc.2021.104295

  View details for Web of Science ID 000777274200001

• Deep learning for solving dynamic economic models JOURNAL OF MONETARY ECONOMICS Maliar, L., Maliar, S., Winant, P. 2021; 122: 76-101

  View details for DOI 10.1016/j.jmoneco.2021.07.004

  View details for Web of Science ID 000697022400005

• A tractable framework for analyzing a class of nonstationary Markov models QUANTITATIVE ECONOMICS Maliar, L., Maliar, S., Taylor, J. B., Tsener, I. 2020; 11 (4): 1289–1323

  View details for DOI 10.3982/QE1360

  View details for Web of Science ID 000590692000004

• How to solve dynamic stochastic models computing expectations just once QUANTITATIVE ECONOMICS Judd, K. L., Maliar, L., Maliar, S., Tsener, I. 2017; 8 (3): 851–93

  View details for DOI 10.3982/QE329

  View details for Web of Science ID 000418421700007

• Lower Bounds on Approximation Errors to Numerical Solutions of Dynamic Economic Models ECONOMETRICA Judd, K. L., Maliar, L., Maliar, S. 2017; 85 (3): 991–1012

  View details for DOI 10.3982/ECTA12791

  View details for Web of Science ID 000403115300010

• Envelope condition method with an application to default risk models JOURNAL OF ECONOMIC DYNAMICS & CONTROL Arellano, C., Maliar, L., Maliar, S., Tsyrennikov, V. 2016; 69: 436-459

  View details for DOI 10.1016/j.jedc.2016.05.016

  View details for Web of Science ID 000380599100019

• Ruling Out Multiplicity of Smooth Equilibria in Dynamic Games: A Hyperbolic Discounting Example DYNAMIC GAMES AND APPLICATIONS Maliar, L., Maliar, S. 2016; 6 (2): 243-261

  View details for DOI 10.1007/s13235-015-0177-8

  View details for Web of Science ID 000374591100007

• Merging simulation and projection approaches to solve high-dimensional problems with an application to a new Keynesian model QUANTITATIVE ECONOMICS Maliar, L., Maliar, S. 2015; 6 (1): 1-47

  View details for DOI 10.3982/QE364

  View details for Web of Science ID 000351836800001

• Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain JOURNAL OF ECONOMIC DYNAMICS & CONTROL Judd, K. L., Maliar, L., Maliar, S., Valero, R. 2014; 44: 92-123

  View details for DOI 10.1016/j.jedc.2014.03.003

  View details for Web of Science ID 000338614400006

• Numerical Methods for Large-Scale Dynamic Economic Models HANDBOOK OF COMPUTATIONAL ECONOMICS, VOL 3 Maliar, L., Maliar, S., Schmedders, K., Judd, K. 2014: 325–477

  View details for DOI 10.1016/B978-0-444-52980-0.00007-4

  View details for Web of Science ID 000349044900008

• Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions COMPUTATIONAL ECONOMICS Maliar, L., Maliar, S., Villemot, S. 2013; 42 (3): 307-325

  View details for DOI 10.1007/s10614-012-9342-y

  View details for Web of Science ID 000324097100003

• Envelope condition method versus endogenous grid method for solving dynamic programming problems ECONOMICS LETTERS Maliar, L., Maliar, S. 2013; 120 (2): 262-266

  View details for DOI 10.1016/j.econlet.2013.04.031

  View details for Web of Science ID 000321604400032

• Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models QUANTITATIVE ECONOMICS Judd, K. L., Maliar, L., Maliar, S. 2011; 2 (2): 173-210

  View details for DOI 10.3982/QE14

  View details for Web of Science ID 000208681700002

• Capital-Skill Complementarity and Balanced Growth ECONOMICA Maliar, L., Maliar, S. 2011; 78 (310): 240-259

  View details for DOI 10.1111/j.1468-0335.2009.00817.x

  View details for Web of Science ID 000288381200003

• Comparison of solutions to the multi-country Real Business Cycle model JOURNAL OF ECONOMIC DYNAMICS & CONTROL Kollmann, R., Maliar, S., Malin, B. A., Pichler, P. 2011; 35 (2): 186-202

  View details for DOI 10.1016/j.jedc.2010.09.013

  View details for Web of Science ID 000286539100003

• Solving the multi-country real business cycle model using ergodic set methods JOURNAL OF ECONOMIC DYNAMICS & CONTROL Maliar, S., Maliar, L., Judd, K. 2011; 35 (2): 207-228

  View details for DOI 10.1016/j.jedc.2010.09.014

  View details for Web of Science ID 000286539100005

• Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm JOURNAL OF ECONOMIC DYNAMICS & CONTROL Maliar, L., Maliar, S., Valli, F. 2010; 34 (1): 42-49

  View details for DOI 10.1016/j.jedc.2009.03.009

  View details for Web of Science ID 000272635200005