Applied Computational Economics and Finance

2002

560 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/394597d8d4adfc3466eeeff669be2b1fba706a67

Citations in the corpus

• The empirical relevance of the competitive storage model (2011, unknown): “The data reported as the US CPI for the period 1900–1913 appear to be from the deflator presented in Rees (1961). deterioration, providing empirical support to the specification used in Gustafson (1958a).”
• Comparing Solution Methods for Dynamic Equilibrium Economies (2006, background): “The views expressed here are the authors’ and not necessarily those of the Federal Reserve Bank of Atlanta or the Federal Reserve System.”
• Endogenous Information, Menu Costs and Inflation Persistence (2008, unknown): “Specifically, I use Gaussian quadratures to compute expectations, approximate the value function with polynomials in price p and posterior μ, and solve the dynamic program using collocation methods (see Miranda and Fackler (2002) for a description of these methods).”
• Optimal and Simple Monetary Policy Rules with Zero Floor on the Nominal Interest Rate (2006, unknown): “toolkit of Miranda and Fackler (2002). These solve for the optimal response x as a function of the state s, when equilibrium responses are governed by an arbitrage-complementarity condition of the form”
• Menu Costs, Multi-Product Firms and Aggregate Fluctuations (2011, methodology): “I depart slightly from the standard method and use a solution technique free of simulations, one that draws heavily on collocation, a residual-based functional approximation method discussed at length in Miranda and Fackler (2002).”
• Switching to Perennial Energy Crops Under Uncertainty and Costly Reversibility (2011, methodology): “We follow Miranda and Fackler (2002) and employ the collocation method, which approximates the unknown value functions 1 2 ( , ) i V π π using a linear combination of n known basis functions:”
• Adaptive Learning, Persistence, and Optimal Monetary Policy (2006, unknown): “We employ the collocation methods described in Judd (1998) and Miranda and Fackler (2002); the value function is approximated by a combination of cubic splines, which translates the problem to a root-finding exercise (for details see Gaspar et al. 2005b).”
• Optimal Monetary Policy under Commitment with a Zero Bound on Nominal Interest Rates (2006, unknown): “See chapter 11 in Judd (1998) and chapters 6 and 9 in Miranda and Fackler (2002) for more detailed expositions.”
• Watch Your Step: Optimal Policy in a Tipping Climate (2014, methodology): “Employing a projection method, we approximate the value functions by Chebychev polynomials and use collocation at the Chebychev nodes in the four-dimensional state space (Miranda and Fackler, 2002).”
• Solving Heterogeneous-Agent Models by Projection and Perturbation (2009, methodology): “This is implemented in Matlab by the routine ’qnwnorm’ of the Compecon toolkit that comes with Miranda and Fackler (2002).”
• Estimating the social cost of non-CO2 GHG emissions: Methane and nitrous oxide (2012, background): “(See Miranda and Fackler (2002) for more information on numerical integration.”