Serguei Maliar : Citation Profile

Are you Serguei Maliar?

Santa Clara University

14

H index

17

i10 index

616

Citations

RESEARCH PRODUCTION:

40

Articles

60

Papers

RESEARCH ACTIVITY:

   27 years (1995 - 2022). See details.
   Cites by year: 22
   Journals where Serguei Maliar has often published
   Relations with other researchers
   Recent citing documents: 71.    Total self citations: 62 (9.14 %)

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   Permalink: http://citec.repec.org/pma87
   Updated: 2023-03-25    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Tsener, Inna (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Serguei Maliar.

Is cited by:

Schorfheide, Frank (34)

Fernandez-Villaverde, Jesus (31)

Aruoba, S. Boragan (21)

Cuba-Borda, Pablo (19)

Turnovsky, Stephen J (15)

Sunakawa, Takeki (14)

Koulovatianos, Christos (14)

Villalvazo, Sergio (13)

Albertini, Julien (13)

Schmidt, Ulrich (12)

Rubio-Ramirez, Juan F (12)

Cites to:

Maliar, Lilia (167)

Judd, Kenneth (106)

Krusell, Per (48)

Smith, Anthony (48)

Fernandez-Villaverde, Jesus (40)

Rubio-Ramirez, Juan F (39)

Denhaan, Wouter (30)

Laibson, David (30)

Marcet, Albert (28)

Taylor, John (24)

Smets, Frank (24)

Main data

Where Serguei Maliar has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control8
Computational Economics4
Economics Letters3
Quantitative Economics3
The B.E. Journal of Macroeconomics2
Journal of Comparative Economics2

Working Papers Series with more than one paper published# docs
Working Papers. Serie AD / Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)32
NBER Working Papers / National Bureau of Economic Research, Inc8
CEPR Discussion Papers / C.E.P.R. Discussion Papers6
BYU Macroeconomics and Computational Laboratory Working Paper Series / Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory3
Post-Print / HAL2

Recent works citing Serguei Maliar (2022 and 2021)

YearTitle of citing document
2021Quantum Technology for Economists. (2021). Hull, Isaiah ; Sattath, OR ; Wendin, Goran ; Diamanti, Eleni. In: Papers. RePEc:arx:papers:2012.04473.

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2021Deep Structural Estimation: With an Application to Option Pricing. (2021). Scheidegger, Simon ; Didisheim, Antoine ; Chen, Hui. In: Papers. RePEc:arx:papers:2102.09209.

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2022Sparse Grid Method for Highly Efficient Computation of Exposures for xVA. (2021). Grzelak, Lech A. In: Papers. RePEc:arx:papers:2104.14319.

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2022Learning to make consumption-saving decisions in a changing environment: an AI approach. (2021). , Shi. In: Papers. RePEc:arx:papers:2105.10099.

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2021An Economy of Neural Networks: Learning from Heterogeneous Experiences. (2021). Kuriksha, Artem. In: Papers. RePEc:arx:papers:2110.11582.

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2022DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks. (2021). , Weinan ; Yang, Yucheng ; Han, Jiequn . In: Papers. RePEc:arx:papers:2112.14377.

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2022High-Dimensional Dynamic Stochastic Model Representation. (2022). Eftekhari, Aryan ; Scheidegger, Simon. In: Papers. RePEc:arx:papers:2202.06555.

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2021A Generalized Endogenous Grid Method for Default Risk Models. (2021). Lee, Soyoung ; Jang, Youngsoo. In: Staff Working Papers. RePEc:bca:bocawp:21-11.

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2022Quantum Monte Carlo for Economics: Stress Testing and Macroeconomic Deep Learning. (2022). Bromley, Thomas ; Guala, Diego ; Priazhkina, Sofia ; Skavysh, Vladimir. In: Staff Working Papers. RePEc:bca:bocawp:22-29.

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2021Public Debt Consolidation and its Distributional Effects. (2021). Varthalitis, Petros ; Sakkas, Stelios. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:s1:p:131-174.

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2021Income inequality and macroeconomic instability. (2021). Qureshi, Irfan ; Memon, Sonan. In: Review of Development Economics. RePEc:bla:rdevec:v:25:y:2021:i:2:p:758-789.

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2021Optimal policy with occasionally binding constraints: piecewise linear solution methods. (2021). Waldron, Matt ; Harrison, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0911.

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2021Computational Methods for Production-Based Asset Pricing Models with Recursive Utility. (2021). Howard, Kung ; Mark, Aldrich Eric. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:26:n:5.

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2021Exploiting Symmetry in High-Dimensional Dynamic Programming. (2021). Fernandez-Villaverde, Jesus ; Sood, Arnav ; Perla, Jesse ; Kahou, Mahdi Ebrahimi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9161.

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2021Learning from Zero: How to Make Consumption-Saving Decisions in a Stochastic Environment with an AI Algorithm. (2021). Shi, Rui. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9255.

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2021Pandemic-Induced Wealth and Health Inequality and Risk Exposure. (2021). Schroeder, Max ; Mancy, Rebecca ; Lazarakis, Spyridon ; Angelopoulos, Konstantinos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9474.

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2023Debt-Ridden Borrowers and Persistent Stagnation. (2023). Shirai, Daichi ; Kobayashi, Keiichiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:23-001e.

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2021Accuracy in recursive minimal state space methods. (2021). Pierri, Damian Rene. In: UC3M Working papers. Economics. RePEc:cte:werepe:33753.

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2022Numerical Methods for Macroeconomists. (2022). Marto, Ricardo ; Greenwood, Jeremy. In: Economie d'Avant Garde Research Reports. RePEc:eag:rereps:36.

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2022Sparse grid method for highly efficient computation of exposures for xVA. (2022). Grzelak, Lech A. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:434:y:2022:i:c:s0096300322005203.

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2022Computing time-consistent equilibria: A perturbation approach. (2022). Dennis, Richard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000549.

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2022The decline in capital-skill complementarity. (2022). Dechter, Evgenia ; Cho, Sang-Wook ; Castex, Gonzalo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:138:y:2022:i:c:s0165188922000689.

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2022Optimizing high-dimensional stochastic forestry via reinforcement learning. (2022). Viitasaari, Lauri ; Malo, Pekka ; Suominen, Antti ; Tahvonen, Olli ; Parkatti, Vesa-Pekka. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:145:y:2022:i:c:s0165188922002561.

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2021Solving dynamic stochastic models with multiple occasionally binding constraints. (2021). Wright, Brian D ; Hochfarber, Juan Bobenrieth ; Vallejos, Ernesto Guerra. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s026499932100225x.

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2021Efficient VAR discretization. (2021). Gordon, Grey. In: Economics Letters. RePEc:eee:ecolet:v:204:y:2021:i:c:s016517652100149x.

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2022An envelope method for solving continuous-time stochastic models with occasionally binding constraints. (2022). White, Neil . In: Economics Letters. RePEc:eee:ecolet:v:214:y:2022:i:c:s0165176522000908.

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2021Solving dynamic discrete choice models using smoothing and sieve methods. (2021). Kristensen, Dennis ; Schjerning, Bertel ; Moon, Jong Myun ; Mogensen, Patrick K. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:2:p:328-360.

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2022Households, auctioneers, and aggregation. (2022). Walker, Todd B ; Katz, Nets Hawk ; Chipeniuk, Karsten O. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002713.

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2022The government spending multiplier in the Heterogeneous Agent New Keynesian model. (2022). Kopiec, Paweł. In: European Economic Review. RePEc:eee:eecrev:v:145:y:2022:i:c:s0014292122000617.

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2023Operational research and artificial intelligence methods in banking. (2023). Platanakis, Emmanouil ; Gounopoulos, Dimitrios ; Zopounidis, Constantin ; Doumpos, Michalis ; Zhang, Wenke. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:1-16.

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2022Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting. (2022). Wony, Ukasz ; Reffett, Kevin ; Balbus, Ukasz. In: Journal of Economic Theory. RePEc:eee:jetheo:v:204:y:2022:i:c:s0022053122000837.

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2022Searching for the equity premium. (2022). Zhang, LU ; Bai, Hang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:2:p:897-926.

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2021Why are countries’ asset portfolios exposed to nominal exchange rates?. (2021). Barrett, Philip ; Adams, Jonathan J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302333.

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2021The Impact of Aging and Automation on the Macroeconomy and Inequality. (2021). Stähler, Nikolai ; Stahler, Nikolai. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420302020.

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2022The commodities/equities beta term-structure. (2022). Oglend, Atle. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000022.

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2021Efectos de la gran recesión sobre la distribución del ingreso en México. (The Effects of the Great Recession on the Income Distribution in Mexico).. (2021). Gatica, Leonardo Adalberto ; del Rosario, Maria. In: Ensayos Revista de Economia. RePEc:ere:journl:v:xl:y:2021:i:1:p:55-88.

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2023Long-run Effect of a Horizontal Merger and Its Remedial Standards. (2023). Hiroshi, Ohashi ; Takeshi, Fukasawa. In: Discussion papers. RePEc:eti:dpaper:23001.

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2021Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method. (2021). Mitra, Indrajit ; Kogan, Leonid. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:92860.

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2022Firm Dynamics and SOE Transformation During Chinas Economic Reform. (2021). Jia, Chengcheng ; Gu, Shijun. In: Working Papers. RePEc:fip:fedcwq:93174.

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2021Revisiting Capital-Skill Complementarity, Inequality, and Labor Share. (2021). Orak, Musa ; Ohanian, Lee ; Shen, Shihan. In: International Finance Discussion Papers. RePEc:fip:fedgif:1319.

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2022State-Contingent Forward Guidance. (2022). Moyen, Stephane ; Jouvanceau, Valentin ; Albertini, Julien. In: Working Papers. RePEc:gat:wpaper:2205.

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2021The Neoclassical Growth Model with Time-Inconsistent Decision Making and Perfect Foresight. (2021). Wendner, Ron ; Pakhnin, Mikhail ; Borissov, Kirill. In: Graz Economics Papers. RePEc:grz:wpaper:2021-08.

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2023Unemployment and Labor Productivity Co-movement: the Role of Firm Exit. (2023). Silva, Mario Rafael ; Gabrovski, Miroslav. In: Working Papers. RePEc:hai:wpaper:202301.

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2022Households, Auctioneers, and Aggregation. (2022). Walker, Todd Bruce ; Katz, Nets Hawk ; Chipeniuk, Karsten O. In: CAEPR Working Papers. RePEc:inu:caeprp:2022005.

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2021A Generalized Time Iteration Method for Solving Dynamic Optimization Problems with Occasionally Binding Constraints. (2021). Martínez García, Enrique ; Martinez-Garcia, Enrique ; Kabukuolu, Aye. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10037-x.

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2021A Guide on Solving Non-convex Consumption-Saving Models. (2021). Druedahl, Jeppe. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:3:d:10.1007_s10614-020-10045-x.

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2022Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids. (2022). Pfluger, Dirk ; Valentin, Julian ; Schober, Peter. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10061-x.

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2022The Effects of Globalization on Skilled Labor, Unskilled Labor, and the Skill Premium. (2022). Wang, Zinan ; Turnovsky, Stephen J. In: Open Economies Review. RePEc:kap:openec:v:33:y:2022:i:3:d:10.1007_s11079-022-09666-6.

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2022Firms Static Behavior under Dynamic Demand. (2022). Fukasawa, Takeshi. In: Discussion Paper Series. RePEc:kob:dpaper:dp2022-19.

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2021Deep Structural Estimation:With an Application to Option Pricing. (2021). Scheidegger, Simon ; Didisheim, Antoine ; Chen, Hui. In: Cahiers de Recherches Economiques du Département d'économie. RePEc:lau:crdeep:21.14.

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2022State-Contingent Forward Guidance. (2022). Jouvanceau, Valentin ; Moyen, Stephane ; Albertini, Julien. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:100.

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2023Income Inequality and the Size of Government: A Causal Analysis. (2018). Kahanec, Martin ; Guzi, Martin. In: MUNI ECON Working Papers. RePEc:mub:wpaper:2018-02.

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2021Revisiting Capital-Skill Complementarity, Inequality, and Labor Share. (2021). Orak, Musa ; Ohanian, Lee ; Shen, Shihan. In: NBER Working Papers. RePEc:nbr:nberwo:28747.

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2022Competition and Quality: Evidence from the Entry of Mobile Network Service. (2022). Bourreau, Marc ; Sun, Yutec. In: Working Papers. RePEc:net:wpaper:2204.

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2022An Efficient Application of the Extended Path Algorithm in Matlab with Examples. (2022). Binning, Andrew. In: Treasury Working Paper Series. RePEc:nzt:nztwps:22/02.

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2021The Neoclassical Growth Model with Time-Inconsistent Decision Making and Perfect Foresight. (2021). Wendner, Ron ; Pakhnin, Mikhail ; Borissov, Kirill. In: MPRA Paper. RePEc:pra:mprapa:108336.

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2021Revisiting Thailand’s Monetary Policy Model for an Integrated Policy Analysis. (2021). Nookhwun, Nuwat ; Hiruntiaranakul, Savaphol ; Apaitan, Tosapol ; Amatyakul, Pongpitch. In: PIER Discussion Papers. RePEc:pui:dpaper:164.

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2021.

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2021Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints. (). Villalvazo, Sergio ; Schorfheide, Frank ; Cuba-Borda, Pablo ; Aruoba, S. Boragan ; Higa-Flores, Kenji. In: Review of Economic Dynamics. RePEc:red:issued:20-14.

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2021A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration. (). Riva, Luca ; Lin, Alessandro ; Eggertsson, Gauti ; Egiev, Sergey ; Platzer, Josef. In: Review of Economic Dynamics. RePEc:red:issued:20-47.

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2022Monetary policy and the drifting natural rate of interest. (2022). Tristani, Oreste ; Daudignon, Sandra. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:22/1057.

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2023A Collection of Numerical Recipes Useful for Building Scalable Psychometric Applications. (2023). Doran, Harold. In: Journal of Educational and Behavioral Statistics. RePEc:sae:jedbes:v:48:y:2023:i:1:p:37-69.

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2021Wealth and income inequality in a monetary economy. (2021). Turnovsky, Stephen J ; Gokan, Yoichi . In: Economic Theory Bulletin. RePEc:spr:etbull:v:9:y:2021:i:2:d:10.1007_s40505-021-00207-x.

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2021Markov decision processes with quasi-hyperbolic discounting. (2021). Nowak, Andrzej ; Jaśkiewicz, Anna ; Jakiewicz, Anna. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:2:d:10.1007_s00780-020-00443-2.

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2021Financial development, income and income inequality. (2021). Vachadze, George. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:3:d:10.1007_s11403-021-00321-w.

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2021The Decline in Capital-Skill Complementarity. (2021). Dechter, Evgenia ; Cho, Stanley ; Castex, Gonzalo. In: Discussion Papers. RePEc:swe:wpaper:2021-06.

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2022Monetary Policy, Redistribution, and Risk Premia. (2022). Lenel, Moritz ; Kekre, Rohan. In: Econometrica. RePEc:wly:emetrp:v:90:y:2022:i:5:p:2249-2282.

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2022DEEP EQUILIBRIUM NETS. (2022). Scheidegger, Simon ; Gaegauf, Luca ; Azinovic, Marlon. In: International Economic Review. RePEc:wly:iecrev:v:63:y:2022:i:4:p:1471-1525.

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2021Time?Consistent Management of a Liquidity Trap with Government Debt. (2021). Matveev, Dmitry. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:8:p:2129-2165.

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2021Saddle cycles: Solving rational expectations models featuring limit cycles (or chaos) using perturbation methods. (2021). Galizia, Dana. In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:3:p:869-901.

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2021Rational vs. irrational beliefs in a complex world. (2021). Hommes, Cars ; Bohl, Gregor. In: IMFS Working Paper Series. RePEc:zbw:imfswp:156.

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Works by Serguei Maliar:

YearTitleTypeCited
2017Should Central Banks Worry About Nonlinearities of their Large-Scale Macroeconomic Models? In: Staff Working Papers.
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2003Parameterized Expectations Algorithm and the Moving Bounds. In: Journal of Business & Economic Statistics.
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2001PARAMETRIZED EXPECTATIONS ALGORITHM AND THE MOVING BOUNDS.(2001) In: Working Papers. Serie AD.
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2004Quasi?geometric discounting: A closed?form solution under the exponential utility function In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article3
2003QUASI-GEOMETRIC DISCOUNTING: A CLOSED-FORM SOLUTION UNDER THE EXPONENTIAL UTILITY FUNCTION.(2003) In: Working Papers. Serie AD.
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2011Capital–Skill Complementarity and Balanced Growth In: Economica.
[Citation analysis]		article4
2008Sovereign Risk, FDI Spillovers, and Growth In: Review of International Economics.
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2007Rich, Poor and Growth-Miracle Nations: Multiple Equilibria Revisited In: The B.E. Journal of Macroeconomics.
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2004RICH, POOR AND GROWTH-MIRACLE NATIONS: MULTIPLE EQUILIBRIA REVISITED.(2004) In: Working Papers. Serie AD.
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2005Income and Wealth Distributions Along the Business Cycle: Implications from the Neoclassical Growth Model In: The B.E. Journal of Macroeconomics.
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2003INCOME AND WEALTH DISTRIBUTIONS ALONG THE BUSINESS CYCLE: IMPLICATIONS FROM THE NEOCLASSICAL GROWTH MODEL.(2003) In: Working Papers. Serie AD.
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2007Short-Run Patience and Wealth Inequality In: Studies in Nonlinear Dynamics & Econometrics.
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2013Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain In: BYU Macroeconomics and Computational Laboratory Working Paper Series.
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2014Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain.(2014) In: Journal of Economic Dynamics and Control.
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2013Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain.(2013) In: Working Papers. Serie AD.
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2013Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain.(2013) In: NBER Working Papers.
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2014Envelope Condition Method with an Application to Default Risk Models In: BYU Macroeconomics and Computational Laboratory Working Paper Series.
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2016Envelope condition method with an application to default risk models.(2016) In: Journal of Economic Dynamics and Control.
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2015Envelope Condition Method with an Application to Default Risk Models.(2015) In: 2015 Meeting Papers.
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2014Lower Bounds on Approximation Errors: Testing the Hypothesis That a Numerical Solution Is Accurate? In: BYU Macroeconomics and Computational Laboratory Working Paper Series.
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2004Preference shocks from aggregation: time series data evidence In: Canadian Journal of Economics.
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2003PREFERENCE SHOCKS FROM AGGREGATION: TIME SERIES DATA EVIDENCE.(2003) In: Working Papers. Serie AD.
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2004Preference shocks from aggregation: time series data evidence.(2004) In: Canadian Journal of Economics/Revue canadienne d'économique.
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2012Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions In: Dynare Working Papers.
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2012Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions.(2012) In: Post-Print.
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2012Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions.(2012) In: PSE-Ecole d'économie de Paris (Postprint).
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2013Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions.(2013) In: Computational Economics.
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2018Matlab, Python, Julia: What to Choose in Economics? In: CEPR Discussion Papers.
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2021Matlab, Python, Julia: What to Choose in Economics?.(2021) In: Computational Economics.
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2019Will Artificial Intelligence Replace Computational Economists Any Time Soon? In: CEPR Discussion Papers.
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2019When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning In: CEPR Discussion Papers.
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2020When the U.S. catches a cold, Canada sneezes: A lower-bound tale told by deep learning.(2020) In: Journal of Economic Dynamics and Control.
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2020Capital-Skill Complementarity and Inequality: Twenty Years After In: CEPR Discussion Papers.
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2022Capital-skill complementarity and inequality: Twenty years after.(2022) In: Economics Letters.
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2020Deep Learning Classification: Modeling Discrete Labor Choice In: CEPR Discussion Papers.
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2022Deep learning classification: Modeling discrete labor choice.(2022) In: Journal of Economic Dynamics and Control.
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2021Household Savings and Monetary Policy under Individual and Aggregate Stochastic Volatility In: CEPR Discussion Papers.
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