Search Results - "Juillard, Michel"

Multi-country real business cycle models: Accuracy tests and test bench by Juillard, Michel, Villemot, Sébastien

“…This paper describes the methodology used to compare the results of different solution algorithms for a multi-country real business cycle model. It covers in…”
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Multi-country real business cycle models: Accuracy tests and test bench by Juillard, Michel, Villemot, Sébastien

“…This paper describes the methodology used to compare the results of different solution algorithms for a multi-country real business cycle model. It covers in…”
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Computational suite of models with heterogeneous agents II: Multi-country real business cycle models by Den Haan, Wouter J., Judd, Kenneth L., Juillard, Michel

“…This paper describes the second model considered in the computational suite project that compares the performance of different numerical algorithms. It is a…”
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Foreword by Fujiwara, Ippei, Juillard, Michel, Shiratsuka, Shigenori, Watanabe, Toshiaki

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Computational suite of models with heterogeneous agents: Multi-country real business cycle models by den Haan, Wouter J., Judd, Kenneth L., Juillard, Michel

“…This paper describes the second model considered in the computational suite project that compares the performance of different numerical algorithms. It is a…”
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Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty by Den Haan, Wouter J., Judd, Kenneth L., Juillard, Michel

“…This paper describes the first model considered in the computational suite project that compares different numerical algorithms. It is an incomplete markets…”
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Accuracy of stochastic perturbation methods: The case of asset pricing models by Collard, Fabrice, Juillard, Michel

“…This paper investigates the accuracy of a perturbation method in approximating the solution to stochastic equilibrium models under rational expectations. As a…”
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Optimal price setting and inflation inertia in a rational expectations model by Juillard, Michael, Kamenik, Ondra, Kumhof, Michael, Laxton, Douglas

“…This paper presents and estimates a new Keynesian monetary model for the US economy. It proposes possible solutions to two problems in this model class, the…”
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A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model by Juillard, Michel, Collard, Fabrice

“…We propose to apply to the simulation of general nonlinear rational-expectation models a method where the expectation functions are approximated through a…”
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Computing in economics and finance by Juillard, M.

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Pension reforms in Europe: An investigation with a computable OLG world model by Aglietta, Michel, Chateau, Jean, Fayolle, Jacky, Juillard, Michel, Le Cacheux, Jacques, Le Garrec, Gilles, Touzé, Vincent

“…This paper presents and briefly discusses the INGENUE model, an international computable overlapping-generations model of the world economy. After a short…”
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Pensions Reform in Europe: an Investigation with a computable world model by Aglietta, Michel, Chateau, Jean, Fayolle, Jacky, Juillard, Michel, Le Cacheux, Jacques, Le Garrec, Gilles, Touzé, Vincent

“…This paper presents and briefly discusses the INGENUE model, an international computable overlapping-generations model of the world economy. After a short…”
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Régimes de croissance pour les Etats-Unis, 1890-1991 by Juillard, Michel

“…[eng] Growth regimes for the U.S., 1890-1991 . . This paper discusses the existence of several growth regimes for the U.S. since 1890. Three possible models…”
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An algorithm competition: First-order iterations versus Newton-based techniques by Juillard, Michel, Laxton, Douglas, McAdam, Peter, Pioro, Hope

“…The development and use of forward-looking macromodels in policy making institutions has proceeded at a much slower pace than what was predicted in the early…”
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Le rapport salarial japonais a-t-il atteint ses limites ? by Juillard, Michel, Boyer, Robert

“…[fre] Le rapport salarial japonais a-t-il atteint ses limites ?. . Les nouvelles théories microéconomiques du travail, les études économétriques comparant les…”
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The Larger Europe: Technological Convergence and Labour Migration by Team, Ingenue

“…We investigate the long-run growth of Europe in the world economy. The research covers the first half of the XXIst century. The basic trends that will shape…”
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Precision Performances of Terminal Conditions for Short Time Horizons Forward-Looking Systems by Juillard, Michel, Malgrange, Pierre, Boucekkine, Raouf

“…In this paper we investigate theoretically the numerical bias due to the truncation of structurally infinite time forward-looking models, by the means of…”
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Incidences économiques, politiques et redistributives des réformes des retraites en Europe: Une exploration avec le modèle INGENUE by Aglietta, Michel, Chateau, Jean, Fayolle, Jacky, Juillard, Michel, Le Cacheux, Jacques, Le Garrec, Gilles, Touzé, Vincent

“…This paper presents various effects of three simulated reforms of the European pay-as-you-go system. These are investigated with INGENUE : a multi-region,…”
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Régimes de croissance pour les Etats-Unis, 1890-1991 by Juillard, Michel

“…Résumé L'article étudie l'existence de différents régimes de croissance pour l'écono­mie des États-Unis depuis 1890. Trois modèles sont envisagés : un modèle…”
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Régimes de croissance pour les États-Unis, 1890-1991 by Juillard, Michel

“…L'article étudie l'existence de différents régimes de croissance pour l'économie des États-Unis depuis 1890. Trois modèles sont envisagés: un modèle de type…”
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