Computational Methods

The papers are sorted in reverse chronological order according to the dates of the latest draft for unpublished papers (shown in square brackets) or the date of publication for the published papers. Click on the titles of papers to access various versions of the paper and other material such as codes, data and slides, where available.

Current research is supported by National Science Foundation grants SES 1061725, SES 1425740, and SES 1851093.

Piecewise Linear Approximations and Filtering for DSGE Models with Occasionally-Binding Constraints (with Pablo Cuba-Borda, Kenji Higa-Flores. Frank Schorfheide and Sergio Villalvazo), Review of Economic Dynamics, July 2021, 41, 96-120.

A Comparison of Programming Languages in Macroeconomics (with Jesus Fernandez-Villaverde), Journal of Economic Dynamics and Control, September 2015, 58, 265-273.

Comparing Solution Methods for Dynamic Equilibrium Economies (with Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez), Journal of Economic Dynamics and Control, December 2006, 30(12), 2477-2508.