Research

Taylor Projection

Taylor projection is a numerical method for solving dynamic general equilibrium models. It is implemented by this Matlab toolbox and described in detail in this paper. The toolbox contains sample codes for the following models: real business cycle model, Epstein-Zin preferences, rbc model with Markov switching parameters, rare disasters.

A workshop I gave at Upenn can be found in these slides.

Technical Papers
Working Papers
  • "Safe Assets" (with Robert Barro, Jesus Fernandez-Villaverde and Andrew Mollerus), paper, appendix and codes.

Publications

Unpublished Papers
  • "Equity Capital, Bankruptcy Risk and the Liquidity Trap"paper.
  • "The Evolution of Paper Money" (with Joseph Zeira), paper.
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Roee Levintal,
Feb 7, 2016, 1:32 AM
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Roee Levintal,
Apr 24, 2017, 10:31 PM
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Matlab Codes Rare Disasters.zip
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Roee Levintal,
Apr 2, 2017, 11:09 PM
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Matlab_Codes_Fifth_Order.zip
(255k)
Roee Levintal,
Apr 24, 2017, 10:30 PM
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Matlab_Codes_Safe_Assets.zip
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Roee Levintal,
Oct 1, 2018, 7:10 AM
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Roee Levintal,
Mar 16, 2017, 6:22 AM
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Roee Levintal,
Feb 7, 2016, 1:24 AM
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Roee Levintal,
Jul 4, 2017, 5:07 AM
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Roee Levintal,
Jul 4, 2017, 5:08 AM
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Roee Levintal,
Feb 7, 2016, 1:22 AM
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Roee Levintal,
Oct 1, 2018, 7:10 AM
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Roee Levintal,
Oct 1, 2018, 7:10 AM
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Oren Levintal,
Sep 4, 2019, 6:40 AM
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Taylor Projection Codes.zip
(5256k)
Roee Levintal,
Jul 20, 2017, 9:00 AM
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Taylor_Projection_Matlab_Codes_Oct18.zip
(1458k)
Roee Levintal,
Oct 28, 2018, 6:29 AM
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Roee Levintal,
Jul 20, 2017, 9:01 AM
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Oren Levintal,
May 11, 2018, 1:17 PM
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Roee Levintal,
Oct 28, 2018, 6:29 AM
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Roee Levintal,
May 5, 2017, 4:28 AM
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Oren Levintal,
Nov 3, 2017, 11:30 AM
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Roee Levintal,
Aug 26, 2016, 8:24 AM
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paper.pdf
(313k)
Roee Levintal,
Aug 4, 2016, 12:16 AM
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Roee Levintal,
Feb 7, 2016, 1:20 AM
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Oren Levintal,
Jul 11, 2018, 2:03 PM