Research
Published Papers
The Risk-Premium Channel of Uncertainty, (with H. Lee and L. Freund), 2022. Review of Economic Dynamics. CEPR Discussion Paper 14690..
Continuous vs. Discrete Time: Some Computational Insights. Journal of Economic Dynamics and Control, 2022, 104522 . Codes: continuous time, discrete time, discrete time (euler equation)
Technology, Market Structure, and the Gains From Trade, (with G. Impullitti and O. Licandro). Journal of International Economics, vol 135, 2022. (final manuscript).
Volatile Hiring: Uncertainty in Search and Matching Models, (with W. J. den Haan and L. Freund), 2021. Journal of Monetary Economics, vol 123, 2021. CEPR Discussion Paper 14630.
Unemployment (fears) and Deflationary Spirals (open access), (with W. J. den Haan and M. Riegler), Journal of the European Economic Association, vol 16 (5), 2018.
Fiscal Policy in an Unemployment Crisis, Review of Economic Studies, vol 83 (3), 2016 (final manuscript).
Inequality Constraints and Euler Equation based Solution Methods, Economic Journal, vol 125, 2015 (final manuscript).
Asset Based Unemployment Insurance, International Economic Review, vol 53 (3), 2012 (final manuscript).
Solving the incomplete markets model with aggregate uncertainty using explicit aggregation (with W. J. den Haan) Journal of Economic Dynamics and Control, vol 34 (1), 2010.
Solving and Simulating Models with Heterogeneous Agents and Aggregate Uncertainty (with Y. Algan, O. Allais, and W. J. den Haan) Handbook of Computational Economics, vol 3, 2014.
Working Papers
Linear Time Iteration, 2017. Code for discrete time: t_iteration.m. Code for continuous time: t_iteration_ct.m. The stochastic Ramsey growth model with endogenous labor supply as an example: example.m. Here is an implementation for Julia (made by Hariharan Jayashankar).
Exact Present Solution with Consistent Future Approximation: A Gridless Algorithm to Solve Stochastic Dynamic Models, (with W. J. den Haan and M. L. Kobielarz), 2015.
Equilibrium Contracts and Firm-sponsored Training, 2011.
Recursive Bargaining with Endogenous Threats (with R. Marimon), 2009