C6 - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
-
-
A Generalized Endogenous Grid Method for Default Risk Models
Models with default options are hard to solve. We propose an extension of the endogenous grid method that solves default risk models more efficiently and accurately. -
Chinese Monetary Policy and Text Analytics: Connecting Words and Deeds
What are the main drivers behind the monetary policy reaction function of the People’s Bank of China? -
Allocative Efficiency and Aggregate Productivity Growth in Canada and the United States
The lack of improvement in allocative efficiency plays a quantitatively important role in the productivity slowdown in the United States and the widening Canada–US productivity gap.