Michel Juillard
Michel Juillard
Senior adviser, Bank of France
Adresse e-mail validée de banque-france.fr
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Dynare: Reference manual, version 4
S Adjemian, H Bastani, M Juillard, F Mihoubi, G Perendia, M Ratto, ...
Dynare working papers 1, CEPREMAP, 2011
8082011
Dynare: A program for the resolution and simulation of dynamic models with forward variables through the use of a relaxation algorithm
M Juillard
CEPREMAP, 1996
3511996
Accuracy of stochastic perturbation methods: The case of asset pricing models
F Collard, M Juillard
Journal of Economic Dynamics and Control 25 (6-7), 979-999, 2001
1982001
Accuracy of stochastic perturbation methods: The case of asset pricing models
F Collard, M Juillard
Journal of Economic Dynamics and Control 25 (6-7), 979-999, 2001
1982001
Welfare-based monetary policy rules in an estimated DSGE model of the US economy
M Juillard, PD Karam, D Laxton, PA Pesenti
ECB working paper, 2006
1132006
An algorithm competition: First-order iterations versus Newton-based techniques
M Juillard, D Laxton, P McAdam, H Pioro
Journal of Economic Dynamics and Control 22 (8-9), 1291-1318, 1998
1051998
Dynare: reference manual
S Adjemian, H Bastani, M Juillard, F Mihoubi, G Perendia, M Ratto, ...
Version 4, 205, 2011
782011
Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty
WJ Den Haan, KL Judd, M Juillard
Journal of Economic Dynamics and Control 34 (1), 1-3, 2010
732010
A small quarterly multi-country projection model with financial-real linkages and oil prices
I Carabenciov, I Ermolaev, C Freedman, M Juillard, O Kamenik, ...
IMF Working Paper, 2008
73*2008
A small quarterly multi-country projection model with financial-real linkages and oil prices
I Carabenciov, I Ermolaev, C Freedman, M Juillard, O Kamenik, ...
IMF Working Paper, 2008
73*2008
A higher-order Taylor expansion approach to simulation of stochastic forward-looking models with an application to a nonlinear Phillips curve model
F Collard, M Juillard
Computational Economics 17 (2), 125-139, 2001
732001
A small quarterly multi-country projection model with financial-real linkages and oil prices
I Carabenciov, I Ermolaev, C Freedman, M Juillard, O Kamenik, ...
IMF Working Paper, 2008
722008
A small quarterly multi-country projection model with financial-real linkages and oil prices
I Carabenciov, I Ermolaev, C Freedman, M Juillard, O Kamenik, ...
IMF Working Paper, 2008
722008
A small quarterly projection model of the US economy
I Carabenciov, I Ermolaev, C Freedman, M Juillard, O Kamenik, ...
IMF working paper, 2008
672008
A small quarterly projection model of the US economy
I Carabenciov, I Ermolaev, C Freedman, M Juillard, O Kamenik, ...
IMF working paper, 2008
672008
A small quarterly projection model of the US economy
I Carabenciov, I Ermolaev, C Freedman, M Juillard, O Kamenik, ...
IMF working paper, 2008
672008
Dynare manual
M Juillard, S Adjemian, H Bastani, F Mihoubi, G Perendia, M Ratto, ...
Manuscript, CEPREMAP, 2004
592004
Pension reforms in Europe: An investigation with a computable OLG world model
M Aglietta, J Chateau, J Fayolle, M Juillard, J Le Cacheux, G Le Garrec, ...
Economic Modelling 24 (3), 481-505, 2007
512007
Solving the multi-country real business cycle model using ergodic set methods
S Maliar, L Maliar, K Judd
Journal of Economic Dynamics and Control 35 (2), 207-228, 2011
492011
Perturbation methods for rational expectations models
F Collard, M Juillard
Manuscript: CEPREMAP, Paris, 2001
482001
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