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Publications by Sergio Villalvazo

Piecewise-Linear Approximations and Filtering for DSGE Models With Occasionally Binding Constraints

Working paper (Federal Reserve Bank of Philadelphia)

English

Piecewise-Linear Approximations and Filtering for DSGE Models With Occasionally Binding Constraints

International Finance Discussion Paper

English

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Algorithms for Solving Dynamic Models With Occasionally Binding Constraints

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Credit Crunches From Occasionally Binding Bank Borrowing Constraints

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Some Optimal Error Estimates for Piecewise Linear Finite Element Approximations

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Moment-Preserving Piecewise Linear Approximations of Signals and Images.

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Marginalized Predictive Likelihood Comparisons of Linear Gaussian State-Space Models With Applications to DSGE, DSGE-VAR, and VAR Models

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Variational Approximations for Generalized Linear Latent Variable Models

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Superconvergence of Recovered Gradients of Discrete Time/Piecewise Linear Galerkin Approximations for Linear and Nonlinear Parabolic Problems

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Piecewise-Linear Distance-Dependent Random Graph Models

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