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Publications in Optimization

A Family of NCP Functions and a Descent Method for the Nonlinear Complementarity Problem

Computational Optimization and Applications

Computational Mathematics

Applied Mathematics

English

Optimal Interest Rate Stabilization in a Basic Sticky-Price Model

Journal of Economic Dynamics and Control

Applied Mathematics

English

An Efficient Trust Region Method for Unconstrained Discrete-Time Optimal Control Problems

Computational Optimization and Applications

Computational Mathematics

Applied Mathematics

English

International Portfolio Choice, Liquidity Constraints and the Home Equity Bias Puzzle

Journal of Economic Dynamics and Control

Applied Mathematics

English

Formulating and Estimating Dynamic Linear Rational Expectations Models

Journal of Economic Dynamics and Control

Applied Mathematics

English

On the Transition From Local Regular to Global Irregular Fluctuations

Journal of Economic Dynamics and Control

Applied Mathematics

English

The Stochastic Turnpike Property Without Uniformity in Convex Aggregate Growth Models

Journal of Economic Dynamics and Control

Applied Mathematics

English

Statistical Properties of Genetic Learning in a Model of Exchange Rate

Journal of Economic Dynamics and Control

Applied Mathematics

English

Employing the Extended Kalman Filter in Measuring the Output Gap

Journal of Economic Dynamics and Control

Applied Mathematics

English

Business Cycles, Unemployment Insurance, and the Calibration of Matching Models

Journal of Economic Dynamics and Control

Applied Mathematics

English