create a website

Parallel Computation of Sovereign Default Models. (2023). Guerron, Pablo ; Guerron-Quintana, Pablo A ; Deng, Mingzhuo ; Tseng, Lewis.
In: Computational Economics.
RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10291-1.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 18

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Aldrich, E. (2014). GPU Computing in economics. In: Schmedders, K., & Judd, K. (Ed.), Handbook of computational economics. North-Holland, vol. 3 of handbook of computational economics, chap. 10 (pp. 557–598).
    Paper not yet in RePEc: Add citation now
  2. Aldrich, E., Fernandez-Villaverde, J., Gallant, R., & Rubio-Ramirez, J. (2011). Tapping the supercomputer under your desk. Journal of Economic Dynamics and Control. .
    Paper not yet in RePEc: Add citation now
  3. Arellano, C. (2008). Default risk and income fluctuations in emerging economies. American Economic Review, 98, 690–712.

  4. Aruoba, B., & Fernandez-Villaverde, J. (2015). A comparison of programming languages. Journal of Economic Dynamics and Control.

  5. Besard, T., Foket, C., & De Sutter, B. (2018). Effective extensible programming: Unleashing Julia on GPUs. IEEE Transactions on Parallel and Distributed Systems.
    Paper not yet in RePEc: Add citation now
  6. Dean, J., & Ghemawat, S. (2008). MapReduce: Simplified data processing on large clusters. Communications of the ACM.
    Paper not yet in RePEc: Add citation now
  7. Fernandez-Villaverde, J., & Zarruk, D. (2018). A practical guide to parallelization in economics, Working Papers: University of Pennsylvania.

  8. Gordon, G., & Guerron-Quintana, P. (2019). A quantitative theory of hard and soft sovereign efaults. Boston College (Unpublished manuscript).

  9. Guerron-Quintana, P. (2016). Sovereign default on GPUs, Working Papers. Boston College.
    Paper not yet in RePEc: Add citation now
  10. Guerron-Quintana, P., Khazanov, A., & Zhong, M. (2021). Nonlinear factor models, Working papers. Boston College.
    Paper not yet in RePEc: Add citation now
  11. Hatchondo, J., Martinez, L., & Sapriza, H. (2010). Quantitative properties of sovereign default models: Solution methods matter. Review of Economic Dynamics, 13, 919–933.

  12. Innes, M. J. (2017). Generic GPU kernels. .
    Paper not yet in RePEc: Add citation now
  13. Innes, M. J. (2020). CUDA C++ best practices guide.
    Paper not yet in RePEc: Add citation now
  14. Johnson, S. G. (2017). More dots: Syntactic loop fusion in Julia.
    Paper not yet in RePEc: Add citation now
  15. Khazanov, A. (2021). Sovereign default risk and currency returns. Boston College (Unpublished manuscript).
    Paper not yet in RePEc: Add citation now
  16. Kirk, D., & Hwu, W. (2013). Programming massively parallel processors (2nd ed.). Morgan Kaufmann.
    Paper not yet in RePEc: Add citation now
  17. Letendre, J. (2013). Understanding and modeling the synchronization cost in the GPU architecture.
    Paper not yet in RePEc: Add citation now
  18. Tauchen, G. (1986). Finite state Markov-chain approximations to univariate and vector autoregressions. Economics Letters, 20, 177–181.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Pricing Sovereign Debt in Resource-Rich Economies. (2019). McGregor, Thomas.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/240.

    Full description at Econpapers || Download paper

  2. Introduction to the Special Issue on Models of Debt and Debt Crises. (2017). Kehoe, Timothy ; Arellano, Cristina ; Polemarchakis, Herakles.
    In: Economic Theory.
    RePEc:spr:joecth:v:64:y:2017:i:4:d:10.1007_s00199-017-1088-2.

    Full description at Econpapers || Download paper

  3. On the sovereign debt paradox. (2017). Vailakis, Yiannis ; Martins-da-Rocha, V. Filipe.
    In: Economic Theory.
    RePEc:spr:joecth:v:64:y:2017:i:4:d:10.1007_s00199-016-0971-6.

    Full description at Econpapers || Download paper

  4. Sovereign borrowing, financial assistance, and debt repudiation. (2017). Rühmkorf, Ronald ; Ruhmkorf, Ronald ; Kirsch, Florian.
    In: Economic Theory.
    RePEc:spr:joecth:v:64:y:2017:i:4:d:10.1007_s00199-015-0945-0.

    Full description at Econpapers || Download paper

  5. Default Risk, Sectoral Reallocation, and Persistent Recessions. (2017). Mihalache, Gabriel ; Bai, Yan ; Arellano, Cristina.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23835.

    Full description at Econpapers || Download paper

  6. Business cycles in the eastern Caribbean economies: the role of fiscal policy and interest rates. (2016). Hnatkovska, Viktoria ; Carneiro, Francisco.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:7545.

    Full description at Econpapers || Download paper

  7. Fiscal consolidation in an open economy with sovereign premia and without monetary policy independence. (2016). Varthalitis, Petros ; Vassilatos, Vanghelis ; Philippopoulos, Apostolis.
    In: MPRA Paper.
    RePEc:pra:mprapa:81327.

    Full description at Econpapers || Download paper

  8. Sovereign Defaults, External Debt, and Real Exchange Rate Dynamics. (2016). Asonuma, Tamon.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/037.

    Full description at Econpapers || Download paper

  9. Bank and Sovereign Risk Interdependence in the Euro Area. (2015). Kollintzas, Tryphon ; Tsoukalas, Konstantinos.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10485.

    Full description at Econpapers || Download paper

  10. Repatriation of Debt in the Euro Crisis: Evidence for the Secondary Market Theory. (2014). Sauré, Philip ; Brutti, Filippo.
    In: Working Papers.
    RePEc:snb:snbwpa:2014-03.

    Full description at Econpapers || Download paper

  11. Growth and Crisis, Unavoidable Connection?. (2014). Piazza, Roberto.
    In: Review of Economic Dynamics.
    RePEc:red:issued:12-142.

    Full description at Econpapers || Download paper

  12. The Making of a Continental Financial System: Lessons for Europe from Early American History. (2014). Gaspar, Vitor.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/183.

    Full description at Econpapers || Download paper

  13. Fiscal Limits, External Debt, and Fiscal Policy in Developing Countries. (2014). Shen, Wenyi ; Yang, Susan S ; Bi, Huixin.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/049.

    Full description at Econpapers || Download paper

  14. Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone. (2014). PHILIPPON, Thomas ; Martin, Philippe.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10189.

    Full description at Econpapers || Download paper

  15. Banks, Government Bonds, and Default: What do the Data Say?. (2014). Rossi, Stefano ; Martin, Alberto ; Gennaioli, Nicola.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10044.

    Full description at Econpapers || Download paper

  16. Collateral, Liquidity and Debt Sustainability. (2013). Pichler, Paul ; Niemann, Stefan.
    In: Working Papers.
    RePEc:onb:oenbwp:187.

    Full description at Econpapers || Download paper

  17. Fiscal Discipline in WAEMU: Rules, Institutions, and Markets. (2013). Onder, Yasin ; Hitaj, Ermal.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/216.

    Full description at Econpapers || Download paper

  18. International Reserves and Rollover Risk. (2013). Martinez, Leonardo ; Hatchondo, Juan ; Bianchi, Javier.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/033.

    Full description at Econpapers || Download paper

  19. Global Imbalances and Taxing Capital Flows. (2013). Tsomocos, Dimitrios ; Peiris, Udara ; Goodhart, C. A..
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2013:q:2:a:1.

    Full description at Econpapers || Download paper

  20. Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults. (2013). Xu, TengTeng ; Pesaran, Mohammad.
    In: Staff Working Papers.
    RePEc:bca:bocawp:13-19.

    Full description at Econpapers || Download paper

  21. Sovereign default, domestic banks and financial institutions. (2012). Rossi, Stefano ; Martin, Alberto ; Gennaioli, Nicola.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1170.

    Full description at Econpapers || Download paper

  22. Game Over: Simulating Unsustainable Fiscal Policy. (2012). Phillips, Kerk ; Kotlikoff, Laurence ; Evans, Richard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17917.

    Full description at Econpapers || Download paper

  23. Emerging Market Business Cycles: The Role of Labor Market Frictions. (2012). Li, Nan ; Durdu, C. Bora ; Boz, Emine.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/237.

    Full description at Econpapers || Download paper

  24. Debt dilution and sovereign default risk. (2012). Sosa-Padilla, Cesar ; Martinez, Leonardo ; Hatchondo, Juan.
    In: Working Paper.
    RePEc:fip:fedrwp:10-08.

    Full description at Econpapers || Download paper

  25. Sovereign default: which shocks matter?. (2011). guimaraes, bernardo.
    In: Review of Economic Dynamics.
    RePEc:red:issued:09-166.

    Full description at Econpapers || Download paper

  26. Asymmetric Shocks, Long-term Bonds and Sovereign Default. (2011). Zhu, Junjun ; Xie, Shiyu.
    In: MPRA Paper.
    RePEc:pra:mprapa:28236.

    Full description at Econpapers || Download paper

  27. A General Equilibrium Model of Sovereign Default and Business Cycles. (2011). Mendoza, Enrique ; Yue, Zhanwei Z.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/166.

    Full description at Econpapers || Download paper

  28. Public Debt Accumulation and Fiscal Consolidation. (2011). Oguro, Kazumasa ; Sato, Motohiro.
    In: CIS Discussion paper series.
    RePEc:hit:cisdps:517.

    Full description at Econpapers || Download paper

  29. Sovereign debt, government myopia, and the financial sector. (2011). Rajan, Raghuram ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8668.

    Full description at Econpapers || Download paper

  30. Risk Sharing with the Monarch: Contigent Debt and Excusable Defaults in the Age of Philip II, 1556-1598. (2011). Voth, Hans-Joachim ; Drelichman, Mauricio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8492.

    Full description at Econpapers || Download paper

  31. External Sovereign Debt in a Monetary Union: Bailouts and the Role of Corruption. (2011). Tsoukalas, John ; Koulovatianos, Christos ; Achury, Carolina.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3532.

    Full description at Econpapers || Download paper

  32. Legal enforcement, public supply of liquidity and sovereign risk. (2010). Brutti, Filippo.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:464.

    Full description at Econpapers || Download paper

  33. Default Risk and Risk Averse International Investors. (2010). Lizarazo, Sandra.
    In: MPRA Paper.
    RePEc:pra:mprapa:20794.

    Full description at Econpapers || Download paper

  34. Emerging market fluctuations : what makes the difference ?. (2009). Hevia, Constantino.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4897.

    Full description at Econpapers || Download paper

  35. Equilibrium sovereign default with endogenous exchange rate depreciation. (2009). Wiczer, David ; Popov, Sergey.
    In: MPRA Paper.
    RePEc:pra:mprapa:18854.

    Full description at Econpapers || Download paper

  36. Fund Managers, Career Concerns, and Asset Price Volatility. (2009). Kondor, Péter ; Guerrieri, Veronica.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14898.

    Full description at Econpapers || Download paper

  37. On the cyclicality of the interest rate in emerging economy models: solution methods matter. (2009). Sapriza, Horacio ; Martinez, Leonardo ; Hatchondo, Juan.
    In: Working Paper.
    RePEc:fip:fedrwp:09-13.

    Full description at Econpapers || Download paper

  38. The role of information in the rise in consumer bankruptcies. (2009). Sanchez, Juan.
    In: Working Paper.
    RePEc:fip:fedrwp:09-04.

    Full description at Econpapers || Download paper

  39. Fiscal policy and default risk in emerging markets. (2009). Sapriza, Horacio ; Sanchez, Juan ; Cuadra, Gabriel.
    In: Working Paper.
    RePEc:fip:fedrwp:09-01.

    Full description at Econpapers || Download paper

  40. Long-duration bonds and sovereign defaults. (2009). Martinez, Leonardo ; Hatchondo, Juan.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:79:y:2009:i:1:p:117-125.

    Full description at Econpapers || Download paper

  41. Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals. (2009). Chen, Xiaohong ; Pouzo, Demian.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1650r.

    Full description at Econpapers || Download paper

  42. Money, Credit and Default. (2009). Lizarazo, Sandra ; Da Rocha, José María.
    In: Working Papers.
    RePEc:cie:wpaper:0908.

    Full description at Econpapers || Download paper

  43. On Bid Disclosure in OCS Wildcat Auctions. (2009). Melissas, Nicolas.
    In: Working Papers.
    RePEc:cie:wpaper:0905.

    Full description at Econpapers || Download paper

  44. The Economics and Law of Sovereign Debt and Default. (2009). Sturzenegger, Federico ; Panizza, Ugo ; Zettelmeyer, Jeromin.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:47:y:2009:i:3:p:651-98.

    Full description at Econpapers || Download paper

  45. Debt Maturity without Commitment. (2008). Niepelt, Dirk.
    In: Working Papers.
    RePEc:szg:worpap:0805.

    Full description at Econpapers || Download paper

  46. Legal enforcement, public supply of liquidity and sovereign risk. (2008). Brutti, Filippo.
    In: MPRA Paper.
    RePEc:pra:mprapa:13949.

    Full description at Econpapers || Download paper

  47. Default and the maturity structure in sovereign bonds. (2008). Ramanarayanan, Ananth ; Arellano, Cristina.
    In: Staff Report.
    RePEc:fip:fedmsr:410.

    Full description at Econpapers || Download paper

  48. Default and the maturity structure in sovereign bonds. (2008). Ramanarayanan, Ananth ; Arellano, Cristina.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:19.

    Full description at Econpapers || Download paper

  49. Debt Maturity without Commitment. (2008). Niepelt, Dirk.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7093.

    Full description at Econpapers || Download paper

  50. Debt Maturity without Commitment. (2008). Niepelt, Dirk.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2500.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-05 01:07:57 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.