Công nghệ Ngăn sông, Đê điều và Bảo vệ bờ

Thứ Tư, 16 tháng 1, 2019

Dynamic equilibrium models with efficient computation, and estimation.

My research interests are in the formulation of dynamic equilibrium models, their efficient computation, and their estimation.

Below you can get pdf copies of my papers and codes for reproducing some of the computations involved.

New Items

November 13, 2018. A preliminary version of my paper "Financial Frictions and the Wealth Distribution" with Galo Nuño and Samuel Hurtado can be found here. Note that some of the results reported in the figures are not completely described in the text. The slides are here here

October 9, 2018. We updated our paper "A Practical Guide to Parallelization in Economics" here to include the new Julia 1.0 parallelization syntax. The Github repository: here is also updated.

September 15, 2018. An interview about my research published at Econ Focus, from the Federal Reserve Bank of Richmond, can be found here.

September 11, 2018. The paper "Cryptocurrencies: A Crash Course in Digital Monetary Economics" can be found here. Una traducción al español aquí.

August 27, 2018. A new paper "The Lack of European Productivity Growth: Causes and Lessons for the U.S." with Lee Ohanian can be found here.

April 22, 2018. A new paper "A Practical Guide to Parallelization in Economics" here. An easy-to-follow guide of what you need to know to start coding in parallel in economics. It comes with a Github repository: here. Download and fork the codes!

March 22, 2018. An update on the computations on "A Comparison of Programming Languages" here with the results for new versions of each language. Bottom line: Matlab and R have improved a lot, Python is still awful, and Julia rocks!

February 10, 2018. A short paper on the economics of minimum wage regulations here.

July 25, 2017. A paper with Thorsten Drautzburg and Pablo Guerron-Quintana on the importance of political risk and bargaining shocks to understand aggregate fluctuations can be found here.

July 9, 2017. An updated version of my paper with Daniel Sanches on currency competiton among privately issued at currencies such as Bitcoin or Ethereum can be found here. Also, a short companion paper summarizing some of the findings can be found here.

July 4, 2017. A paper on how institutions and party systems are affected by the euro with Tano Santos can be found here.

May 6, 2017. A paper on safe assets with Robert Barro, Oren Levintal, and Andrew Mollerus can be found here.

December 28, 2016. A paper on the effects of labor market regulations can be found here.

April 21, 2016. The paper "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications

," joint with Martin Andreasen and Juan Rubio-Ramirez has been updated with a new empirical application and a few more results regarding GIRFs. The new copy is here: here. A detailed technical appendix is here. Codes for Dynare 4.4: here.

February 6, 2016. A new paper with Oren Levintal on the computation of models with rare disasters can be found here. Companion code here.

December 30, 2015. My chapter on solution and estimation methods for DSGE models for the Handbook of Macroeconomics (joint with Juan Rubio-Ramirez and Frank Schorfheide) can be found here.

September 20, 2015. A brief paper "Magna Carta, the Rule of Law, and the Limits on Government," written for a conference celebrating the 800th anniversary of Magna Carta can be found here.

Handbook Chapters

Solution and Estimation Methods for DSGE Models.

Joint with Juan Rubio-Ramirez and Frank Schorfheide.

The New Macroeconometrics: A Bayesian Approach.

Joint with Pablo Guerron-Quintana and Juan F. Rubio-Ramirez.

Dynamic Macroeconomics

Political Distribution Risk and Aggregate Fluctuations

Joint with Thorsten Drautzburg and Pablo Guerron-Quintana.

Safe Assets

Joint with Robert Barro, Oren Levintal, and Andrew Mollerus.

Can Currency Competition Work?

Joint with Daniel Sanches.

A short companion paper summarizing some of the findings can be found here

Cryptocurrencies: A Crash Course in Digital Monetary Economics

Optimal Capital Versus Labor Taxation with Innovation-Led Growth.

Joint with Philippe Aghion and Ufuk Akcigit.

Nonlinear Adventures at the Zero Lower Bound.

Joint with Grey Gordon, Pablo Guerron, and Juan Rubio-Ramirez.

Supply-Side Policies and the Zero Lower Bound.

Joint with Pablo Guerron and Juan Rubio-Ramirez.

Fiscal Volatility Shocks and Economic Activity.

Joint with Keith Kuester, Pablo Guerron and Juan Rubio-Ramirez.

Reading the Recent Monetary History of the U.S., 1959-2007.

Joint with Pablo Guerron-Quintana and Juan Rubio-Ramirez.

A Review Sesssion for Monetary and Fiscal Policy

Macroeconomics and Volatility: Data, Models, and Estimation.

Joint with Juan Rubio-Ramirez.

Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data.

Joint with Pablo Guerron-Quintana and Juan Rubio-Ramirez.

The Term Structure of Interest Rates in a DSGE Model with Recursive Preference.

Joint with Jules van Binsbergen, Ralph Koijen, and Juan Rubio-Ramirez.

Fiscal Policy in a Model with Financial Frictions.

An extended version of the model can be found here.

Risk Matters: The Real Effects of Volatility Shocks.

Joint with Pablo Guerron-Quintana, Juan F. Rubio-Ramirez, and Martin Uribe.

From Shame to Game in One Hundred Years: An Economic Model of the Rise in Pre-marital Sex and its De-Stigmatization.

Joint with Jeremy Greenwood and Nezih Guner.

A,B,C's (and D)'s for Understanding VARs.

Joint with Juan F. Rubio-Ramirez, Tom Sargent, and Mark Watson.

The older (and longer) working paper version is here.

Life-Cycle Consumption, Debt Constraints and Durable Goods

Joint with Dirk Krueger.

Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data.

Joint with Dirk Krueger.

Here you can find the technical appendix of the paper with further details about our estimation.

Optimal Fiscal Policy in a Business Cycle Model without Commitment (incomplete draft).

Joint with Aleh Tsyvinski.

Was Malthus Right? Economic Growth and Population Dynamics.

Some Further Notes on "Was Malthus Right? Economic Growth and Population Dynamics".

These notes present further discussion of several aspects of "Was Malthus Right? Economic Growth and Population Dynamics". They should be read following each particular section of the main paper.

Can We Really Observe Hyperbolic Discounting?

Joint with the late Arijit Mukherji.

Evaluating Labor Market Reforms: A General Equilibrium Approach.

Joint with Cesar Alonso-Borrego and Jose E. Galdon.

On the Solution of the Growth Model with Investment-Specific Technological Change.

Joint with Juan F. Rubio-Ramirez.

Computation of Dynamic Equilibrium Models

A Practical Guide to Parallelization in Economics.

Joint with David Zarruk Valencia.

Github repository: here

Comparing Solution Methods for Dynamic Equilibrim Economies.

Joint with S. Boragan Aruoba and Juan F. Rubio-Ramirez.

Click on this link to go to the companion web page where you can find the codes used in this paper.

Solution Methods for Models with Rare Disasters.

Joint with Oren Levintal.

Companion code here.

A Comparison of Programming Languages in Economics.

Joint with S. Boragan Aruoba.

Click on this link to get the codes used in this paper.

Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors.

Joint with Eric Aldrich, Ron Gallant, and Juan Rubio-Ramirez

Computing DSGE Models with Recursive Preferences and Stochastic Volatility.

Joint with Dario Caldara, Juan F. Rubio-Ramirez, and Yao Wen.

Solving DSGE Models with Perturbation Methods and a Change of Variables.

Joint with Juan F. Rubio-Ramirez.

Mathematica Notebook to compute the optimal change of variables.

A Generalization of the Endogenous Grid Method.

Joint with Francisco Barillas.

Fortran Code to compute the models describe in the paper using the Endogenous Grid Method and Value function iteration.

Estimation of Dynamic Equilibrium Models

Our Research Agenda: Estimating DSGE Models .

Joint with Juan F. Rubio-Ramirez.

This note, which appears in the newsletter of the Review of Economic Dynamics, fall 2006, describes our agenda on the estimation of DSGE Models. We discuss our different papers and explain how they fit together.

The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications.

Joint with Martin Andreasen and Juan F. Rubio-Ramirez.

A detailed technical appendix is here. Codes for Dynare 4.4: here.

The Econometrics of DSGE Models.

MEDEA: A DSGE Model for the Spanish Economy.

Joint with Pablo Burriel and Juan F. Rubio-Ramirez.

Estimating Macroeconomic Models: A Likelihood Approach.

Joint with Juan F. Rubio-Ramirez.

The technical appendix offers further details in some aspects of the paper.

Sequential Monte Carlo Filtering: an Example

Here you can find a simple example of how to use a Sequential Monte Carlo to evaluate the likelihood function of a nonlinear and non-normal process.

Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood.

Joint with Juan F. Rubio-Ramirez.

How Structural Are Structural Parameter Values?.

Joint with Juan F. Rubio-Ramirez.

Convergence Properties of the Likelihood of Computed Dynamic Models.

Also, NBER Working Paper version, with more details.

Joint with Juan F. Rubio-Ramirez and Manuel Santos.

Horizons of Undertanding.

European Economics, Political Economy and the Euro Crisis

The Lack of European Productivity Growth: Causes and Lessons for the U.S..

Joint with Lee Ohanian.

Institutions and Political Party Systems: The Euro Case.

Joint with Tano Santos.

Political Credit Cycles: the Case of the Euro Zone

Joint with Luis Garicano and Tano Santos.

The Spanish Crisis from a Global Perspective.

Joint with Lee Ohanian.

Discussion of "Can Structural Reforms Help Europe?" by Gauti Eggertsson, Andrea Ferrero, and Andrea Raffo.

Law and Economics, Policy Papers, Economic History

The Economics of Minimum Wage Regulations

The Economic Consequences of Labor Market Regulations

Magna Carta, the Rule of Law, and the Limits on Government.

Health Care (a proposal for reform, published in "The Thriving Society: On The Social Conditions of Human Flourishing").

An interview about my views of the relation between economics and history that came out in Politikon (sorry, in Spanish).

OpenSees & OpenSeesPL

(http://opensees.berkeley.edu/wiki/index.php/Main_Page)

OpenSees, the Open System for Earthquake Engineering Simulation, is an object-oriented, open source software framework. It allows users to create both serial and parallel finite elementcomputer applications for simulating the response of structural and geotechnical systems subjected to earthquakes and other hazards. OpenSees is primarily written in C++ and uses several Fortranand C numerical libraries for linear equation solving, and material and element routines. The framework WILL BE covered in the developers section.

The goal of the OpenSees development is to improve the modeling and computational simulation in earthquake engineering through:

1. new open-source code development

2. education

3. community discussion

A number of simple applications are provided to introduce new users and non-programmers to the OpenSees framework. All these applications are interpreters and they allow users to perform finite element analysis using a simple yet powerful scripting language. The analysis can look like plain text input files or they can be complex programs. It's up to the skills of the user. These applications are covered in theusers section.

OpenSees Resources

OpenSees has two different classes of user and the information contained herein is similarly split:

1. OpenSees User

2. OpenSees Developer

FAQs

Funding

The funding for the development and maintenance of the core OpenSees code was initially provided by the NSF-sponsored Pacific Earthquake Engineering (PEER) Center. Funding is currently provided by the NSF sponsored George E. Brown, Jr. Network for Earthquake Engineering Simulation (NEES).

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(http://soilquake.net/openseespl/#download)

OpenSeesPL – 3D Lateral Pile-Ground Interaction

OpenSeesPL is a PC-based graphical pre- and post-processor (user-interface) for three dimensional (3D) ground and ground-structure response. The 3D Finite Element (FE) computations are conducted using OpenSees developed by the Pacific Earthquake Engineering Research Center (PEER). The analysis options available in OpenSeesPL* include (please see Example Input Files): 1) Pushover Analysis, 2) Mode Shape Analysis and 3) Base Input Acceleration Analysis.

OpenSeesPL is recently re-written in Microsoft .NET Framework (WPF or Windows Presentation Foundation). OpenTK (OpenGL) library is used for visualization of FE mesh and OxyPlot is employed for x-y plotting.

*Lu, J., Elgamal, A., and Yang, Z. (2011). OpenSeesPL: 3D Lateral Pile-Ground Interaction, User Manual, Beta 1.0.

Also, check the publications below for examples of different pile, footing, embedded structure, pile group, and ground modification scenarios:

§ Elgamal, A., Lu, J., Yang, Z., and Shantz, T. (2009). Scenario-focused three-dimensional computational modeling in geomechanics, Alexandria, Egypt, 4 iYGEC’09 – Proc. 4th International Young Geotechnical Engineers’ Conference (2 – 6 October), ISSMGE [View PDF File]

§ Elgamal, A., Lu, J., and Forcellini, D., “Mitigation of Liquefaction-Induced Lateral Deformation in a Sloping Stratum: Three-dimensional Numerical Simulation,” Journal of Geotechnical and Geoenvironmental Engineering, ASCE, Vol. 135, No. 11, November, 1672-1682, 2009.

§ Lu, J., Elgamal, A., Yan, L., Law, K. and Conte, J.P., “Large Scale Numerical Modeling in Geotechnical Earthquake Engineering” International Journal of Geomechanics, ASCE, Vol. 11, No. 6, December, 490-503, 2011.

§ Nguyen, T., Rayamajhi, D., Boulanger, R., Ashford, S., Lu, J., Elgamal, A., and Shao, L., “Design of DSM Grids for Liquefaction Remediation” J. Geotech Geoenviron. Engng, ASCE, Volume 139, Issue 11, 1923-1933, November 2013.

§ Rayamajhi, D., Nguyen, T., Ashford, S., Boulanger, R., Lu, J., Elgamal, A., and Shao, L., “Numerical Study of Shear Stress Distribution for Discrete Columns in Liquefiable Soils, Journal of Geotechnical and Geoenvironmental Engineering, ASCE, 9 pp., Volume 140, Issue 3, March 2014.

Google for “OpenSeesPL” in Google Scholar

Click here to see additional related references.

Click here to see example input files.

Download & Install OpenSeesPL

Note: OpenSeesPL only works on Windows based PC computers. It is best to use a relatively new Laptop or Desktop with a fast processor, and at least 2GB of memory.

The following steps describe how to download, install and run OpenSeesPL. For detailed documentation, please see the User Manual (3.2 MB pdf file, updated Dec. 2011). In addition, a few demo examples are available at the Examplespage.

Step 1: Install Tcl

If you have not installed Tcl/Tk on your computer, please download the Tcl/Tk 8.5 installation file below and double-click to install it (OpenSees employs Tcl 8.5). You only need to do this step once for a given PC.

Download Tcl 8.5 (64-bit)

Step 2: Install OpenSeesPL (Nonlinear pile option recently added!)

Please download the installation file from the link below, and then double-click on the icon and follow the simple installation instructions (you may wish to visit this site periodically to check for updates).

(Note that we’re using 64-bit OpenSees and Tcl for the 64-bit version of OpenSeesPL):

Download OpenSeesPL (Edu Version, 64-bit) 8 MB

Download OpenSeesPL Installation File (64-bit)

(Edu Version 2.7.5, updated 1/11/2019; This version is based on a major update. As such, we sincerely appreciate any feedback or observations about its operation)
OpenSeesPL Beta 2.0 (and later versions) is written in Microsoft .NET Framework. You may need to install Microsoft .NET Framework if OpenSeesPL is not running.
Download .NET Framework 4.5

Notes:
1) In this Edu Version, the total number of soil elements must be less than 50 for Pile Group, Outermost Zone, or Piled Raft scenarios. Otherwise, analysis will not be executed and result will not be displayed either. Please click the links below to download sample models for Pile Group, Outermost Zone, and Piled Raft Option, respectively:
Pile Group Simple Mesh Outermost Zone Simple Mesh Piled Raft Simple Mesh
2) The model files (*.opl) created with versions earlier than Beta 2.0 will not be compatible with Beta 2.0 (or later versions) since the data structure of the model input has been re-organized. The user is encouraged to re-build his/her models in the new version of OpenSeesPL if that’s the case. We’re sorry for any inconvenience this may cause.

Step 3: Run OpenSeesPL

1) After installing the software on your computer, double-click the OpenSeesPL icon to start.

2) To conduct a pushover analysis, click Pushover Analysis in the main window. To conduct earthquake motion analysis, click Single Motion Analysis. For the default mesh, a typical Pushover analysis will be performed in less than 1 minute, and a typical earthquake simulation will consume about 5 – 10 minutes.

3) To open an existing model, click File in Menu and then click Open Model to open a model (the model file must have an extension of .opl).

4) Click Execute in Menu and then click Save Model & Run Analysis to conduct the finite element simulation.

5) Click Display in Menu and then click corresponding menu item to view the result.
Step 4: Download OpenSeesPL User Manual

OpenSeesPL User Manual (3.2 MB pdf file, updated Dec. 2011)

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OpenSees Development

Workshops and Monthly Meetings

· 2016 QuakeCoRE OpenSees Training Workshops

· 20 July 2016 - Webconference - Community discussion for QuakeCoRE OpenSees research

· 17 August 2016 - Webconference - Community discussion for QuakeCoRE OpenSees research

· 21 September 2016 - Webconference - Community discussion for QuakeCoRE OpenSees research

· 19 October 2016 - Webconference - Community discussion for QuakeCoRE OpenSees research

· 2017 QuakeCoRE OpenSees Training Workshops

· 11 April 2017 - Webconference - Community discussion for QuakeCoRE OpenSees research

· 09 May 2017 - Webconference - Community discussion for QuakeCoRE OpenSees research

· 13 June 2017 - Webconference - Community discussion for QuakeCoRE OpenSees research

· 11 July 2017 - Webconference - Community discussion for QuakeCoRE OpenSees research

· 08 August 2017 - Webconference - Community discussion for QuakeCoRE OpenSees research

OpenSees Tools

Downloading and Setting-Up OpenSees on Windows and Mac OS X: Step-by-step instructions

OpenSees and Other Useful Links

OpenSees homepage: http://opensees.berkeley.edu

OpenSees Wiki (command manual, examples, and more): http://opensees.berkeley.edu/wiki/index.php

OpenSees message board: http://opensees.berkeley.edu/community/index.php

Instructions for anonymous SVN access: http://opensees.berkeley.edu/OpenSees/developer/svn.php

OpenSees Navigator: http://openseesnavigator.berkeley.edu

BuildingTcl: http://opensees.berkeley.edu/wiki/index.php/BuildingTcl

GiD Pre- and Post-Processing Tool: http://www.gidhome.com

DesignSafe-CI: https://www.designsafe-ci.org

GiD+OpenSees: http://gidopensees.rclab.civil.auth.gr/

Build-X: https://www.buildx4opensees.eu/

2016 OpenSees Student Innovation Prizes

We are pleased to announce the winners for the first annual QuakeCoRE OpenSees Student Innovation Prize Competition. Two $500 prizes were awarded in conjunction with the 2016 QuakeCoRE Annual Meeting recognizing significant earthquake engineering research that has been undertaken using the OpenSees finite element analysis platform. The winning submissions were those that best fit the judging criteria of “the most significant and/or practically-useful contribution to earthquake engineering analysis using OpenSees.”

2016 QuakeCoRE OpenSees Student Innovation Prize Winners:

Ericson Encina Zuniga (University of Auckland) - Ericson developed a number of tools to facilitate the modeling beam elements using fibre section models to define the cross-sectional response in OpenSees. These tools include Excel sheets that allow the user to easily understand and define the geometric properties of the fibre section models and to interactively define the uniaxial constitutive models for the concrete and reinforcing steel portions of the section, as well as a series of tcl procedures to aid in recording information from the fibre sections during analysis and to automatically troubleshoot convergence issues. The files and tools developed by Ericson are available here.

James Maguire (University of Wollongong and University of Auckland) - James created a 3D visualisation tool in python that can be used to examine the deformed shape of an OpenSees model. This tool pulls the nodal coordinates from the OpenSees model file and reads the displacements from the recorded output. James' visualisation tool can be used to create interactive plots for 3D models via a series of slider that allow the user to increase/decrease the deformation magnification scale, change the camera viewpoint, and incrementally cycle through the time steps for a dynamic analysis. The visualisation tool developed by James is available here. The text file _ModelVisualiser description_.txt provides an overview of the tool and describes the python packages needed to run it.

(Nguồn: https://wiki.canterbury.ac.nz/plugins/servlet/mobile?contentId=52691679&fbclid=IwAR1T72u8gv3O8IGiRZIZqKXe_vwoj-sqCSXImQpn0fEAFZTcQRQJAzLZeMY#content/view/52691679)

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