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International Modelling Development Division. International Economic Analysis Department. 234 Laurier Avenue West. Ottawa, Ontario, Canada. A Parallel Implementation of Smolyak Method. Sovereign defaults in presence of growth shocks. In this paper we investigate sovereign defaults in the presence of temporary and permanent shocks to firms' total factor productivity advocated by Aguiar and Gopinath 2006, JIE. We introduce fluctuations in trend growth to the model of Mendoza and Yue 2012, QJE. Hodrick-Pres...

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International Modelling Development Division. International Economic Analysis Department. 234 Laurier Avenue West. Ottawa, Ontario, Canada. A Parallel Implementation of Smolyak Method. Sovereign defaults in presence of growth shocks. In this paper we investigate sovereign defaults in the presence of temporary and permanent shocks to firms' total factor productivity advocated by Aguiar and Gopinath 2006, JIE. We introduce fluctuations in trend growth to the model of Mendoza and Yue 2012, QJE. Hodrick-Pres...

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1 iskander karibzhanov

2 senior economist

3 bank of canada

4 e mail

5 curriculum vitae

6 work in progress

7 code

8 slides

9 international capital controls

10 data

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International Modelling Development Division. International Economic Analysis Department. 234 Laurier Avenue West. Ottawa, Ontario, Canada. A Parallel Implementation of Smolyak Method. Sovereign defaults in presence of growth shocks. In this paper we investigate sovereign defaults in the presence of temporary and permanent shocks to firms' total factor productivity advocated by Aguiar and Gopinath 2006, JIE. We introduce fluctuations in trend growth to the model of Mendoza and Yue 2012, QJE. Hodrick-Pres...

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International Modelling Development Division. International Economic Analysis Department. 234 Laurier Avenue West. Ottawa, Ontario, Canada. A Parallel Implementation of Smolyak Method. Sovereign defaults in presence of growth shocks. In this paper we investigate sovereign defaults in the presence of temporary and permanent shocks to firms' total factor productivity advocated by Aguiar and Gopinath 2006, JIE. We introduce fluctuations in trend growth to the model of Mendoza and Yue 2012, QJE. Hodrick-Pres...

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