Arbeitspapier
The method of endogenous gridpoints for solving dynamic stochastic optimization problems
This paper introduces a method for solving numerical dynamic stochastic optimization problems that avoids rootfinding operations. The idea is applicable to many microeconomic and macroeconomic problems, including life cycle, buffer-stock, and stochastic growth problems. Software is provided.
- Sprache
-
Englisch
- Erschienen in
-
Series: Working Paper ; No. 520
- Klassifikation
-
Wirtschaft
- Thema
-
Dynamic optimization
precautionary saving
stochastic growth model
endogenous gridpoints
liquidity constraints
Stochastischer Prozess
Mathematische Optimierung
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Carroll, Christopher D.
- Ereignis
-
Veröffentlichung
- (wer)
-
The Johns Hopkins University, Department of Economics
- (wo)
-
Baltimore, MD
- (wann)
-
2005
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Carroll, Christopher D.
- The Johns Hopkins University, Department of Economics
Entstanden
- 2005
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