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http://hdl.handle.net/10419/25458
  
Title:The method of endogenous gridpoints for solving dynamic stochastic optimization problems PDF Logo
Authors:Carroll, Christopher D.
Issue Date:2005
Series/Report no.:CFS Working Paper 2005/18
Abstract: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.
Subjects:Dynamic optimization
precautionary saving
stochastic growth model
endogenous gridpoints
liquidity constraints
JEL:C6
D9
E2
Persistent Identifier of the first edition:urn:nbn:de:hebis:30-14331
Document Type:Working Paper
Appears in Collections:CFS Working Paper Series, Universität Frankfurt a. M.

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