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EconStor >
Goethe-Universität Frankfurt am Main >
Center for Financial Studies (CFS), Universität Frankfurt a. M. >
CFS Working Paper Series, Universität Frankfurt a. M. >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/25458
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Carroll, Christopher D. | | en_US |
| dc.date.accessioned | | 2006-08-07 | | en_US |
| dc.date.accessioned | | 2009-07-24T13:47:40Z | | - |
| dc.date.available | | 2009-07-24T13:47:40Z | | - |
| dc.date.issued | | 2005 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/25458 | | - |
| dc.description.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. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | Center for Financial Studies Frankfurt, Main | | en_US |
| dc.relation.ispartofseries | | CFS Working Paper 2005/18 | | en_US |
| dc.subject.jel | | C6 | | en_US |
| dc.subject.jel | | D9 | | en_US |
| dc.subject.jel | | E2 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | Dynamic optimization | | en_US |
| dc.subject.keyword | | precautionary saving | | en_US |
| dc.subject.keyword | | stochastic growth model | | en_US |
| dc.subject.keyword | | endogenous gridpoints | | en_US |
| dc.subject.keyword | | liquidity constraints | | en_US |
| dc.subject.stw | | Stochastischer Prozess | | en_US |
| dc.subject.stw | | Mathematische Optimierung | | en_US |
| dc.subject.stw | | Theorie | | en_US |
| dc.title | | The method of endogenous gridpoints for solving dynamic stochastic optimization problems | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 515323896 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| dc.identifier.repec | | RePEc:zbw:cfswop:200518 | | - |
| Appears in Collections: | | CFS Working Paper Series, Universität Frankfurt a. M.
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