|
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
|
| | |
| Title: | | The method of endogenous gridpoints for solving dynamic stochastic optimization problems  |
| 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 |
| Document Type: | | Working Paper |
| Appears in Collections: | | CFS Working Paper Series, Universität Frankfurt a. M.
|
| Files in This Item:
| |
|
| No. of Downloads:
| |
| last Month |
last 3 Month |
total |
|
|
|
|
|
| |
| | |
Download bibliographical data as:
BibTeX
|
| |
Share on:http://hdl.handle.net/10419/25458
|
Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.
|