Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/25458 
Full metadata record
DC FieldValueLanguage
dc.contributor.authorCarroll, Christopher D.en
dc.date.accessioned2006-08-07-
dc.date.accessioned2009-07-24T13:47:40Z-
dc.date.available2009-07-24T13:47:40Z-
dc.date.issued2005-
dc.identifier.piurn:nbn:de:hebis:30-14331en
dc.identifier.urihttp://hdl.handle.net/10419/25458-
dc.description.abstractThis 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
dc.language.isoengen
dc.publisher|aGoethe University Frankfurt, Center for Financial Studies (CFS) |cFrankfurt a. M.en
dc.relation.ispartofseries|aCFS Working Paper |x2005/18en
dc.subject.jelC6en
dc.subject.jelD9en
dc.subject.jelE2en
dc.subject.ddc330en
dc.subject.keywordDynamic optimizationen
dc.subject.keywordprecautionary savingen
dc.subject.keywordstochastic growth modelen
dc.subject.keywordendogenous gridpointsen
dc.subject.keywordliquidity constraintsen
dc.subject.stwStochastischer Prozessen
dc.subject.stwMathematische Optimierungen
dc.subject.stwTheorieen
dc.titleThe method of endogenous gridpoints for solving dynamic stochastic optimization problems-
dc.typeWorking Paperen
dc.identifier.ppn515323896en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:cfswop:200518en

Files in This Item:
File
Size
565.64 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.