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The method of endogenous gridpoints for solving dynamic stochastic optimization problems

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Author Info
Carroll, Christopher D.

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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 91 (2006)
Issue (Month): 3 (June)
Pages: 312-320
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Handle: RePEc:eee:ecolet:v:91:y:2006:i:3:p:312-320

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Christopher D. Carroll, 2004. "Theoretical Foundations of Buffer Stock Saving," Economics Working Paper Archive 517, The Johns Hopkins University,Department of Economics. [Downloadable!]
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  2. Deaton, Angus, 1991. "Saving and Liquidity Constraints," Econometrica, Econometric Society, vol. 59(5), pages 1221-48, September. [Downloadable!] (restricted)
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  1. Rendahl Pontus, 2006. "Inequality Constraints in Recursive Economies," Computing in Economics and Finance 2006 174, Society for Computational Economics. [Downloadable!]
    Other versions:
  2. Alexander Ludwig & Dirk Krüger, 2006. "On the Consequences of Demographic Change for Rates of Returns to Capital, and the Distribution of Wealth and Welfare," MEA discussion paper series 06103, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
    Other versions:
  3. Koijen, Ralph S.J. & Nijman, Theo E. & Werker, Bas J.M., 2006. "Optimal portfolio choice with annuitization," Discussion Paper 78, Tilburg University, Center for Economic Research. [Downloadable!]
  4. Mario Padula & Università di Salerno, 2006. "An approximate consumption function," Computing in Economics and Finance 2006 133, Society for Computational Economics. [Downloadable!]
  5. Francisco Barillas & Jesús Fernández-Villaverde, 2006. "A Generalization of the Endogenous Grid Method," Levine's Bibliography 122247000000001200, UCLA Department of Economics. [Downloadable!]
  6. Karel Mertens, 2007. "The Role of Expectations in Sudden Stops," Economics Working Papers ECO2007/16, European University Institute. [Downloadable!]
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