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The Method of Endogenous Gridpoints for Solving Dynamic Stochastic Optimization Problems Author info | Abstract | Publisher info | Download info | Related research | Statistics Christopher Carroll
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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.
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Paper provided by The Johns Hopkins University,Department of Economics in its series Economics Working Paper Archive with number
520.
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Date of creation: May 2005Date of revision:
Handle: RePEc:jhu:papers:520Contact details of provider: Postal: 3400 North Charles Street Baltimore, MD 21218 Phone: 410-516-7601 Fax: 410-516-7600 Web page: http://www.econ.jhu.edu More information through EDIRC
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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.: Christopher D. Carroll, 2004.
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