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Solving Dynamic Stochastic Optimization Problems Using the Method of Endogenous Gridpoints

Author

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  • Christopher D. Carroll

    () (Economics Johns Hopkins University)

Abstract

No abstract is available for this item.

Suggested Citation

  • Christopher D. Carroll, 2005. "Solving Dynamic Stochastic Optimization Problems Using the Method of Endogenous Gridpoints," 2005 Meeting Papers 628, Society for Economic Dynamics.
  • Handle: RePEc:red:sed005:628
    as

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    File URL: http://www.econ.jhu.edu/people/ccarroll/EndogenousGridpoints.pdf
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    References listed on IDEAS

    as
    1. Deaton, Angus, 1991. "Saving and Liquidity Constraints," Econometrica, Econometric Society, vol. 59(5), pages 1221-1248, September.
    2. Kenneth L. Judd, 1998. "Numerical Methods in Economics," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262100711, January.
    3. den Haan, Wouter J & Marcet, Albert, 1990. "Solving the Stochastic Growth Model by Parameterizing Expectations," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(1), pages 31-34, January.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    Numerical Optimization; Dynamic Programming; Precautionary Saving;

    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • E2 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment

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