Solving Dynamic Stochastic Optimization Problems Using the Method of Endogenous Gridpoints
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References listed on IDEAS
- Deaton, Angus, 1991. "Saving and Liquidity Constraints," Econometrica, Econometric Society, vol. 59(5), pages 1221-1248, September.
- Kenneth L. Judd, 1998. "Numerical Methods in Economics," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262100711, January.
- den Haan, Wouter J & Marcet, Albert, 1990.
"Solving the Stochastic Growth Model by Parameterizing Expectations,"
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More about this item
KeywordsNumerical Optimization; Dynamic Programming; Precautionary Saving;
- 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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-12-01 (All new papers)
- NEP-CMP-2005-12-01 (Computational Economics)
- NEP-DGE-2005-12-01 (Dynamic General Equilibrium)
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