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The Method of Endogenous Gridpoints for Solving Dynamic Stochastic Optimization Problems

Citations

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Cited by:

  1. Galo Nuño, 2025. "Three Theories of Natural Rate Dynamics," Working Papers 2528, Banco de España.
  2. Setty, Ofer, 2011. "Unemployment Accounts," Foerder Institute for Economic Research Working Papers 275748, Tel-Aviv University > Foerder Institute for Economic Research.
  3. Dirk Krueger & Alexander Ludwig, 2006. "On the Consequences of Demographic Change for International Capital Flows, Rates of Returns to Capital, and the Distribution of Wealth and Welfare," 2006 Meeting Papers 643, Society for Economic Dynamics.
  4. Cristian Pardo & Jorge Sabat, 2025. "Equity and efficiency effects of flat premiums," International Journal of Health Economics and Management, Springer, vol. 25(1), pages 27-49, March.
  5. Konstantinos Angelopoulos & Spyros Lazarakis & James Malley, 2019. "The Distributional Effects of Peer and Aspirational Pressure," Working Papers 419434468, Lancaster University Management School, Economics Department.
  6. Sebastian Dyrda & Marcelo Pedroni, 2015. "Optimal Fiscal Policy in a Model with Uninsurable Idiosyncratic Shocks," Working Papers tecipa-550, University of Toronto, Department of Economics.
  7. Veronica Guerrieri & Guido Lorenzoni, 2017. "Credit Crises, Precautionary Savings, and the Liquidity Trap," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(3), pages 1427-1467.
  8. Guerra Vallejos, Ernesto & Bobenrieth Hochfarber, Eugenio & Bobenrieth Hochfarber, Juan & Wright, Brian D., 2021. "Solving dynamic stochastic models with multiple occasionally binding constraints," Economic Modelling, Elsevier, vol. 105(C).
  9. Bruneel-Zupanc, Christophe Alain, 2021. "Discrete-Continuous Dynamic Choice Models: Identification and Conditional Choice Probability Estimation," TSE Working Papers 21-1185, Toulouse School of Economics (TSE).
  10. Ralph Luetticke, 2021. "Transmission of Monetary Policy with Heterogeneity in Household Portfolios," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 1-25, April.
  11. Pierre Mabille, 2019. "Aggregate Precautionary Savings Motives," 2019 Meeting Papers 344, Society for Economic Dynamics.
  12. Greg Kaplan, 2012. "Inequality and the life cycle," Quantitative Economics, Econometric Society, vol. 3(3), pages 471-525, November.
  13. repec:diw:diwfin:diwfin04050 is not listed on IDEAS
  14. Jeanne, Olivier & Korinek, Anton, 2019. "Managing credit booms and busts: A Pigouvian taxation approach," Journal of Monetary Economics, Elsevier, vol. 107(C), pages 2-17.
  15. Christian Bayer & Ralph Luetticke & Lien Pham‐Dao & Volker Tjaden, 2019. "Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk," Econometrica, Econometric Society, vol. 87(1), pages 255-290, January.
  16. Ayse Kabukcuoglu & Enrique Martínez García, 2016. "The market resources method for solving dynamic optimization problems," Globalization Institute Working Papers 274, Federal Reserve Bank of Dallas.
  17. Alonso, Cristian, 2018. "Hard vs. soft financial constraints: Implications for the effects of a credit crunch," Journal of Macroeconomics, Elsevier, vol. 58(C), pages 198-223.
  18. Brumm, Johannes & Grill, Michael, 2014. "Computing equilibria in dynamic models with occasionally binding constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 38(C), pages 142-160.
  19. Damiaan Chen & Roel Beetsma & Sweder van Wijnbergen, 2022. "Intergenerational Sharing of Unhedgeable Inflation Risk," Working Papers 758, DNB.
  20. Boppart, Timo & Krusell, Per & Mitman, Kurt, 2018. "Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative," Journal of Economic Dynamics and Control, Elsevier, vol. 89(C), pages 68-92.
  21. Iskhakov, Fedor, 2015. "Multidimensional endogenous gridpoint method: Solving triangular dynamic stochastic optimization problems without root-finding operations," Economics Letters, Elsevier, vol. 135(C), pages 72-76.
  22. Bontemps, Christian & Cherbonnier, Frédéric & Magnac, Thierry, 2023. "Reducing transaction taxes on housing in highly regulated economies”," TSE Working Papers 23-1486, Toulouse School of Economics (TSE).
  23. Enrique Mendoza & Sergio Villalvazo, 2020. "FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 81-102, July.
  24. Chamon, Marcos & Liu, Kai & Prasad, Eswar, 2013. "Income uncertainty and household savings in China," Journal of Development Economics, Elsevier, vol. 105(C), pages 164-177.
  25. Joachim Hubmer, 2018. "The Job Ladder and its Implications for Earnings Risk," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 29, pages 172-194, July.
  26. Per Krusell & Anthony Smith & Joachim Hubmer, 2015. "The historical evolution of the wealth distribution: A quantitative-theoretic investigation," 2015 Meeting Papers 1406, Society for Economic Dynamics.
  27. Robert Amano & Malik Shukayev, 2012. "Risk Premium Shocks and the Zero Bound on Nominal Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1475-1505, December.
  28. Yamada, Tomoaki, 2011. "A politically feasible social security reform with a two-tier structure," Journal of the Japanese and International Economies, Elsevier, vol. 25(3), pages 199-224, September.
  29. Tobias Grasl, 2013. "Solving Incomplete Markets Models by Derivative Aggregation," Birkbeck Working Papers in Economics and Finance 1302, Birkbeck, Department of Economics, Mathematics & Statistics.
  30. Fabrice Collard & Jacob Wong, 2011. "A Dynamic Model of Occupational Mobility, Structural Unemployment, Average Labour Productivity and Wage Dispersion," 2011 Meeting Papers 821, Society for Economic Dynamics.
  31. Krusell, Per & Rudanko, Leena, 2016. "Unions in a frictional labor market," Journal of Monetary Economics, Elsevier, vol. 80(C), pages 35-50.
  32. Dobrew, Michael & Gerke, Rafael & Giesen, Sebastian & Röttger, Joost, 2025. "Make-up strategies with incomplete markets and bounded rationality," European Economic Review, Elsevier, vol. 173(C).
  33. Renzo Vidal Caycho, 2020. "¿La desigualdad de los agentes afecta al consumo? Una visión desde la política monetaria," Revista de Análisis Económico y Financiero, Universidad de San Martín de Porres, vol. 2(01), pages 07-24.
  34. Damiano Sandri & FabiÁn Valencia, 2013. "Financial Crises and Recapitalizations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 59-86, December.
  35. Konstantinos Angelopoulos & Spyridon Lazarakis & James Malley, 2019. "Savings externalities and wealth inequality," Working Papers 2019-05, Business School - Economics, University of Glasgow.
  36. Mann, Katja & Davenport, Margaret, 2016. "Demography, Capital Flows and Asset Allocation over the Life-cycle," VfS Annual Conference 2016 (Augsburg): Demographic Change 145948, Verein für Socialpolitik / German Economic Association.
  37. Thomas Hintermaier & Winfried Koeniger, 2018. "Household debt and crises of confidence," Quantitative Economics, Econometric Society, vol. 9(3), pages 1489-1542, November.
  38. Iskhakov, Fedor & Keane, Michael, 2021. "Effects of taxes and safety net pensions on life-cycle labor supply, savings and human capital: The case of Australia," Journal of Econometrics, Elsevier, vol. 223(2), pages 401-432.
  39. Luca Fornaro & Federica Romei, 2019. "The Paradox of Global Thrift," American Economic Review, American Economic Association, vol. 109(11), pages 3745-3779, November.
  40. Den Haan, Wouter J. & Rendahl, Pontus, 2010. "Solving the incomplete markets model with aggregate uncertainty using explicit aggregation," Journal of Economic Dynamics and Control, Elsevier, vol. 34(1), pages 69-78, January.
  41. Bassanin, Marzio & Faia, Ester & Patella, Valeria, 2021. "Ambiguity attitudes and the leverage cycle," Journal of International Economics, Elsevier, vol. 129(C).
  42. Peijnenburg, J.M.J. & Nijman, T.E. & Werker, B.J.M., 2010. "Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement," Other publications TiSEM 0b8e2130-a64a-48c1-97d6-8, Tilburg University, School of Economics and Management.
  43. Yasuo Hirose & Takeki Sunakawa, 2019. "Review of Solution and Estimation Methods for Nonlinear Dynamic Stochastic General Equilibrium Models with the Zero Lower Bound," The Japanese Economic Review, Japanese Economic Association, vol. 70(1), pages 51-104, March.
  44. Wouterse, B.; & Hussem, A.; & Wong, A.;, 2018. "The effect of co-payments in Long Term Care on the distribution of payments,consumption, and risk," Health, Econometrics and Data Group (HEDG) Working Papers 18/24, HEDG, c/o Department of Economics, University of York.
  45. Andrea, Colciago & Rajssa, Mechelli, 2019. "Competition and Inequality: Aiyagari meets Bertrand and Cournot," Working Papers 398, University of Milano-Bicocca, Department of Economics, revised Jan 2019.
  46. Ma, Chang, 2020. "Financial stability, growth and macroprudential policy," Journal of International Economics, Elsevier, vol. 122(C).
  47. Hannah Magdalena Seidl & Fabian Seyrich, 2021. "Unconventional Fiscal Policy in HANK," Discussion Papers of DIW Berlin 1953, DIW Berlin, German Institute for Economic Research.
  48. Adrien Auclert & Bence Bardóczy & Matthew Rognlie, 2023. "MPCs, MPEs, and Multipliers: A Trilemma for New Keynesian Models," The Review of Economics and Statistics, MIT Press, vol. 105(3), pages 700-712, May.
  49. Xianguo Huang & Naoyuki Yoshino, 2015. "Impacts of Universal Health Coverage: A Micro-founded Macroeconomic Perspective," ADBI Working Papers 533, Asian Development Bank Institute.
  50. Sumudu Kankanamge & Alexandre Gaillard, 2019. "Entrepreneurship, Inter-Generational Business Transmission and Aging," 2019 Meeting Papers 1503, Society for Economic Dynamics.
  51. Olga Bondarenko, 2025. "Shockwaves from Ukraine: Trends and Gaps in Agricultural Commodity Prices," IHEID Working Papers 04-2025, Economics Section, The Graduate Institute of International Studies.
  52. Stephen J. Terry, 2017. "Alternative Methods for Solving Heterogeneous Firm Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(6), pages 1081-1111, September.
  53. Sergio Ocampo & Baxter Robinson, 2024. "Computing Longitudinal Moments for Heterogeneous Agent Models," Computational Economics, Springer;Society for Computational Economics, vol. 64(3), pages 1891-1912, September.
  54. Alessandro Riboni & Facundo Piguillem, 2011. "Dynamic Bargaining over Redistribution in Legislatures," 2011 Meeting Papers 1320, Society for Economic Dynamics.
  55. Francesco Ferlaino, 2025. "Effects of different financial frictions on households," Working Papers in Public Economics 263, Department of Economics and Law, Sapienza University of Rome.
  56. Evans, David & Li, Jungang & McGough, Bruce, 2023. "Local rationality," Journal of Economic Behavior & Organization, Elsevier, vol. 205(C), pages 216-236.
  57. Adrien Auclert, 2019. "Monetary Policy and the Redistribution Channel," American Economic Review, American Economic Association, vol. 109(6), pages 2333-2367, June.
  58. Daniel Harenberg & Alexander Ludwig, 2019. "Idiosyncratic Risk, Aggregate Risk, And The Welfare Effects Of Social Security," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 60(2), pages 661-692, May.
  59. Krueger, Dirk & Wu, Chunzan, 2018. "How Much Consumption Insurance in Bewley Models with Endogenous Family Labor Supply?," CEPR Discussion Papers 12828, Centre for Economic Policy Research.
  60. Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener, 2020. "A tractable framework for analyzing a class of nonstationary Markov models," Quantitative Economics, Econometric Society, vol. 11(4), pages 1289-1323, November.
  61. Roche, Hervé & Tompaidis, Stathis & Yang, Chunyu, 2013. "Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios," Journal of Financial Economics, Elsevier, vol. 109(3), pages 775-796.
  62. Hamish Low & Costas Meghir, 2017. "The Use of Structural Models in Econometrics," Journal of Economic Perspectives, American Economic Association, vol. 31(2), pages 33-58, Spring.
  63. Emmet Hall-Hoffarth, 2023. "Non-linear approximations of DSGE models with neural-networks and hard-constraints," Papers 2310.13436, arXiv.org.
  64. Naohito Abe & Noriko Inakura & Tomoaki Yamada, 2007. "Consumption, Working Hours, and Wealth Determination in a Life Cycle Model," Bank of Japan Working Paper Series 07-E-14, Bank of Japan.
  65. Alexandre Janiak & Jonathan Rojas Hepburn, 2023. "The Grasshopper, the Ant, and the Minimum Wage," Documentos de Trabajo 570, Instituto de Economia. Pontificia Universidad Católica de Chile..
  66. Krueger, Dirk & Ludwig, Alexander, 2007. "On the consequences of demographic change for rates of returns to capital, and the distribution of wealth and welfare," Journal of Monetary Economics, Elsevier, vol. 54(1), pages 49-87, January.
  67. Harenberg, Daniel, 2018. "Asset pricing in OLG economies with borrowing constraints and idiosyncratic income risk," SAFE Working Paper Series 229, Leibniz Institute for Financial Research SAFE.
  68. Christoph Görtz & Afrasiab Mirza, 2014. "On the Applicability of Global Approximation Methods for Models with Jump Discontinuities in Policy Functions," CESifo Working Paper Series 4837, CESifo.
  69. Simona E. Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2019. "Managing Risk Taking With Interest Rate Policy And Macroprudential Regulations," Economic Inquiry, Western Economic Association International, vol. 57(2), pages 1056-1081, April.
  70. Ayşe Kabukçuoğlu & Enrique Martínez-García, 2021. "A Generalized Time Iteration Method for Solving Dynamic Optimization Problems with Occasionally Binding Constraints," Computational Economics, Springer;Society for Computational Economics, vol. 58(2), pages 435-460, August.
  71. Uribe-Terán, Carlos, 2021. "Higher taxes at the top? The role of tax avoidance," Journal of Economic Dynamics and Control, Elsevier, vol. 129(C).
  72. repec:ulb:ulbeco:2013/340821 is not listed on IDEAS
  73. Luca Fornaro, 2018. "International Debt Deleveraging," Journal of the European Economic Association, European Economic Association, vol. 16(5), pages 1394-1432.
  74. repec:mea:meawpa:13274 is not listed on IDEAS
  75. Kopiec, Paweł, 2020. "Employment prospects and the propagation of fiscal stimulus," Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
  76. Angelopoulos, Konstantinos & Lazarakis, Spyridon & Malley, James, 2020. "The distributional implications of asymmetric income dynamics," European Economic Review, Elsevier, vol. 128(C).
  77. Ayse Kabukcuoglu, 2014. "The redistributional consequences of tax reform under financial integration," Globalization Institute Working Papers 188, Federal Reserve Bank of Dallas.
  78. Mr. Fabian Valencia, 2008. "Banks’ Precautionary Capital and Persistent Credit Crunches," IMF Working Papers 2008/248, International Monetary Fund.
  79. Aubhik Khan & Ben Lidofsky, 2019. "Growth, Uncertainty and Business Cycles in an Overlapping Generations Economy," 2019 Meeting Papers 1459, Society for Economic Dynamics.
  80. Jan Schymik & Matthias Meier & Alexander Schramm & Alexander Schwemmer, 2025. "Capital (Mis)allocation, Incentives and Productivity," CRC TR 224 Discussion Paper Series crctr224_2025_637, University of Bonn and University of Mannheim, Germany.
  81. Christopher Busch & Alexander Ludwig, 2024. "Higher‐Order Income Risk Over The Business Cycle," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(3), pages 1105-1131, August.
  82. Alexander Ludwig & Jochen Mankart & Jorge Quintana & Mirko Wiederholt & Nathanael Vellekoop, 2019. "House Price Expectations and Housing Choice," 2019 Meeting Papers 848, Society for Economic Dynamics.
  83. Meier, Mario & Obermeier, Tim, 2017. "Employer Screening, Unemployment Stigma and Optimal Unemployment Insurance," EconStor Preprints 148303, ZBW - Leibniz Information Centre for Economics.
  84. Marlon Azinovic-Yang & Jan Zemlicka, 2025. "Deep Learning in the Sequence Space," CERGE-EI Working Papers wp802, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  85. Klein, Paul & Telyukova, Irina A., 2013. "Measuring high-frequency income risk from low-frequency data," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 535-542.
  86. Xianguo Huang & Naoyuki Yoshino, 2016. "Impacts of Universal Health Coverage: Financing, Income Inequality, and Social Welfare," ADBI Working Papers 617, Asian Development Bank Institute.
  87. Vogel, Edgar, 2014. "Optimal level of government debt - matching wealth inequality and the fiscal sector," Working Paper Series 1665, European Central Bank.
  88. Bütler, Monika & Peijnenburg, Kim & Staubli, Stefan, 2017. "How much do means-tested benefits reduce the demand for annuities?," Journal of Pension Economics and Finance, Cambridge University Press, vol. 16(4), pages 419-449, October.
  89. Fulford, Scott L. & Schuh, Scott D., 2024. "Credit cards, credit utilization, and consumption," Journal of Monetary Economics, Elsevier, vol. 148(C).
  90. Tao Wang, 2023. "Perceived versus Calibrated Income Risks in Heterogeneous-Agent Consumption Models," Staff Working Papers 23-59, Bank of Canada.
  91. Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2012. "The Laffer Curve in an Incomplete-Market Economy," IDEI Working Papers 707, Institut d'Économie Industrielle (IDEI), Toulouse, revised Jul 2013.
  92. Wenqi Ai & Adam Butt & Gaurav Khemka, 2024. "Interaction Between Age Pension Means Testing and Innovative Income Streams in Australia," The Economic Record, The Economic Society of Australia, vol. 100(331), pages 533-567, December.
  93. Briggs, Joseph & Cesarini, David & Lindqvist, Erik & Östling, Robert, 2021. "Windfall gains and stock market participation," Journal of Financial Economics, Elsevier, vol. 139(1), pages 57-83.
  94. Jeremy Greenwood & Ricardo Marto, 2022. "Numerical Methods for Macroeconomists," Economie d'Avant Garde Research Reports 36, Economie d'Avant Garde.
  95. Bram Wouterse & Arjen Hussem, 2019. "The welfare effects of co-payments in long term care," CPB Discussion Paper 394, CPB Netherlands Bureau for Economic Policy Analysis.
  96. Michael Irwin, 2023. "The Impact of Unemployment Insurance and Unsecured Credit on Business Cycles," Staff Working Papers 23-22, Bank of Canada.
  97. Campanale Claudio, 2018. "Luxury consumption, precautionary savings and wealth inequality," The B.E. Journal of Macroeconomics, De Gruyter, vol. 18(1), pages 1-15, January.
  98. Greg Kaplan & Giovanni L. Violante, 2010. "How Much Consumption Insurance beyond Self-Insurance?," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(4), pages 53-87, October.
  99. Ma, Qingyin & Toda, Alexis Akira, 2022. "Asymptotic linearity of consumption functions and computational efficiency," Journal of Mathematical Economics, Elsevier, vol. 98(C).
  100. Dur, Ayşe & Glover, Andrew & Rothert, Jacek, 2025. "Uninsurable income risk and the welfare effects of reducing global imbalances," European Economic Review, Elsevier, vol. 179(C).
  101. Gouel, Christophe & Ma, Qingyin & Stachurski, John, 2024. "Interest rate dynamics and commodity prices," Journal of Economic Theory, Elsevier, vol. 222(C).
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  103. Alexander Ludwig & Matthias Schön, 2018. "Endogenous Grids in Higher Dimensions: Delaunay Interpolation and Hybrid Methods," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 463-492, March.
  104. Christian Loenser & Andreas Schabert, 2020. "Monetary Policy, Financial Constraints, and Redistribution," ECONtribute Discussion Papers Series 011, University of Bonn and University of Cologne, Germany.
  105. Ozan Bakis & Baris Kaymak & Markus Poschke, 2015. "Transitional Dynamics and the Optimal Progressivity of Income Redistribution," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(3), pages 679-693, July.
  106. Abe, Naohito & Yamada, Tomoaki, 2009. "Nonlinear income variance profiles and consumption inequality over the life cycle," Journal of the Japanese and International Economies, Elsevier, vol. 23(3), pages 344-366, September.
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  108. Romei, Federica, 2015. "Need for (the Right) Speed: the Timing and Composition of Public Debt Deleveraging," Economics Working Papers MWP2015/11, European University Institute.
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  145. Thomas H. Jørgensen, 2017. "Life-Cycle Consumption and Children: Evidence from a Structural Estimation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(5), pages 717-746, October.
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