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来源类型 | Working Paper |
规范类型 | 报告 |
DOI | 10.3386/t0309 |
来源ID | Technical Working Paper 0309 |
The Method of Endogenous Gridpoints for Solving Dynamic Stochastic Optimization Problems | |
Christopher D. Carroll | |
发表日期 | 2005-06-13 |
出版年 | 2005 |
语种 | 英语 |
摘要 | 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. |
主题 | Microeconomics ; Mathematical Tools ; Behavioral Economics ; Macroeconomics ; Consumption and Investment |
URL | https://www.nber.org/papers/t0309 |
来源智库 | National Bureau of Economic Research (United States) |
引用统计 | |
资源类型 | 智库出版物 |
条目标识符 | http://119.78.100.153/handle/2XGU8XDN/569036 |
推荐引用方式 GB/T 7714 | Christopher D. Carroll. The Method of Endogenous Gridpoints for Solving Dynamic Stochastic Optimization Problems. 2005. |
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文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
t0309.pdf(185KB) | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 |
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