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The Method of Endogenous Gridpoints for Solving Dynamic Stochastic Optimization Problems

Christopher Carroll ()

Economics Working Paper Archive from The Johns Hopkins University,Department of Economics

Abstract: 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.

New Economics Papers: this item is included in nep-bec, nep-cmp and nep-dev
Date: 2005-05
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Related works:
Journal Article: The method of endogenous gridpoints for solving dynamic stochastic optimization problems (2006) Downloads
Software Item: Mathematica and Matlab Programs for The Method of Endogenous Gridpoints for Solving Dynamic Stochastic Optimization Problems (2005) Downloads
Working Paper: The Method of Endogenous Gridpoints for Solving Dynamic Stochastic Optimization Problems (2005) Downloads
Working Paper: The method of endogenous gridpoints for solving dynamic stochastic optimization problems (2005) Downloads
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