How to solve dynamic stochastic models computing expectations just once
Year of publication: |
2017
|
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Authors: | Judd, Kenneth L. ; Maliar, Lilia ; Maliar, Serguei ; Tsener, Inna |
Published in: |
Quantitative Economics. - New Haven, CT : The Econometric Society, ISSN 1759-7331. - Vol. 8.2017, 3, p. 851-893
|
Publisher: |
New Haven, CT : The Econometric Society |
Subject: | Dynamic model | precomputation | numerical integration | dynamic programming | value function iteration | Bellman equation | Euler equation | envelope condition method | endogenous grid method | Aiyagari model |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3982/QE329 [DOI] 1015518176 [GVK] hdl:10419/195556 [Handle] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; C68 - Computable General Equilibrium Models |
Source: |
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How to solve dynamic stochastic models computing expectations just once
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