The method of endogenous gridpoints with occasionally binding constraints among endogenous variables
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Publication:602989
DOI10.1016/J.JEDC.2010.05.002zbMath1231.91474OpenAlexW2299305394MaRDI QIDQ602989
Thomas Hintermaier, Winfried Koeniger
Publication date: 5 November 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2010.05.002
Related Items (9)
A general endogenous grid method for multi-dimensional models with non-convexities and constraints ⋮ The method of endogenous gridpoints in theory and practice ⋮ Multidimensional endogenous gridpoint method: solving triangular dynamic stochastic optimization problems without root-finding operations ⋮ Occasionally binding liquidity constraints and macroeconomic dynamics ⋮ Solution of continuous-time dynamic models with inequality constraints ⋮ Household debt and crises of confidence ⋮ Higher taxes at the top? The role of tax avoidance ⋮ Computing equilibria in dynamic models with occasionally binding constraints ⋮ Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk
Uses Software
Cites Work
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- Comparing solution methods for dynamic equilibrium economies
- A generalization of the endogenous grid method
- Projection methods for solving aggregate growth models
- Algorithms for solving dynamic models with occasionally binding constraints
- The method of endogenous gridpoints for solving dynamic stochastic optimization problems
- Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis
- Approximate Dynamic Programming
- Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
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