A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem
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Publication:673244
DOI10.1016/S0165-1889(96)00932-3zbMath0879.90062OpenAlexW2109183480MaRDI QIDQ673244
Hyeng Keun Koo, John Y. Campbell
Publication date: 28 February 1997
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1889(96)00932-3
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Co-jumps and recursive preferences in portfolio choices ⋮ A solution method for consumption decisions in a dynamic stochastic general equilibrium model ⋮ Exchange rate regime credibility, the agency cost of capital and devaluation.
Cites Work
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- Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
- Accuracy in Simulations
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- On the Numerical Solution of a Quasi-Linear Elliptic Equation
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