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Mathematica and Matlab Programs for The Method of Endogenous Gridpoints for Solving Dynamic Stochastic Optimization Problems

Author

Listed:
  • Christopher Carroll

Programming Language

Mathematica Matlab

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.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Christopher Carroll, 2005. "Mathematica and Matlab Programs for The Method of Endogenous Gridpoints for Solving Dynamic Stochastic Optimization Problems," Economics Companion Software Archive 3, The Johns Hopkins University,Department of Economics.
    • Handle: RePEc:jhu:softwa:3
    as

    Download full text from publisher

    File URL: http://www.econ2.jhu.edu/people/ccarroll/EndogenousArchive.zip
    File Function: program code for results
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    More about this item

    Keywords

    Mathematica; Matlab;

    JEL classification:

    • C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
    • D9 - Microeconomics - - Micro-Based Behavioral Economics
    • E2 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment

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