The method of endogenous gridpoints with occasionally binding constraints among endogenous variables

Thomas Hintermaier; Winfried Koeniger

首页> 外文期刊>Journal of Economic Dynamics and Control >The method of endogenous gridpoints with occasionally binding constraints among endogenous variables

【24h】

The method of endogenous gridpoints with occasionally binding constraints among endogenous variables

机译：内生变量间偶尔具有约束条件的内生网格点的方法

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

We show how the method of endogenous gridpoints can be extended to solve models with occasionally binding constraints among endogenous variables very efficiently. We present the method for a consumer problem with occasionally binding collateral constraints and non-separable utility in durable and non-durable consumption. This problem allows for a joint analysis of durable and non-durable consumption in models with uninsurable income risk which is important to understand patterns of consumption, saving and collateralized debt. We illustrate the algorithm and its efficiency by calibrating the model to US data.

机译：我们展示了如何扩展内生网格点的方法，以非常有效地求解内生变量之间偶尔具有约束条件的模型。我们提出了一种针对消费者问题的方法，该方法在持久性和非持久性消费中偶尔具有附带的约束条件和不可分离的效用。这个问题允许对具有不可保险的收入风险的模型中的持久性和非持久性消费进行联合分析，这对于理解消费，储蓄和抵押债务的模式非常重要。我们通过将模型校准为美国数据来说明该算法及其效率。

著录项

来源
《Journal of Economic Dynamics and Control》 |2010年第10期|p.2074-2088|共15页
作者
Thomas Hintermaier; Winfried Koeniger;
展开▼
作者单位

Department of Economics, University of Bonn, Adenauerallee 24-42, 53113 Bonn, Germany;

Department of Economics, Queen Mary University of London, Mile End Road, London E1 4NS, UK CEPR and IZA;

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类
关键词
endogenous gridpoints method; occasionally binding constraints; collateralized debt; durables;

机译：内生网格点方法;偶尔有约束力;抵押债务;耐用品;

相似文献

外文文献
中文文献
专利

1. FiPIt: A simple, fast global method for solving models with two endogenous states & occasionally binding constraints [J] . Mendoza Enrique G., Villalvazo Sergio Review of Economic Dynamics . 2020,第1期

机译：FIPIT：一种简单，快速的全局方法，用于解决具有两个内源状态的模型和偶尔约束约束
2. Multidimensional endogenous gridpoint method: Solving triangular dynamic stochastic optimization problems without root-finding operations (vol 135, pg 72, 2015) [J] . Iskhakov Fedor Economics letters . 2017,第JANa期

机译：多维内生网格点方法：无需寻根运算即可解决三角动态随机优化问题（第135卷，第72页，2015年）
3. Multidimensional endogenous gridpoint method: Solving triangular dynamic stochastic optimization problems without root-finding operations [J] . Iskhakov Fedor Economics letters . 2015,第OCTa期

机译：多维内生网格点方法：无需根查找操作即可解决三角动态随机优化问题
4. Dynamic Stochastic Optimisation Using Endogenous Gridpoints for Consumption in Lithuania [C] . Audrone Jakaitiene, Antanas Zilinskas International conference on computer systems and technologies and workshop for PhD students in computing 2010 . 2010

机译：使用内生网格点的动态随机优化在立陶宛消费
5. Survey sampling with nonparametric methods: Endogenous post-stratification and penalized instrumental variables. [D] . Dahlke, Mark. 2012

机译：非参数方法的调查抽样：内生的后分层和惩罚性工具变量。
6. Calculations for Adjusting Endogenous Biomarker Levels During Analytical Recovery Assessments for Ligand-Binding Assay Bioanalytical Method Validation [O] . John F. Marcelletti, Cindy L. Evans, Manju Saxena, 2015

机译：配体结合测定生物分析方法验证的分析回收率评估期间调整内源性生物标志物水平的计算
7. The method of endogenous gridpoints with occasionally binding constraints among endogenous variables [O] . Hintermaier, Thomas, Koeniger, Winfried 2010

机译：内生变量之间有时具有约束条件的内生网格点的方法
8. Guanine Nucleotide-Binding Protein Participates in IgE Receptor-MediatedActivation of Endogenous and Reconstituted Phospholipase A2 in a Permeabilized Cell System [R] . Narasimhan, V., Holowka, D., Baird, B. 1990

机译：鸟嘌呤核苷酸结合蛋白参与IgE受体介导的内源性和重组磷脂酶a2在透化细胞系统中的活化

The method of endogenous gridpoints with occasionally binding constraints among endogenous variables

摘要

著录项

相似文献

相关主题

期刊订阅