A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem
DOI10.1016/S0165-1889(96)00932-3zbMATH Open0879.90062OpenAlexW2109183480MaRDI QIDQ673244FDOQ673244
Authors: John Y. Campbell, Hyeng Keun Koo 
Publication date: 28 February 1997
Published in: Journal of Economic Dynamics and 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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numerical quadratureIntegral equations[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Nystr%EF%BF%BD%EF%BF%BDm%27s+method&go=Go Nystr��m's method]intertemporal consumption choice
Cites Work
- Title not available (Why is that?)
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
- Accuracy in Simulations
- On the Numerical Solution of a Quasi-Linear Elliptic Equation
Cited In (5)
- Exchange rate regime credibility, the agency cost of capital and devaluation.
- Numerical analysis of non-constant pure rate of time preference: a model of climate policy
- An approximate consumption function
- Co-jumps and recursive preferences in portfolio choices
- A solution method for consumption decisions in a dynamic stochastic general equilibrium model
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