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Discrete State Space Value Function Iteration

  • Burkhard Heer,
  • Alfred Maußner

摘要

The methods presented in the previous chapters use a system of stochastic difference equations that governs the time path of an economy to find approximations of the policy functions that determine the endogenous variables given the current state of the economy. In this chapter, we switch the perspective from the Euler equations approach to the dynamic programming approach