A method to pre-compile numerical integrals when solving stochastic dynamic problems

Gespeichert in:

Autor*in:	Arapakis, Karolos [verfasserIn]

Format:	E-Artikel
Sprache:	Englisch

Erschienen:	2023

Schlagwörter:	Endogenous grid method Numerical integration Numerical methods Pre-compilation Value function iteration

Übergeordnetes Werk:	Enthalten in: Computational economics - Dordrecht [u.a.] : Springer Science + Business Media B.V., 1988, 61(2023), 2 vom: Feb., Seite 593-610
Übergeordnetes Werk:	volume:61 ; year:2023 ; number:2 ; month:02 ; pages:593-610

Links:	Link aufrufen Link aufrufen

DOI / URN:	10.1007/s10614-021-10221-7

Katalog-ID:	1838872655

Internformat


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982			\|2 26 \|1 00 \|x DE-206 \|b We show how the interpolation step of numerical integration can be pre-compiled in partial equilibrium stochastic dynamic problems. We display the pre-compilation's sufficient conditions and document its speed gains using a consumption-savings model with a discrete labour choice, wage uncertainty and stochastic non-labour income.

Indexfelder

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publishDate	2023
allfields	10.1007/s10614-021-10221-7 doi (DE-627)1838872655 (DE-599)KXP1838872655 (DE-He213)s10614-021-10221-7-e DE-627 ger DE-627 rda eng Arapakis, Karolos verfasserin aut A method to pre-compile numerical integrals when solving stochastic dynamic problems Karolos Arapakis 2023 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Endogenous grid method (dpeaa)DE-206 Numerical integration (dpeaa)DE-206 Numerical methods (dpeaa)DE-206 Pre-compilation (dpeaa)DE-206 Value function iteration (dpeaa)DE-206 Enthalten in Computational economics Dordrecht [u.a.] : Springer Science + Business Media B.V., 1988 61(2023), 2 vom: Feb., Seite 593-610 Online-Ressource (DE-627)270427546 (DE-600)1477445-8 (DE-576)121190374 1572-9974 nnns volume:61 year:2023 number:2 month:02 pages:593-610 https://link.springer.com/content/pdf/10.1007/s10614-021-10221-7.pdf Verlag kostenfrei https://doi.org/10.1007/s10614-021-10221-7 Resolving-System kostenfrei GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 GBV_ILN_2403 GBV_ILN_2403 ISIL_DE-LFER AR 61 2023 2 2 593-610 26 01 0206 4287014979 x1z 10-03-23 2403 01 DE-LFER 4320286871 00 --%%-- --%%-- n --%%-- l01 10-05-23 2403 01 DE-LFER https://doi.org/10.1007/s10614-021-10221-7 2403 01 DE-LFER https://link.springer.com/content/pdf/10.1007/s10614-021-10221-7.pdf 26 00 DE-206 We show how the interpolation step of numerical integration can be pre-compiled in partial equilibrium stochastic dynamic problems. We display the pre-compilation's sufficient conditions and document its speed gains using a consumption-savings model with a discrete labour choice, wage uncertainty and stochastic non-labour income.
spelling	10.1007/s10614-021-10221-7 doi (DE-627)1838872655 (DE-599)KXP1838872655 (DE-He213)s10614-021-10221-7-e DE-627 ger DE-627 rda eng Arapakis, Karolos verfasserin aut A method to pre-compile numerical integrals when solving stochastic dynamic problems Karolos Arapakis 2023 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Endogenous grid method (dpeaa)DE-206 Numerical integration (dpeaa)DE-206 Numerical methods (dpeaa)DE-206 Pre-compilation (dpeaa)DE-206 Value function iteration (dpeaa)DE-206 Enthalten in Computational economics Dordrecht [u.a.] : Springer Science + Business Media B.V., 1988 61(2023), 2 vom: Feb., Seite 593-610 Online-Ressource (DE-627)270427546 (DE-600)1477445-8 (DE-576)121190374 1572-9974 nnns volume:61 year:2023 number:2 month:02 pages:593-610 https://link.springer.com/content/pdf/10.1007/s10614-021-10221-7.pdf Verlag kostenfrei https://doi.org/10.1007/s10614-021-10221-7 Resolving-System kostenfrei GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 GBV_ILN_2403 GBV_ILN_2403 ISIL_DE-LFER AR 61 2023 2 2 593-610 26 01 0206 4287014979 x1z 10-03-23 2403 01 DE-LFER 4320286871 00 --%%-- --%%-- n --%%-- l01 10-05-23 2403 01 DE-LFER https://doi.org/10.1007/s10614-021-10221-7 2403 01 DE-LFER https://link.springer.com/content/pdf/10.1007/s10614-021-10221-7.pdf 26 00 DE-206 We show how the interpolation step of numerical integration can be pre-compiled in partial equilibrium stochastic dynamic problems. We display the pre-compilation's sufficient conditions and document its speed gains using a consumption-savings model with a discrete labour choice, wage uncertainty and stochastic non-labour income.
allfields_unstemmed	10.1007/s10614-021-10221-7 doi (DE-627)1838872655 (DE-599)KXP1838872655 (DE-He213)s10614-021-10221-7-e DE-627 ger DE-627 rda eng Arapakis, Karolos verfasserin aut A method to pre-compile numerical integrals when solving stochastic dynamic problems Karolos Arapakis 2023 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Endogenous grid method (dpeaa)DE-206 Numerical integration (dpeaa)DE-206 Numerical methods (dpeaa)DE-206 Pre-compilation (dpeaa)DE-206 Value function iteration (dpeaa)DE-206 Enthalten in Computational economics Dordrecht [u.a.] : Springer Science + Business Media B.V., 1988 61(2023), 2 vom: Feb., Seite 593-610 Online-Ressource (DE-627)270427546 (DE-600)1477445-8 (DE-576)121190374 1572-9974 nnns volume:61 year:2023 number:2 month:02 pages:593-610 https://link.springer.com/content/pdf/10.1007/s10614-021-10221-7.pdf Verlag kostenfrei https://doi.org/10.1007/s10614-021-10221-7 Resolving-System kostenfrei GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 GBV_ILN_2403 GBV_ILN_2403 ISIL_DE-LFER AR 61 2023 2 2 593-610 26 01 0206 4287014979 x1z 10-03-23 2403 01 DE-LFER 4320286871 00 --%%-- --%%-- n --%%-- l01 10-05-23 2403 01 DE-LFER https://doi.org/10.1007/s10614-021-10221-7 2403 01 DE-LFER https://link.springer.com/content/pdf/10.1007/s10614-021-10221-7.pdf 26 00 DE-206 We show how the interpolation step of numerical integration can be pre-compiled in partial equilibrium stochastic dynamic problems. We display the pre-compilation's sufficient conditions and document its speed gains using a consumption-savings model with a discrete labour choice, wage uncertainty and stochastic non-labour income.
allfieldsGer	10.1007/s10614-021-10221-7 doi (DE-627)1838872655 (DE-599)KXP1838872655 (DE-He213)s10614-021-10221-7-e DE-627 ger DE-627 rda eng Arapakis, Karolos verfasserin aut A method to pre-compile numerical integrals when solving stochastic dynamic problems Karolos Arapakis 2023 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Endogenous grid method (dpeaa)DE-206 Numerical integration (dpeaa)DE-206 Numerical methods (dpeaa)DE-206 Pre-compilation (dpeaa)DE-206 Value function iteration (dpeaa)DE-206 Enthalten in Computational economics Dordrecht [u.a.] : Springer Science + Business Media B.V., 1988 61(2023), 2 vom: Feb., Seite 593-610 Online-Ressource (DE-627)270427546 (DE-600)1477445-8 (DE-576)121190374 1572-9974 nnns volume:61 year:2023 number:2 month:02 pages:593-610 https://link.springer.com/content/pdf/10.1007/s10614-021-10221-7.pdf Verlag kostenfrei https://doi.org/10.1007/s10614-021-10221-7 Resolving-System kostenfrei GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 GBV_ILN_2403 GBV_ILN_2403 ISIL_DE-LFER AR 61 2023 2 2 593-610 26 01 0206 4287014979 x1z 10-03-23 2403 01 DE-LFER 4320286871 00 --%%-- --%%-- n --%%-- l01 10-05-23 2403 01 DE-LFER https://doi.org/10.1007/s10614-021-10221-7 2403 01 DE-LFER https://link.springer.com/content/pdf/10.1007/s10614-021-10221-7.pdf 26 00 DE-206 We show how the interpolation step of numerical integration can be pre-compiled in partial equilibrium stochastic dynamic problems. We display the pre-compilation's sufficient conditions and document its speed gains using a consumption-savings model with a discrete labour choice, wage uncertainty and stochastic non-labour income.
allfieldsSound	10.1007/s10614-021-10221-7 doi (DE-627)1838872655 (DE-599)KXP1838872655 (DE-He213)s10614-021-10221-7-e DE-627 ger DE-627 rda eng Arapakis, Karolos verfasserin aut A method to pre-compile numerical integrals when solving stochastic dynamic problems Karolos Arapakis 2023 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Endogenous grid method (dpeaa)DE-206 Numerical integration (dpeaa)DE-206 Numerical methods (dpeaa)DE-206 Pre-compilation (dpeaa)DE-206 Value function iteration (dpeaa)DE-206 Enthalten in Computational economics Dordrecht [u.a.] : Springer Science + Business Media B.V., 1988 61(2023), 2 vom: Feb., Seite 593-610 Online-Ressource (DE-627)270427546 (DE-600)1477445-8 (DE-576)121190374 1572-9974 nnns volume:61 year:2023 number:2 month:02 pages:593-610 https://link.springer.com/content/pdf/10.1007/s10614-021-10221-7.pdf Verlag kostenfrei https://doi.org/10.1007/s10614-021-10221-7 Resolving-System kostenfrei GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 GBV_ILN_2403 GBV_ILN_2403 ISIL_DE-LFER AR 61 2023 2 2 593-610 26 01 0206 4287014979 x1z 10-03-23 2403 01 DE-LFER 4320286871 00 --%%-- --%%-- n --%%-- l01 10-05-23 2403 01 DE-LFER https://doi.org/10.1007/s10614-021-10221-7 2403 01 DE-LFER https://link.springer.com/content/pdf/10.1007/s10614-021-10221-7.pdf 26 00 DE-206 We show how the interpolation step of numerical integration can be pre-compiled in partial equilibrium stochastic dynamic problems. We display the pre-compilation's sufficient conditions and document its speed gains using a consumption-savings model with a discrete labour choice, wage uncertainty and stochastic non-labour income.
language	English
source	Enthalten in Computational economics 61(2023), 2 vom: Feb., Seite 593-610 volume:61 year:2023 number:2 month:02 pages:593-610
sourceStr	Enthalten in Computational economics 61(2023), 2 vom: Feb., Seite 593-610 volume:61 year:2023 number:2 month:02 pages:593-610
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topic_facet	Endogenous grid method Numerical integration Numerical methods Pre-compilation Value function iteration
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container_title	Computational economics
authorswithroles_txt_mv	Arapakis, Karolos @@aut@@
publishDateDaySort_date	2023-02-01T00:00:00Z
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author	Arapakis, Karolos
spellingShingle	Arapakis, Karolos misc Endogenous grid method misc Numerical integration misc Numerical methods misc Pre-compilation misc Value function iteration A method to pre-compile numerical integrals when solving stochastic dynamic problems
authorStr	Arapakis, Karolos
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topic_title	26 00 DE-206 We show how the interpolation step of numerical integration can be pre-compiled in partial equilibrium stochastic dynamic problems. We display the pre-compilation's sufficient conditions and document its speed gains using a consumption-savings model with a discrete labour choice, wage uncertainty and stochastic non-labour income A method to pre-compile numerical integrals when solving stochastic dynamic problems Karolos Arapakis Endogenous grid method (dpeaa)DE-206 Numerical integration (dpeaa)DE-206 Numerical methods (dpeaa)DE-206 Pre-compilation (dpeaa)DE-206 Value function iteration (dpeaa)DE-206
topic	misc Endogenous grid method misc Numerical integration misc Numerical methods misc Pre-compilation misc Value function iteration
topic_unstemmed	misc Endogenous grid method misc Numerical integration misc Numerical methods misc Pre-compilation misc Value function iteration
topic_browse	misc Endogenous grid method misc Numerical integration misc Numerical methods misc Pre-compilation misc Value function iteration
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title	A method to pre-compile numerical integrals when solving stochastic dynamic problems
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title_full	A method to pre-compile numerical integrals when solving stochastic dynamic problems Karolos Arapakis
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journal	Computational economics
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doi_str_mv	10.1007/s10614-021-10221-7
title_sort	method to pre-compile numerical integrals when solving stochastic dynamic problems
title_auth	A method to pre-compile numerical integrals when solving stochastic dynamic problems
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title_short	A method to pre-compile numerical integrals when solving stochastic dynamic problems
url	https://link.springer.com/content/pdf/10.1007/s10614-021-10221-7.pdf https://doi.org/10.1007/s10614-021-10221-7
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doi_str	10.1007/s10614-021-10221-7
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up_date	2024-07-04T10:19:26.084Z
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code="b">4320286871</subfield><subfield code="c">00</subfield><subfield code="f">--%%--</subfield><subfield code="d">--%%--</subfield><subfield code="e">n</subfield><subfield code="j">--%%--</subfield><subfield code="y">l01</subfield><subfield code="z">10-05-23</subfield></datafield><datafield tag="981" ind1=" " ind2=" "><subfield code="2">2403</subfield><subfield code="1">01</subfield><subfield code="x">DE-LFER</subfield><subfield code="r">https://doi.org/10.1007/s10614-021-10221-7</subfield></datafield><datafield tag="981" ind1=" " ind2=" "><subfield code="2">2403</subfield><subfield code="1">01</subfield><subfield code="x">DE-LFER</subfield><subfield code="r">https://link.springer.com/content/pdf/10.1007/s10614-021-10221-7.pdf</subfield></datafield><datafield tag="982" ind1=" " ind2=" "><subfield code="2">26</subfield><subfield code="1">00</subfield><subfield code="x">DE-206</subfield><subfield code="b">We show how the interpolation step of numerical integration can be pre-compiled in partial equilibrium stochastic dynamic problems. We display the pre-compilation's sufficient conditions and document its speed gains using a consumption-savings model with a discrete labour choice, wage uncertainty and stochastic non-labour income.</subfield></datafield></record></collection>
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A method to pre-compile numerical integrals when solving stochastic dynamic problems

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