Banca de QUALIFICAÇÃO: Arthur José Quintão Silva

Uma banca de QUALIFICAÇÃO de MESTRADO foi cadastrada pelo programa.
STUDENT : Arthur José Quintão Silva
DATE: 15/08/2022
TIME: 20:00
LOCAL: Vídeo Conferência
TITLE:

Numerical solutions to dynamic programming problems in the context of macroeconomics: a review

KEY WORDS:

Dynamic Programming; Numerical solution; Macroeconomics

PAGES: 30
BIG AREA: Ciências Sociais Aplicadas
AREA: Economia
SUMMARY:

The present work aims at a literature review on numerical solutions of dynamic problems applied to macroeconomic models, in special solutions of dependent-variable models. Two major groups of solutions are addressed in this review: iteration methods, represented by iteration value function method and endogenous grid method, and approximation method, represented by Smolyak method. The review consists of the presentation of the theoretical foundation and computational implementation of each method.

BANKING MEMBERS:
Interno - 1642911 - DANIEL OLIVEIRA CAJUEIRO
Presidente - 2262223 - MARINA DELMONDES DE CARVALHO ROSSI