Calibration and Computation of Household Portfolio Models

Preprint

1 January 2000

preprint
Published by Elsevier in SSRN Electronic Journal

https://doi.org/10.2139/ssrn.241348

Abstract

This paper discusses calibration and numerical solution of a wide range of household portfolio models. We illustrate the main conceptual, technical, and computa

Keywords

PRECAUTIONARY SAVING
PORTFOLIO CHOICE
LIQUIDITY CONSTRAINTS
PREFERENCE SPECIFICATIONS
BUFFER STOCK SAVING
CALIBRATION
COMPUTATIONAL METHODS

All Related Versions

Version 1, 2001-01-01, RePEc (Unconfirmed version)

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