A power transformation W=V^(1-rho) makes the Epstein-Zin Euler equation invertible in closed form, yielding a root-finding-free endogenous grid method with large speed and accuracy gains.
Wilbur John Coleman
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The Endogenous Grid Method for Epstein-Zin Preferences
A power transformation W=V^(1-rho) makes the Epstein-Zin Euler equation invertible in closed form, yielding a root-finding-free endogenous grid method with large speed and accuracy gains.