You, Too, Could be Doing This
By Arnold Kling
From the abstract of a recent NBER working paper:
we solve the stochastic neoclassical growth model with recursive preferences using four different approaches: second- and third-order perturbation, Chebyshev polynomials, and value function iteration.
These computations tell us
how many angels can dance on the head of a pin about the properties of a class of macroeconomic models called Dynamic Stochastic General Equilibrium (DSGE).
If you want to get tenure, you too, should be doing this sort of research.