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.