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RATS programs to replicate Dennis Macroeconomic Dynamics 2007 optimal control

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Replication file for Dennis(2007), "Optimal Policy in Rational Expectations Models: New Solution Algorithms", Macroeconomic Dynamics, vol 11, 31-55. Demonstrates use of the DSGEControl procedure.

Language: RATS
Requires: RATS 7.00
Keywords: DSGE; optimal control (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See http://www.estima.com/ratsfiletypes.shtml
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Downloads: (external link)
http://www.estima.com/procs_perl/dennismd2007.zip (application/zip)

Related works:
Journal Article: OPTIMAL POLICY IN RATIONAL EXPECTATIONS MODELS: NEW SOLUTION ALGORITHMS (2007) Downloads
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Handle: RePEc:boc:bocode:rtz00043