EconPapers    
Economics at your fingertips  
 

QM&RBC Codes

from Quantitative Macroeconomics & Real Business Cycles
Contact information at EDIRC.
Series data maintained by Christian Zimmermann ().

Access Statistics for this software series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.


A Heterogenous-Agent Extension of the Ramsey Model (GAUSS) Downloads
Burkhard Heer
A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily Downloads
Harald Uhlig
Alternate GAUSS program for the Hodrick-Prescott Filter Downloads
Morten Ravn
Application of Weighted Residual Methods to Dynamic Economic Models, Finite Element Methods Downloads
Ellen R. McGrattan
Application of Weighted Residual Methods to Dynamic Economic Models, Spectral Methods Downloads
Ellen R. McGrattan
Asset prices in real business cycle models rbcfull.m (which calls rbcfull_go.m file and the rbcfull_sim.m file). This program uses Harald Uhlig's Toolkit Downloads
Matteo Iacoviello
Auerbach-Kotlikoff Model Downloads
Alan Auerbach and Laurence Kotlikoff
Band Pass Filter code (Perl) Downloads
Christian Zimmermann
Band-Pass Filter (web interface) Downloads
Christian Zimmermann
Band-Pass Filter Excel Add-in Downloads
Kurt Annen
Business cycle extraction based on constrained multivariate HP filter Downloads
Gabor Vadas
Cash in advance model Downloads
Matteo Iacoviello
Chebyshev Polynomials Downloads
S. Boragan Aruoba, Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez
Code for "A Simple and Intuitive Method to Solve Small Rational Expectation Models" Downloads
Martin Brunner and Holger Strulik
Code for "Approximate Aggregation" Downloads
Eric R. Young
Code for "Solution of Perfect Foresight Sattlepoint Problems: A Simple Method and Applications" Downloads
Martin Brunner and Holger Strulik
Code for "Solving Rational Expectations Models Using Excel" Downloads
Holger Strulik
Code for "The Japanese Saving Rate" Downloads
Kaiji Chen, Ayse Imrohoroglu and Selahattin Imrohoroglu
Code for "Unemployment Insurance and Capital Accumulation" Downloads
Eric R. Young
Codes for A Theory of the Consumption Function, With and Without Liquidity Constraints Downloads
Christopher Carroll
Computing Models of Social Security Downloads
Ayse Imrohoroglu, Selahattin Imrohoroglu and Douglas H. Joines
Credit cycle model Downloads
Matteo Iacoviello
Discrete State-Space Methods for the Study of Dynamic Economies Downloads
Craig Burnside
DOS executable for "Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?" Downloads
David Backus, Patrick J. Kehoe and Finn E. Kydland
Dynamic new-Keynesian model with lags Downloads
Matteo Iacoviello
Dynamics of the Distribution Function in Heterogeneous-Agent Models (GAUSS) Downloads
Burkhard Heer
Executable program for "Time to Build and Aggregate Fluctuations" Downloads
Finn E. Kydland and Edward C. Prescott
Expectation Shock Simulation with DYNARE Downloads
Ippei Fujiwara and Heedon Kang
Finite Elements Method Downloads
S. Boragan Aruoba, Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez
Finite-Difference Methods for Continuous-Time Dynamic Programming Downloads
Graham V. Candler
Fortran code for Hansen-Imrohoroglu (1992) JPE article Downloads
Aysegul Sahin
FORTRAN code for Heterogeinity, Aggregate Uncertainty and the Short-Term Interest Rate Downloads
Wouter Denhaan
Fortran Code For Implementing the Particle Filter Downloads
David N. DeJong and Chetan Dave
FORTRAN code for Job Destruction and Propagation of Shocks Downloads
Wouter Denhaan, Garey Ramey and Joel Watson
FORTRAN code for Liquidity Flows and Fragility of Business Enterprises Downloads
Wouter Denhaan, Garey Ramey and Joel Watson
FORTRAN code for Shocks and Institutions Downloads
Wouter Denhaan
FORTRAN code for Simulation Parameterized Expecations Algorithm Downloads
Wouter Denhaan and Albert Marcet
FORTRAN code for Solving Dynamic Models with Aggregate Shocks and Heterogeneous Agents Downloads
Wouter Denhaan
FORTRAN code for the Hodrick-Prescott filter Downloads
Edward C. Prescott
Full dynamic new-Keynesian model Downloads
Matteo Iacoviello
GAUSS and Matlab codes for Multivariate Linear Rational Expectations Models: Characterization of the Nature of the Solutions and Their Fully Recursive Computation Downloads
Michael Binder and M Hashem Pesaran
GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling: A Review and Some New Results Downloads
Michael Binder and M Hashem Pesaran
GAUSS and Matlab codes for Solution of Finite-Horizon Multivariate Linear Rational Expectations Models and Sparse Linear Systems Downloads
Michael Binder and M Hashem Pesaran
GAUSS code for a basic model with money, cash-in-advance constraint Downloads
Gary Hansen
GAUSS code for an overlapping generations model with inelastic labor supply Downloads
Gary Hansen
GAUSS code for Backus-Kehoe-Kydland Downloads
Morten Ravn
Gauss Code For Implementing the Particle Filter Downloads
David N. DeJong and Chetan Dave
GAUSS code for Mehra-Prescott Downloads
Morten Ravn
GAUSS code for solving for the decision rules using a Ricatti Equation approach Downloads
Morten Ravn
GAUSS code for the basic Hansen (1985) model Downloads
Gary Hansen
Page updated 2008-07-06
Sorted by Name