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A Heterogenous-Agent Extension of the Ramsey Model (GAUSS) Burkhard Heer A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily Harald Uhlig Alternate GAUSS program for the Hodrick-Prescott Filter Morten Overgaard Ravn Application of Weighted Residual Methods to Dynamic Economic Models, Finite Element Methods Ellen R. McGrattan Application of Weighted Residual Methods to Dynamic Economic Models, Spectral Methods 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 Matteo Iacoviello Auerbach-Kotlikoff Model Alan Auerbach and Laurence J. Kotlikoff Band Pass Filter code (Perl) Christian Zimmermann Band-Pass Filter (web interface) Christian Zimmermann Band-Pass Filter Excel Add-in Kurt Annen Business cycle extraction based on constrained multivariate HP filter Gabor Vadas Cash in advance model Matteo Iacoviello Chebyshev Polynomials S. Boragan Aruoba , Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez Code for "A generalized endogenous grid method for non-concave problems" Giulio Fella Code for "A Simple and Intuitive Method to Solve Small Rational Expectation Models" Martin Brunner and Holger Strulik Code for "Approximate Aggregation" Eric R. Young Code for "Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution" Grey Gordon Code for "Solution of Perfect Foresight Sattlepoint Problems: A Simple Method and Applications" Martin Brunner and Holger Strulik Code for "Solving Rational Expectations Models Using Excel" Holger Strulik Code for "The Japanese Saving Rate" Kaiji Chen , Ayse Imrohoroglu and Selahattin Imrohoroglu Code for "Unemployment Insurance and Capital Accumulation" Eric R. Young Codes for A Theory of the Consumption Function, With and Without Liquidity Constraints Christopher Carroll Computing Models of Social Security Ayse Imrohoroglu , Selahattin Imrohoroglu and Douglas H. Joines CoRRAM: computing recursive representative agent models Alfred Maussner Credit cycle model Matteo Iacoviello Discrete State-Space Methods for the Study of Dynamic Economies Craig Burnside DOS executable for "Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?" David Backus , Patrick Kehoe and Finn E. Kydland Dynamic new-Keynesian model with lags Matteo Iacoviello Dynamics of the Distribution Function in Heterogeneous-Agent Models (GAUSS) Burkhard Heer Dynare add-on for "Solving DSGE Models with a Nonlinear Moving Average" Hong Lan and Alexander Meyer-Gohde Dynare Exercise Lawrence Christiano Example code for perturbation method Jesus Fernandez-Villaverde Example code for projection method Jesus Fernandez-Villaverde Excel files and MATLAB programs for endogenous growth models Alfonso Novales , Esther Fernández and Jesus Ruiz Excel files and MATLAB programs for growth in monetary economies Alfonso Novales , Esther Fernández and Jesus Ruiz Excel files and MATLAB programs for neoclassical growth model Alfonso Novales , Esther Fernández and Jesus Ruiz Excel files and MATLAB programs for numerical solution methods Alfonso Novales , Esther Fernández and Jesus Ruiz Excel files and MATLAB programs for optimal growth Alfonso Novales , Esther Fernández and Jesus Ruiz Excel files for dynamics responses and simple simulations Alfonso Novales , Esther Fernández and Jesus Ruiz Executable program for "Time to Build and Aggregate Fluctuations" Finn E. Kydland and Edward C. Prescott Expectation Shock Simulation with DYNARE Ippei Fujiwara and Heedon Kang Finite Elements Method S. Boragan Aruoba , Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez Finite-Difference Methods for Continuous-Time Dynamic Programming Graham V. Candler Fortran code for Hansen-Imrohoroglu (1992) JPE article Aysegul Sahin FORTRAN code for Heterogeinity, Aggregate Uncertainty and the Short-Term Interest Rate Wouter Denhaan Fortran Code For Implementing the Particle Filter David N. DeJong and Chetan Dave FORTRAN code for Job Destruction and Propagation of Shocks Wouter Denhaan , Garey Ramey and Joel Watson FORTRAN code for Liquidity Flows and Fragility of Business Enterprises Wouter Denhaan , Garey Ramey and Joel Watson FORTRAN code for Shocks and Institutions Wouter Denhaan FORTRAN code for Simulation Parameterized Expecations Algorithm Wouter Denhaan and Albert Marcet
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