QM&RBC Codes
from Quantitative Macroeconomics & Real Business Cycles
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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 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 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 Simple and Intuitive Method to Solve Small Rational Expectation Models"
- Martin Brunner and Holger Strulik
- Code for "Approximate Aggregation"
- Eric R. Young
- 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
- 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 J. 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
- 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
- FORTRAN code for Solving Dynamic Models with Aggregate Shocks and Heterogeneous Agents
- Wouter Denhaan
- FORTRAN code for the Hodrick-Prescott filter
- Edward C. Prescott
- Full dynamic new-Keynesian model
- Matteo Iacoviello
- GAUSS and Matlab codes for Multivariate Linear Rational Expectations Models: Characterization of the Nature of the Solutions and Their Fully Recursive Computation
- Michael Binder and M Hashem Pesaran
- GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling: A Review and Some New Results
- Michael Binder and M Hashem Pesaran
- GAUSS and Matlab codes for Solution of Finite-Horizon Multivariate Linear Rational Expectations Models and Sparse Linear Systems
- Michael Binder and M Hashem Pesaran
- GAUSS code for a basic model with money, cash-in-advance constraint
- Gary Hansen
- GAUSS code for an overlapping generations model with inelastic labor supply
- Gary Hansen
- GAUSS code for Backus-Kehoe-Kydland
- Morten Ravn
- Gauss Code For Implementing the Particle Filter
- David N. DeJong and Chetan Dave
- GAUSS code for Mehra-Prescott
- Morten Ravn
- GAUSS code for solving for the decision rules using a Ricatti Equation approach
- Morten Ravn
- GAUSS code for the basic Hansen (1985) model
- Gary Hansen
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