QM&RBC Codes

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

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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
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 soultion 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
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