GAUSS code for Mehra-Prescott

Morten Ravn ()

QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles

Abstract: This programme computes the unconditional equity premium for the Mehra and Prescott JME (1985) economy. All the notation etc. follows their paper.

Language: GAUSS

Downloads: (external link)
http://dge.repec.org/codes/ravn/mehra.prg program code (application/x-gauss)
none

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Access Statistics for this software item

More software in QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles
Contact information at EDIRC.
Series data maintained by Christian Zimmermann ().