GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling: A Review and Some New Results

Michael Binder () and M Hashem Pesaran ()

QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles

Abstract: Code for the article published in Handbook of Applied Econometrics: Macroeconomics, Oxford: Basil Blackwell, 1995, pp. 139–1. Currently, you may download one GAUSS- and one MATLAB program from this page. These programs, RBCQDE.PRG (GAUSS) and RBCQDE.M (MATLAB), solve the real business cycle model of Christiano and Eichenbaum (1992). (See the paper for further details.) To run the GAUSS program, you will also need to download the procedure MATPOW.G.

Language: GAUSS; Matlab
Date: 1994

Downloads: (external link)
http://dge.repec.org/codes/binder/handbook/ program code (text/plain)
none

Related works:
Working Paper: Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results (1995)
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