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QM&RBC Codes

from Quantitative Macroeconomics & Real Business Cycles
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A Heterogenous-Agent Extension of the Ramsey Model (GAUSS) Downloads
Burkhard Heer
A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily Downloads
Harald Uhlig
Alternate GAUSS program for the Hodrick-Prescott Filter Downloads
Morten Overgaard Ravn
Application of Weighted Residual Methods to Dynamic Economic Models, Finite Element Methods Downloads
Ellen R. McGrattan
Application of Weighted Residual Methods to Dynamic Economic Models, Spectral Methods Downloads
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 Downloads
Matteo Iacoviello
Auerbach-Kotlikoff Model Downloads
Alan Auerbach and Laurence J. Kotlikoff
Band Pass Filter code (Perl) Downloads
Christian Zimmermann
Band-Pass Filter (web interface) Downloads
Christian Zimmermann
Band-Pass Filter Excel Add-in Downloads
Kurt Annen
Business cycle extraction based on constrained multivariate HP filter Downloads
Gabor Vadas
Cash in advance model Downloads
Matteo Iacoviello
Chebyshev Polynomials Downloads
S. Boragan Aruoba, Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez
Code for "A generalized endogenous grid method for non-concave problems" Downloads
Giulio Fella
Code for "A Simple and Intuitive Method to Solve Small Rational Expectation Models" Downloads
Martin Brunner and Holger Strulik
Code for "Approximate Aggregation" Downloads
Eric R. Young
Code for "Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution" Downloads
Grey Gordon
Code for "Solution of Perfect Foresight Sattlepoint Problems: A Simple Method and Applications" Downloads
Martin Brunner and Holger Strulik
Code for "Solving Rational Expectations Models Using Excel" Downloads
Holger Strulik
Code for "The Japanese Saving Rate" Downloads
Kaiji Chen, Ayse Imrohoroglu and Selahattin Imrohoroglu
Code for "Unemployment Insurance and Capital Accumulation" Downloads
Eric R. Young
Codes for A Theory of the Consumption Function, With and Without Liquidity Constraints Downloads
Christopher Carroll
Computing Models of Social Security Downloads
Ayse Imrohoroglu, Selahattin Imrohoroglu and Douglas H. Joines
CoRRAM: computing recursive representative agent models Downloads
Alfred Maussner
Credit cycle model Downloads
Matteo Iacoviello
Discrete State-Space Methods for the Study of Dynamic Economies Downloads
Craig Burnside
DOS executable for "Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?" Downloads
David Backus, Patrick Kehoe and Finn E. Kydland
Dynamic new-Keynesian model with lags Downloads
Matteo Iacoviello
Dynamics of the Distribution Function in Heterogeneous-Agent Models (GAUSS) Downloads
Burkhard Heer
Dynare add-on for "Decomposing Risk in Dynamic Stochastic General Equilibrium" Downloads
Hong Lan and Alexander Meyer-Gohde
Dynare add-on for "Pruning in Perturbation DSGE Models" Downloads
Hong Lan and Alexander Meyer-Gohde
Dynare add-on for "Solving DSGE Models with a Nonlinear Moving Average" Downloads
Hong Lan and Alexander Meyer-Gohde
Dynare Exercise Downloads
Lawrence Christiano
Example code for perturbation method Downloads
Jesus Fernandez-Villaverde
Example code for projection method Downloads
Jesus Fernandez-Villaverde
Excel files and MATLAB programs for endogenous growth models Downloads
Alfonso Novales, Esther Fernández and Jesus Ruiz
Excel files and MATLAB programs for growth in monetary economies Downloads
Alfonso Novales, Esther Fernández and Jesus Ruiz
Excel files and MATLAB programs for neoclassical growth model Downloads
Alfonso Novales, Esther Fernández and Jesus Ruiz
Excel files and MATLAB programs for numerical solution methods Downloads
Alfonso Novales, Esther Fernández and Jesus Ruiz
Excel files and MATLAB programs for optimal growth Downloads
Alfonso Novales, Esther Fernández and Jesus Ruiz
Excel files for dynamics responses and simple simulations Downloads
Alfonso Novales, Esther Fernández and Jesus Ruiz
Executable program for "Time to Build and Aggregate Fluctuations" Downloads
Finn E. Kydland and Edward C. Prescott
Expectation Shock Simulation with DYNARE Downloads
Ippei Fujiwara and Heedon Kang
Finite Elements Method Downloads
S. Boragan Aruoba, Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez
Finite-Difference Methods for Continuous-Time Dynamic Programming Downloads
Graham V. Candler
Fortran code for Hansen-Imrohoroglu (1992) JPE article Downloads
Aysegul Sahin
FORTRAN code for Heterogeinity, Aggregate Uncertainty and the Short-Term Interest Rate Downloads
Wouter Denhaan
Fortran Code For Implementing the Particle Filter Downloads
David N. DeJong and Chetan Dave
FORTRAN code for Job Destruction and Propagation of Shocks Downloads
Wouter Denhaan, Garey Ramey and Joel Watson
FORTRAN code for Liquidity Flows and Fragility of Business Enterprises Downloads
Wouter Denhaan, Garey Ramey and Joel Watson
Page updated 2014-04-16
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