QM&RBC Codes

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

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GAUSS code for the Hodrick-Prescott filter: Ken Matheny, Simon van Norden and Robert John Vigfusson
GAUSS code for the HP-filter reformulated as a constrained minimization problem: Albert Marcet and Morten Ravn
GAUSS code for the Imrohoroglu (1989) model without aggregate uncertainty: Gary Hansen
GAUSS code for the Uzawa-Lucas Model: Cheuk-Yin Ho
GAUSS code useful for many RBC models: Gary Hansen
GAUSS codes for solving linear expectational difference equations: John Bailey Jones
GAUSS program for 'Steady state wealth and saving rates based on ECM-type consumption function': Gabor Vadas
GAUSS program for Hodrick-Prescott filter: Morten Ravn
Gauss programs for On Measuring the Welfare Costs of Business Cycles: Christopher Otrok
Hansen-Janagathan bounds computation: Lars Ljungqvist and Thomas Sargent
HP-Filter (web interface): Christian Zimmermann
HP-Filter code (Perl): Christian Zimmermann
HP-Filter DLL executable: Kurt Annen
HP-Filter Excel Add-In: Kurt Annen
HP-filter for Java: Kurt Annen
Johansen-Juselius procedure of cointegration analysis: Christian Dreger
King-Plosser-Rebelo GAUSS programmes: Morten Ravn
Linear and Log-Linear Approximation: S. Boragan Aruoba, Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez
Linear Quadratic and Linear Approximation Methods (GAUSS): Alfred Maussner
LREM SOLVE: Matlab Solver for Linear Rational Expectation Models: Pawel Kowal
Mathematica code for 'Saving and Growth with Habit Formation' and 'Comparison Utility in a Growth Model': Christopher Carroll, Jody Robert Overland and David Weil
Mathematica code for Death to the Log-Linearized Consumption Euler Equation!: Christopher Carroll
Mathematica code for Precautionary Saving and the Marginal Propensity to Consume out of Permanent Income: Christopher Carroll
Mathematica code for Requiem for the Representative Consumer?: Christopher Carroll
Mathematica code for Solving Microeconomic Dynamic Stochastic Optimization Problems: Christopher Carroll
Mathematica code for Solving Representative Agent Dynamic Stochastic Optimization Problems: Christopher Carroll
Mathematica code for Unemployment Expectations, Jumping (S,s) Triggers, and Household Balance Sheets: Christopher Carroll and Wendy Dunn
Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model: Juan F Rubio-Ramirez
Mathematica Notebook for the HP-Filter: William J. Polley
Matlab code for "Endogenous Money or Sticky Prices?": Peter Ireland
Matlab code for "Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Function by Simulations": Lilia Maliar and Serguei Maliar
Matlab code for a Laffer curve equilibrium: Thomas Sargent
Matlab code for A Method for Decomposing Time Series into Trend and Cycle Components: Julio Rotemberg
Matlab code for A Method for Taking Models to the Data: Peter Ireland
Matlab code for a standard New IS-LM model with interest rate shocks: Ryo Kato
Matlab code for a standard New IS-LM model with money shocks: Ryo Kato and Shinichi Nishiyama
Matlab code for a standard RBC model: Ryo Kato
Matlab code for a sticky wage/price model: Ryo Kato and Takayuki Tsuruga
Matlab code for Closing Small Open Economy Models: Stephanie Schmitt-Grohe and Martin Uribe
Matlab code for Discrete State-Space Methods for the Study of Dynamic Economies: Craig Burnside
Matlab code for Does the Time-Consistency Problem Explain the Behavior of Inflation in the United States?: Peter Ireland
Matlab code for Hansen-Imrohoroglu (1992) JPE article: Fabio Kanczuk
Matlab code for Hopenhayn-Nicolini's optimal unemployment insurance model: Lars Ljungqvist and Thomas Sargent
Matlab code for Jovanovic's matching model: Thomas Sargent
Matlab code for Kiyotaki-Moore credit cycles: Ryo Kato
Matlab code for limit of a Nash linear quadratic two-player dynamic game: Thomas Sargent
Matlab code for Money's Role in the Monetary Business Cycle: Peter Ireland
Matlab code for Nash feedback equilibrium of a linear quadratic dynamic game: Thomas Sargent
Matlab code for Neal's model of career choice: Thomas Sargent
Matlab code for On the Fiscal Implications of Twin Crises: Craig Burnside, Martin Eichenbaum and Sergio Rebelo