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Matlab Optimization Software Christopher Sims Model of interaction between monetary and fiscal policy Matteo Iacoviello Multidimensional Transitional Dynamics: A Simple Numerical Procedure (Mathematica) Timo Trimborn , Karl-Joseph Koch and Thomas Michael Steger Multidimensional Transitional Dynamics: A Simple Numerical Procedure (Matlab) Timo Trimborn , Karl-Joseph Koch and Thomas Michael Steger Optimal Fiscal Policy in a Linear Stochastic Economy Thomas J. Sargent and Francois Velde Optimal interest rate rule model Matteo Iacoviello Overlapping Generations Models (GAUSS) Burkhard Heer Parametrized Expectations (Fortran) Alfred Maussner Parametrized Expectations (GAUSS) Alfred Maussner Perturbation (2nd and 5th order) S. Boragan Aruoba , Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez Projection Methods (Fortran) Alfred Maussner Projection Methods (GAUSS) Alfred Maussner Projections Parameterized Expectations Algorithms (Fortran) Christian Haefke Projections Parameterized Expectations Algorithms (Gauss) Christian Haefke Projections Parameterized Expectations Algorithms (Matlab) Christian Haefke RATS code for Business Cycles Statistics and their Standard Errors Wouter Denhaan and Andrew Theo Levin RATS code for Does Consumer Sentiment Forecast Household Spending? If So, Why? Christopher Carroll , Jeffrey C. Fuhrer and David W. Wilcox RATS code for Macroeconomic Expectations Of Households And Professional Forecasters Christopher Carroll Reduced form dynamic new-Keynesian model Matteo Iacoviello Replication programs for paper "The method of endogenous gridpoints with occasionally binding constraints among endogenous variables" Thomas Hintermaier and Winfried Koeniger Sidrauski money in utility function model Matteo Iacoviello SIMUL Rodolphe Buda SimulEditor: Java code to create Matlab code for Uhlig toolkit Kolver Hernandez Software for RE Analysis Bennett McCallum Solution of a system of linear difference equations (FORTRAN90) Paul Klein Solution of a system of linear difference equations (GAUSS) Paul Klein Solution of a system of linear difference equations (Matlab) Paul Klein Solve Deterministic Optimal Growth Model Using Projection Algorithm (GAUSS) David N. DeJong and Chetan Dave Solve Stochastic Optimal Growth Model Given Delta-Rho=1 (GAUSS) David N. DeJong and Chetan Dave Solve Stochastic Optimal Growth Model Using Log-Linearization (GAUSS) David N. DeJong and Chetan Dave Solve Stochastic Optimal Growth Model Using Orthogonal Collocation, Log-Normal Process for a (GAUSS) David N. DeJong and Chetan Dave Solve Stochastic Optimal Growth Model Using Orthogonal Collocation, Markov Process for a (GAUSS) David N. DeJong and Chetan Dave Solving Non-linear Rational Expectations Models By Eigenvalue-Eigenvector Decompositions Alfonso Novales , Emilio Dominguez , Javier J. Pérez García and Jesus Ruiz Solving the Ramsey Model (Fortran) Alfred Maussner Solving the Ramsey model (GAUSS) Alfred Maussner SoWhat for Windows 1.6 Holger Strulik STATA code for Portfolios of the Rich Christopher Carroll Sticky information model Matteo Iacoviello The Parameterized Expectations Approach: Some Practical Issues Albert Marcet and Guido Lorenzoni Tools Useful to Solve Dynamic General Equilibrium Models (GAUSS) Alfred Maussner Value Function and Optimal Decision Rules of a Linear-quadratic Approximation Jorge Durán Value Function Iteration S. Boragan Aruoba , Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez VARHAC Covariance Matrix Estimator (FORTRAN) Wouter Denhaan and Andrew Theo Levin VARHAC Covariance Matrix Estimator (GAUSS) Wouter Denhaan and Andrew Theo Levin VARHAC Covariance Matrix Estimator (RATS) Wouter Denhaan and Andrew Theo Levin Web interface for "Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?" David Backus , Patrick Kehoe and Finn E. Kydland Web interface for "Time to Build and Aggregate Fluctuations" Finn E. Kydland and Edward C. Prescott
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