EconPapers has moved to http://EconPapers.repec.org! Please update your bookmarks.

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

Access Statistics for this software series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series .

Matlab codes for various monetary models
Carl Walsh
MATLAB Comovement Programs
Steve Sumner
Matlab for "Parameterized Expectations Algorithm: How to Solve for Labor Easily"
Lilia Maliar and Serguei Maliar
Matlab functions for HP-filter
Kurt Annen
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 J. Domínguez Irastorza , 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