# QM&RBC Codes

From Quantitative Macroeconomics & Real Business Cycles

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- Matlab code to replicate the Beaudry-Portier news shock model
*Kengo Nutahara*
- Matlab codes for escape dynamics
*Andrea Gerali* and *Francesco Lippi*
- 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 Steger*
- Multidimensional Transitional Dynamics: A Simple Numerical Procedure (Matlab)
*Timo Trimborn*, *Karl-Joseph Koch* and *Thomas Steger*
- Optimal Fiscal Policy in a Linear Stochastic Economy
*Thomas 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 Levin*
- RATS code for Does Consumer Sentiment Forecast Household Spending? If So, Why?
*Christopher Carroll*, *Jeffrey Fuhrer* and *David 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*
- Smolyak code for "Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain"
*Kenneth Judd*, *Lilia Maliar*, *Serguei Maliar* and *Rafael Valero*
- 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 DeJong* and *Chetan Dave*
- Solve Stochastic Optimal Growth Model Given Delta-Rho=1 (GAUSS)
*David DeJong* and *Chetan Dave*
- Solve Stochastic Optimal Growth Model Using Log-Linearization (GAUSS)
*David DeJong* and *Chetan Dave*
- Solve Stochastic Optimal Growth Model Using Orthogonal Collocation, Log-Normal Process for a (GAUSS)
*David DeJong* and *Chetan Dave*
- Solve Stochastic Optimal Growth Model Using Orthogonal Collocation, Markov Process for a (GAUSS)
*David DeJong* and *Chetan Dave*
- Solving Non-linear Rational Expectations Models By Eigenvalue-Eigenvector Decompositions
*Alfonso Novales*, *Emilio Domínguez Irastorza*, *Javier Pérez* 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 Levin*
- VARHAC Covariance Matrix Estimator (GAUSS)
*Wouter Denhaan* and *Andrew Levin*
- VARHAC Covariance Matrix Estimator (RATS)
*Wouter Denhaan* and *Andrew Levin*
- Web interface for "Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?"
*David Backus*, *Patrick Kehoe* and *Finn Kydland*
- Web interface for "Time to Build and Aggregate Fluctuations"
*Finn Kydland* and *Edward Prescott*