DSGECONTROL: RATS procedure to compute state space model adjustments for optimal control

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Procedure for doing optimal control on a linear rational expectations model. Algorithm from Dennis(2007), "Optimal Policy in Rational Expectations Models: New Solution Algorithms", Macroeconomic Dynamics, vol 11, 31-55.

Language: RATS
Requires: RATS 7.30
Keywords: DSGE; State-space models (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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Downloads: (external link)
https://www.estima.com/procs_perl/dsgecontrol.src (text/plain)

Related works:
Journal Article: OPTIMAL POLICY IN RATIONAL EXPECTATIONS MODELS: NEW SOLUTION ALGORITHMS (2007)
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