A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily

Harald Uhlig ()

QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles

Abstract: This code supports the text in Harald Uhlig, A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily, Ramon Marimon and Andrew Scott (eds), Computational Methods for the Study of Dynamic Economies, Chapter 3, Oxford University Press. This chapter provides a toolkit for solving such nonlinear dynamic discrete-time stochastic models easily, building on log-linearizing the necessary equations characterizing the equilibrium and solving for the recursive equilibrium law of motion with the method of undetermined coefficients. This chapter comes with an extensive and well documented library of Matlab programs, which can be downloaded in a self-extracting zip-file. Read the readme.m file

Language: Matlab
Date: 1998
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Citations: View citations in EconPapers (35)

Downloads: (external link)
https://dge.repec.org/codes/marimon-scott/Uhlig/ program code (application/x-matlab)
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Related works:
Working Paper: A toolkit for analyzing nonlinear dynamic stochastic models easily (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:dge:qmrbcd:123

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