QM&RBC Codes

From Quantitative Macroeconomics & Real Business Cycles
Bibliographic data for series maintained by Christian Zimmermann ().

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A Heterogenous-Agent Extension of the Ramsey Model (GAUSS): Burkhard Heer
A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily: Harald Uhlig
Aiyagari model in Julia: Petre Caraiani
Alternate GAUSS program for the Hodrick-Prescott Filter: Morten Ravn
Application of Weighted Residual Methods to Dynamic Economic Models, Finite Element Methods: Ellen McGrattan
Application of Weighted Residual Methods to Dynamic Economic Models, Spectral Methods: Ellen McGrattan
Asset prices in real business cycle models rbcfull.m (which calls rbcfull_go.m file and the rbcfull_sim.m file). This program uses Harald Uhlig's Toolkit: Matteo Iacoviello
Auerbach-Kotlikoff Model: Alan Auerbach and Laurence Kotlikoff
Band Pass Filter code (Perl): Christian Zimmermann
Band-Pass Filter (web interface): Christian Zimmermann
Band-Pass Filter Excel Add-in: Kurt Annen
Business cycle extraction based on constrained multivariate HP filter: Gabor Vadas
Cash in advance model: Matteo Iacoviello
Chebyshev Polynomials: S. Boragan Aruoba, Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez
Code for "A generalized endogenous grid method for non-concave problems": Giulio Fella
Code for "A Simple and Intuitive Method to Solve Small Rational Expectation Models": Martin Brunner and Holger Strulik
Code for "Approximate Aggregation": Eric Young
Code for "Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution": Grey Gordon
Code for "Solution of Perfect Foresight Sattlepoint Problems: A Simple Method and Applications": Martin Brunner and Holger Strulik
Code for "Solving Rational Expectations Models Using Excel": Holger Strulik
Code for "The Japanese Saving Rate": Kaiji Chen, Ayse Imrohoroglu and Selahattin Imrohoroglu
Code for "Unemployment Insurance and Capital Accumulation": Eric Young
Codes for A Theory of the Consumption Function, With and Without Liquidity Constraints: Christopher Carroll
Computing Models of Social Security: Ayse Imrohoroglu, Selahattin Imrohoroglu and Douglas H. Joines
CoRRAM: computing recursive representative agent models: Alfred Maussner
Credit cycle model: Matteo Iacoviello
Discrete State-Space Methods for the Study of Dynamic Economies: Craig Burnside
DOS executable for "Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?": David Backus, Patrick Kehoe and Finn Kydland
Dynamic new-Keynesian model with lags: Matteo Iacoviello
Dynamics of the Distribution Function in Heterogeneous-Agent Models (GAUSS): Burkhard Heer
Dynare add-on for "Decomposing Risk in Dynamic Stochastic General Equilibrium": Hong Lan and Alexander Meyer-Gohde
Dynare add-on for "Pruning in Perturbation DSGE Models": Hong Lan and Alexander Meyer-Gohde
Dynare add-on for "Risk-Sensitive Linear Approximations": Alexander Meyer-Gohde
Dynare add-on for "Solving DSGE Models with a Nonlinear Moving Average": Hong Lan and Alexander Meyer-Gohde
Dynare Exercise: Lawrence Christiano
EDS code for new Keynesian model with ZLB in "Merging Simulation and Projection Aproaches to Solve High-Dimensional Problems with an Application to a New Keynesian model": Lilia Maliar and Serguei Maliar
Envelope Condition Method (ECM) in comparison with other solution methods for the neoclassical growth model with inelastic labor supply in "Envelope Condition Method with an Application to Default Risk Models": Cristina Arelano, Lilia Maliar, Serguei Maliar and Viktor Tsyrennikov
Envelope Condition Method and Endogenous Grid Method (EGM) for the neoclassical growth model with elastic labor supply in "Envelope Condition Method versus Endogenous Grid Method for Solving Dynamic Programming Problems": Lilia Maliar and Serguei Maliar
Example code for perturbation method: Jesus Fernandez-Villaverde
Example code for projection method: Jesus Fernandez-Villaverde
Excel files and MATLAB programs for endogenous growth models: Alfonso Novales, Esther Fernández and Jesus Ruiz
Excel files and MATLAB programs for growth in monetary economies: Alfonso Novales, Esther Fernández and Jesus Ruiz
Excel files and MATLAB programs for neoclassical growth model: Alfonso Novales, Esther Fernández and Jesus Ruiz
Excel files and MATLAB programs for numerical solution methods: Alfonso Novales, Esther Fernández and Jesus Ruiz
Excel files and MATLAB programs for optimal growth: Alfonso Novales, Esther Fernández and Jesus Ruiz
Excel files for dynamics responses and simple simulations: Alfonso Novales, Esther Fernández and Jesus Ruiz
Executable program for "Time to Build and Aggregate Fluctuations": Finn Kydland and Edward Prescott
Expectation Shock Simulation with DYNARE: Ippei Fujiwara and Heedon Kang
Finite Elements Method: S. Boragan Aruoba, Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez
Finite-Difference Methods for Continuous-Time Dynamic Programming: Graham V. Candler