GAUSS code for solving for the decision rules using a Ricatti Equation approach

Morten Ravn

QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles

Abstract: There are three programmes which solve for the decision rules using a quadratic approximation of the value function. You can find a description of this technique in Hansen and Prescott's chapter in the Cooley volume. 1) PROG1.E - formulating your model and solving for the decision rules. 2) PROG2.E - computing impulse responses. 3) PROG3.E - stochastic simulation of the model.

Language: GAUSS
Date: 1994-01
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https://dge.repec.org/codes/ravn/prog1.e program code (application/x-gauss)
https://dge.repec.org/codes/ravn/prog2.e program code (application/x-gauss)
https://dge.repec.org/codes/ravn/prog3.e program code (application/x-gauss)
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Persistent link: https://EconPapers.repec.org/RePEc:dge:qmrbcd:105

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