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Software for RE Analysis

Bennett McCallum ()

QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles

Abstract: This is a set of Matlab files for formulating, solving, and analyzing linear rational expectations (RE) models. Some guidance to their installation and use is also provided. These are all Matlab files of the .m type, which must be used with the standard Matlab setup. The core file is solvek.m, which is an algorithm for calculating RE solutions, as described in McCallum (1998, 1999). It is a modified version of a program written by Paul Klein, whose more detailed analysis may be found in Klein (2000).

Language: Matlab
Date: 2001-08, Revised 2004-02
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Page updated 2017-11-21
Handle: RePEc:dge:qmrbcd:144