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Fortran Code For Implementing the Particle Filter

David DeJong () and Chetan Dave ()

QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles

Abstract: Collection of procedures to execute likelihood evaluation using the particle filter. The likelihood function is associated with the optimal growth model, outlined in Section of Macroeconometric Analysis. The authors request that use of these code in published work be acknowledged by citation of the textbook Macroeconometric Analysis, as well by the citation of any other researchers recognized within the documentation that accompanies the code.

Language: FORTRAN
Date: 2006
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Handle: RePEc:dge:qmrbcd:156