Dynare add-on for "Decomposing Risk in Dynamic Stochastic General Equilibrium"

Hong Lan and Alexander Meyer-Gohde

QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles

Abstract: This file contains the code from "Decomposing Risk in Dynamic Stochastic General Equilibrium." This add-on extends Dynare's (version 4) functionality to include the calculation of the first two theoretical moments of second and third order perturbations using the nonlinear moving average policy function and the decomposition of these moments into contributions from risk and individual orders of nonlinearity.

Language: Matlab, Dynare
Date: 2013
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Downloads: (external link)
https://dge.repec.org/codes/meyer-gohde/nonlinear_MA_mom_1_0_9.zip program code
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Persistent link: https://EconPapers.repec.org/RePEc:dge:qmrbcd:197

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