Dynare add-on for "Risk-Sensitive Linear Approximations"

Alexander Meyer-Gohde

QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles

Abstract: This file contains the code from "Risk-Sensitive Linear Approximations," previously entitled "Risky Linear Approximations." This add-on extends Dynare's (version 4) functionality to include policy functions maintain linearity in states, but are adjusted nonlinearly for risk.

Language: Matlab
Date: 2014, Revised 2017
References: Add references at CitEc
Citations:

Downloads: (external link)
https://dge.repec.org/codes/meyer-gohde/risk_sensitive_linear_approx.zip program code
https://dge.repec.org/codes/meyer-gohde/dynare_add_on_2017.zip program code (2017 update)
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Persistent link: https://EconPapers.repec.org/RePEc:dge:qmrbcd:200

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