Matlab code for robustifying Muth Filter

Lars Hansen and Thomas Sargent

QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles

Abstract: Plots variance of the worst case shock as a function of parameters and given filter. It is expected that the minimum occurs at the robust filter.

Language: Matlab
Date: 1995
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https://dge.repec.org/codes/sargent/muth program code (application/x-matlab)
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Persistent link: https://EconPapers.repec.org/RePEc:dge:qmrbcd:35

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