Credit cycle model

Matteo Iacoviello

QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles

Abstract: To run the credit cycle model based on my EC751 lecture notes (basically it is a simpler version of Kiyotaki and Moore, JPE, 1997) kiyotaki.m (which calls the kiyotaki_go.m file) This program uses Harald Uhlig's Toolkit.

Language: Matlab
Date: 2004
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Downloads: (external link)
https://dge.repec.org/codes/iacoviello/kiyotaki.m program code (application/x-matlab)
https://dge.repec.org/codes/iacoviello/kiyotaki_go.m program code required to run previous one (application/x-matlab)
https://dge.repec.org/codes/iacoviello/plot_bc.m program code required to draw impulse responses (application/x-matlab)
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Persistent link: https://EconPapers.repec.org/RePEc:dge:qmrbcd:84

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