Full dynamic new-Keynesian model

Matteo Iacoviello

QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles

Abstract: To run the full dynamic-new-Keynesian model with capital and habit formation and with productivity, monetary and cost-push shocks, use dnwk.m which calls - either dnwk_go.m: simplest version of the model; - or dnwk_p_go.m: version of the model with ad-hoc lags, with inflation and output chosen one period in advance, as in Boivin-Giannoni, "Has Monetary Policy Become More Effective?", 2003). This program uses Harald Uhlig's Toolkit.

Language: Matlab
Date: 2004
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Downloads: (external link)
https://dge.repec.org/codes/iacoviello/dnwk.m program code (application/x-matlab)
https://dge.repec.org/codes/iacoviello/dnwk_go.m program code required to run previous one (application/x-matlab)
https://dge.repec.org/codes/iacoviello/dnwk_p_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:86

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