QM&RBC Codes

From Quantitative Macroeconomics & Real Business Cycles
Bibliographic data for series maintained by Christian Zimmermann (chuichuiche@gmail.com).

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Fortran code for Hansen-Imrohoroglu (1992) JPE article

Aysegul Sahin

FORTRAN code for Heterogeinity, Aggregate Uncertainty and the Short-Term Interest Rate

Wouter Denhaan

Fortran Code For Implementing the Particle Filter

David DeJong and Chetan Dave

FORTRAN code for Job Destruction and Propagation of Shocks

Wouter Denhaan, Garey Ramey and Joel Watson

FORTRAN code for Liquidity Flows and Fragility of Business Enterprises

Wouter Denhaan, Garey Ramey and Joel Watson

FORTRAN code for Shocks and Institutions

Wouter Denhaan

FORTRAN code for Simulation Parameterized Expecations Algorithm

Wouter Denhaan and Albert Marcet

FORTRAN code for Solving Dynamic Models with Aggregate Shocks and Heterogeneous Agents

Wouter Denhaan

FORTRAN code for the Hodrick-Prescott filter

Edward Prescott

Full dynamic new-Keynesian model

Matteo Iacoviello

GAUSS and Matlab codes for Multivariate Linear Rational Expectations Models: Characterization of the Nature of the Solutions and Their Fully Recursive Computation

Michael Binder and Mohammad Pesaran

GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling: A Review and Some New Results

Michael Binder and Mohammad Pesaran

GAUSS and Matlab codes for Solution of Finite-Horizon Multivariate Linear Rational Expectations Models and Sparse Linear Systems

Michael Binder and Mohammad Pesaran

GAUSS code for a basic model with money, cash-in-advance constraint

Gary Hansen

GAUSS code for an overlapping generations model with inelastic labor supply

Gary Hansen

GAUSS code for Backus-Kehoe-Kydland

Morten Ravn

Gauss Code For Implementing the Particle Filter

David DeJong and Chetan Dave

GAUSS code for Mehra-Prescott

Morten Ravn

GAUSS code for solving for the decision rules using a Ricatti Equation approach

Morten Ravn

GAUSS code for the basic Hansen (1985) model

Gary Hansen

GAUSS code for the Hodrick-Prescott filter

Ken Matheny, Simon van Norden and Robert Vigfusson

GAUSS code for the HP-filter reformulated as a constrained minimization problem

Albert Marcet and Morten Ravn

GAUSS code for the Imrohoroglu (1989) model without aggregate uncertainty

Gary Hansen

GAUSS code for the Uzawa-Lucas Model

Cheuk Yin Ho

GAUSS code useful for many RBC models

Gary Hansen

GAUSS codes for solving linear expectational difference equations

John Jones

GAUSS program for 'Steady state wealth and saving rates based on ECM-type consumption function'

Gabor Vadas

GAUSS program for Hodrick-Prescott filter

Morten Ravn

Gauss programs for On Measuring the Welfare Costs of Business Cycles

Christopher Otrok

Hansen-Janagathan bounds computation

Lars Ljungqvist and Thomas Sargent

HP-Filter (web interface)

Christian Zimmermann

HP-Filter code (Perl)

Christian Zimmermann

HP-Filter DLL executable

Kurt Annen

HP-Filter Excel Add-In

Kurt Annen

HP-filter for Java

Kurt Annen

Huggett model in Julia

Petre Caraiani

Johansen-Juselius procedure of cointegration analysis

Christian Dreger

King-Plosser-Rebelo GAUSS programmes

Morten Ravn

Linear and Log-Linear Approximation

S. Boragan Aruoba, Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez

Linear Quadratic and Linear Approximation Methods (GAUSS)

Alfred Maussner

Linear quadratic models in Julia: basic optimal control problem

Petre Caraiani

Linear quadratic models in Julia: optimal growth model

Petre Caraiani

LREM SOLVE: Matlab Solver for Linear Rational Expectation Models

Pawel Kowal

MAQUETTE

Rodolphe Buda

Mathematica code for 'Saving and Growth with Habit Formation' and 'Comparison Utility in a Growth Model'

Christopher Carroll, Jody Overland and David Weil

Mathematica code for Death to the Log-Linearized Consumption Euler Equation!

Christopher Carroll

Mathematica code for Precautionary Saving and the Marginal Propensity to Consume out of Permanent Income

Christopher Carroll

Mathematica code for Requiem for the Representative Consumer?

Christopher Carroll

Mathematica code for solving and simulating RBC models

Ibrahima Diallo

Mathematica code for Solving Microeconomic Dynamic Stochastic Optimization Problems

Christopher Carroll