QM&RBC Codes

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

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Mathematica code for Solving Representative Agent Dynamic Stochastic Optimization Problems: Christopher Carroll
Mathematica code for Unemployment Expectations, Jumping (S,s) Triggers, and Household Balance Sheets: Christopher Carroll and Wendy Dunn
Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model: Juan F Rubio-Ramirez
Mathematica Notebook for the HP-Filter: William Polley
Matlab code for "Endogenous Money or Sticky Prices?": Peter Ireland
Matlab code for "Numerical solution of dynamic equilibrium models under Poisson uncertainty": Olaf Posch and Timo Trimborn
Matlab code for "Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models": Kenneth Judd, Lilia Maliar and Serguei Maliar
Matlab code for "Solution of continuous-time dynamic models with inequality constraints": Timo Trimborn
Matlab code for "Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Function by Simulations": Lilia Maliar and Serguei Maliar
Matlab code for "Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm": Lilia Maliar, Fernando Valli and Seguei Maliar
Matlab code for a Laffer curve equilibrium: Thomas Sargent
Matlab code for A Method for Decomposing Time Series into Trend and Cycle Components: Julio Rotemberg
Matlab code for A Method for Taking Models to the Data: Peter Ireland
Matlab code for a standard New IS-LM model with interest rate shocks: Ryo Kato
Matlab code for a standard New IS-LM model with money shocks: Ryo Kato and Shin-Ichi Nishiyama
Matlab code for a standard RBC model: Ryo Kato
Matlab code for a sticky wage/price model: Ryo Kato and Takayuki Tsuruga
Matlab code for Closing Small Open Economy Models: Stephanie Schmitt-Grohe and Martín Uribe
Matlab code for Discrete State-Space Methods for the Study of Dynamic Economies: Craig Burnside
Matlab code for Does the Time-Consistency Problem Explain the Behavior of Inflation in the United States?: Peter Ireland
Matlab code for Hansen-Imrohoroglu (1992) JPE article: Fabio Kanczuk
Matlab code for Hopenhayn-Nicolini's optimal unemployment insurance model: Lars Ljungqvist and Thomas Sargent
Matlab code for Jovanovic's matching model: Thomas Sargent
Matlab code for Kiyotaki-Moore credit cycles: Ryo Kato
Matlab code for limit of a Nash linear quadratic two-player dynamic game: Thomas Sargent
Matlab code for Money's Role in the Monetary Business Cycle: Peter Ireland
Matlab code for Nash feedback equilibrium of a linear quadratic dynamic game: Thomas Sargent
Matlab code for Neal's model of career choice: Thomas Sargent
Matlab code for On the Fiscal Implications of Twin Crises: Craig Burnside, Martin Eichenbaum and Sergio Rebelo
Matlab code for one-sided HP-filters: Alexander Meyer-Gohde
Matlab code for ordered real generalized Schur decomposition: Evan Anderson
Matlab code for policy iteration algorithm: Thomas Sargent
Matlab code for Public saving and policy coordination in aging economies: Martin Flodén
Matlab code for Real Business Cycle Models: Linear Approximation and GMM Estimation: Craig Burnside
Matlab code for robust Muth decision filter: Lars Hansen and Thomas Sargent
Matlab code for robust Ramsey tax policies: Thomas Sargent
Matlab code for robustifying Muth Filter: Lars Hansen and Thomas Sargent
Matlab code for Sbordone's estimation for a sticky price model: Ryo Kato
Matlab Code for Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models: Christopher Sims
Matlab code for Solving a Neoclassical Growh Model with a Parametrized Expectations Algorithm and Moving Bounds: Lilia Maliar and Serguei Maliar
Matlab code for Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function: Stephanie Schmitt-Grohe and Martín Uribe
Matlab Code for Solving Linear Rational Expectation Models with Lagged Expectations Quickly and Easily: Alexander Meyer-Gohde
Matlab Code for Solving Linear Rational Expectations Models: Christopher Sims
Matlab code for Technology Shocks in the New Keynesian Model: Peter Ireland
Matlab code for the Bewley model with production: Lars Ljungqvist and Thomas Sargent
Matlab code for the Carlstrom-Fuerst AER (1997) model: Ryo Kato
Matlab code for the frequency response of a digital filter: Thomas Sargent
MATLAB code for the Hodrick-Prescott filter: Ivailo Izvorski
Matlab code for the Kalman filter: Thomas Sargent
Matlab code for The Labor-Supply Elasticity and Borrowing Constraints: Why Estimates are Biased: David Domeij and Martin Flodén