QM&RBC Codes

From Quantitative Macroeconomics & Real Business Cycles
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Matlab code for the McCallum/Nelson model: Ryo Kato
Matlab code for the Phelan-Trejos model: Ryo Kato
Matlab code for the Riccati solution to linear quadratic model: Thomas Sargent
Matlab code for the robustness in forward looking models, oligopoly example: Thomas Sargent and Stijn Van Nieuwerburgh
Matlab code for the solution to Riccati matrix difference equations associated with the Kalman filter: Thomas Sargent
Matlab code for the spectrum of a stochastic process: Thomas Sargent
Matlab code to replicate the Beaudry-Portier news shock model: Kengo Nutahara
Matlab codes for escape dynamics: Andrea Gerali and Francesco Lippi
Matlab codes for various monetary models: Carl Walsh
MATLAB Comovement Programs: Steve Sumner
Matlab for "Parameterized Expectations Algorithm: How to Solve for Labor Easily": Lilia Maliar and Serguei Maliar
Matlab functions for HP-filter: Kurt Annen
Matlab Optimization Software: Christopher Sims
Model of interaction between monetary and fiscal policy: Matteo Iacoviello
Multidimensional Transitional Dynamics: A Simple Numerical Procedure (Mathematica): Timo Trimborn, Karl-Joseph Koch and Thomas Steger
Multidimensional Transitional Dynamics: A Simple Numerical Procedure (Matlab): Timo Trimborn, Karl-Joseph Koch and Thomas Steger
Optimal Fiscal Policy in a Linear Stochastic Economy: Thomas Sargent and Francois Velde
Optimal growth model: Collocation method (AR(1) case) in Julia: Petre Caraiani
Optimal interest rate rule model: Matteo Iacoviello
Overlapping Generations Models (GAUSS): Burkhard Heer
Parametrized Expectations (Fortran): Alfred Maussner
Parametrized Expectations (GAUSS): Alfred Maussner
Perturbation (2nd and 5th order): S. Boragan Aruoba, Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez
Programs for "A Study in Monetary Macroeconomics": Stefan Homburg
Projection Methods (Fortran): Alfred Maussner
Projection Methods (GAUSS): Alfred Maussner
Projections Parameterized Expectations Algorithms (Fortran): Christian Haefke
Projections Parameterized Expectations Algorithms (Gauss): Christian Haefke
Projections Parameterized Expectations Algorithms (Matlab): Christian Haefke
RATS code for Business Cycles Statistics and their Standard Errors: Wouter Denhaan and Andrew Levin
RATS code for Does Consumer Sentiment Forecast Household Spending? If So, Why?: Christopher Carroll, Jeffrey Fuhrer and David Wilcox
RATS code for Macroeconomic Expectations Of Households And Professional Forecasters: Christopher Carroll
Reduced form dynamic new-Keynesian model: Matteo Iacoviello
Replication programs for paper "The method of endogenous gridpoints with occasionally binding constraints among endogenous variables": Thomas Hintermaier and Winfried Koeniger
Sidrauski money in utility function model: Matteo Iacoviello
SIMUL: Rodolphe Buda
SimulEditor: Java code to create Matlab code for Uhlig toolkit: Kolver Hernandez
Smolyak code for "Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain": Kenneth Judd, Lilia Maliar, Serguei Maliar and Rafael Valero
Software for RE Analysis: Bennett McCallum
Solution of a system of linear difference equations (FORTRAN90): Paul Klein
Solution of a system of linear difference equations (GAUSS): Paul Klein
Solution of a system of linear difference equations (Matlab): Paul Klein
Solve Deterministic Optimal Growth Model Using Projection Algorithm (GAUSS): David DeJong and Chetan Dave
Solve Stochastic Optimal Growth Model Given Delta-Rho=1 (GAUSS): David DeJong and Chetan Dave
Solve Stochastic Optimal Growth Model Using Log-Linearization (GAUSS): David DeJong and Chetan Dave
Solve Stochastic Optimal Growth Model Using Orthogonal Collocation, Log-Normal Process for a (GAUSS): David DeJong and Chetan Dave
Solve Stochastic Optimal Growth Model Using Orthogonal Collocation, Markov Process for a (GAUSS): David DeJong and Chetan Dave
Solving and simulating a baseline New Keynesian model in Julia adapted from Martin Ellison's Matlab code: Petre Caraiani
Solving and simulating a RBC model in Julia adapted from Fabrice Collard's Matlab code: Petre Caraiani
Solving Non-linear Rational Expectations Models By Eigenvalue-Eigenvector Decompositions: Alfonso Novales, Emilio Domínguez Irastorza, Javier Pérez and Jesus Ruiz
Solving the deterministc Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code: Petre Caraiani
Solving the deterministic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code: Petre Caraiani
Solving the Ramsey Model (Fortran): Alfred Maussner
Solving the Ramsey model (GAUSS): Alfred Maussner
Solving the stochastic Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code: Petre Caraiani
Solving the stochastic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code: Petre Caraiani
SoWhat for Windows 1.6: Holger Strulik
STATA code for Portfolios of the Rich: Christopher Carroll
Sticky information model: Matteo Iacoviello
Stochastic growth model: Collocation method (Markov chain) in Julia: Petre Caraiani
Stochastic growth model: Parametrized expectations algorithm in Julia: Petre Caraiani
Stochastic growth model: Perturbation method in Julia: Petre Caraiani
Stochastic growth model: Projection method in Julia: Petre Caraiani
The Parameterized Expectations Approach: Some Practical Issues: Albert Marcet and Guido Lorenzoni
Tools Useful to Solve Dynamic General Equilibrium Models (GAUSS): Alfred Maussner
Value Function and Optimal Decision Rules of a Linear-quadratic Approximation: Jorge Durán
Value Function Iteration: S. Boragan Aruoba, Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez
VARHAC Covariance Matrix Estimator (FORTRAN): Wouter Denhaan and Andrew Levin
VARHAC Covariance Matrix Estimator (GAUSS): Wouter Denhaan and Andrew Levin
VARHAC Covariance Matrix Estimator (RATS): Wouter Denhaan and Andrew Levin
Web interface for "Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?": David Backus, Patrick Kehoe and Finn Kydland
Web interface for "Time to Build and Aggregate Fluctuations": Finn Kydland and Edward Prescott