Code and data files for "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints"
S. Boragan Aruoba,
Pablo Cuba-Borda,
Kenji Higa-Flores,
Frank Schorfheide and
Sergio Villalvazo
Additional contact information
Kenji Higa-Flores: University of Maryland
Computer Codes from Review of Economic Dynamics
Abstract:
Code and data to replicate the results of the article.
Language: Julia; Matlab
Date: 2021
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Citations:
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https://red-files-public.s3.amazonaws.com/codes/20/20-14/readme.txt (text/plain)
https://red-files-public.s3.amazonaws.com/codes/20 ... on-Savings_Model.zip
https://red-files-public.s3.amazonaws.com/codes/20 ... es_NK_DSGE_Model.zip
None
Related works:
Journal Article: Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints (2021) 
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