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Expectation Shock Simulation with DYNARE

Author

Listed:
  • Ippei Fujiwara

    (Bank of Japan)

  • Heedon Kang

    (Bank of Korea)

Programming Language

Abstract

This note demonstrates a tool which is designed for conducting an expectation shock simulation easily with DYNARE.

Suggested Citation

  • Ippei Fujiwara & Heedon Kang, 2006. "Expectation Shock Simulation with DYNARE," QM&RBC Codes 163, Quantitative Macroeconomics & Real Business Cycles, revised Feb 2008.
    • Handle: RePEc:dge:qmrbcd:163
    as

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    File URL: https://dge.repec.org/codes/fujiwara/toolkit.zip
    File Function: program code
    Download Restriction: none
    File URL: https://dge.repec.org/codes/fujiwara/eshock.pdf
    File Function: documentation
    Download Restriction: none
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    Citations

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    Cited by:

    1. Dennis Wesselbaum, 2019. "Expectation shocks and fiscal rules," International Economics and Economic Policy, Springer, vol. 16(2), pages 357-377, April.
    2. Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani, 2011. "Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(1), pages 1-29, February.
    3. Ippei Fujiwara, 2008. "Growth Expectation," IMES Discussion Paper Series 08-E-21, Institute for Monetary and Economic Studies, Bank of Japan.

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