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Production, Growth and Business Cycles: Technical Appendix

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  • King, Robert G
  • Plosser, Charles I
  • Rebelo, Sergio T

Abstract

There are four programmes with notations that follow King et al, 1987, very closely. The programmes are GAUSS versions of MATLAB programmes by KPR. The linearized economy is solved for the optimal decision rules using the saddle point stability property of the competitive equilibrium. 1) DYN.E - setting up the basic system matrices and manipulating the system. 2) MDR.E - solving for the Markov-decision rules 3) IMP.E - computing impulse responses and transitions towards the steady state 4) SIMUL.E - simulating the model with stochastic shocks. Results are HP-filtered but moments of 'raw' data can be computed directly. STEP 1 AND 2 SHOULD ALWAYS BE COMPLETED BEFORE 3 OR 4 There are 4 example files in DYN.X1, MDR.X1, IMP.X1, AND SIMUL.X1. These illustrate the simplest model economy from KPR, 1988a

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Bibliographic Info

Article provided by Society for Computational Economics in its journal Computational Economics.

Volume (Year): 20 (2002)
Issue (Month): 1-2 (October)
Pages: 87-116

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Handle: RePEc:kap:compec:v:20:y:2002:i:1-2:p:87-116

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  1. > Schools of Economic Thought, Epistemology of Economics > Economic Methodology > Dynamic Stochastic General Equilibrium > Solution Methods for DSGE models
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  1. Quantitative Macroeconomics and Real Business Cycles (QM&RBC)

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