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GAUSS code for solving for the decision rules using a Ricatti Equation approach

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Author Info

  • Morten Ravn

    (European University Institute)

Abstract

There are three programmes which solve for the decision rules using a quadratic approximation of the value function. You can find a description of this technique in Hansen and Prescott's chapter in the Cooley volume. 1) PROG1.E - formulating your model and solving for the decision rules. 2) PROG2.E - computing impulse responses. 3) PROG3.E - stochastic simulation of the model.

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File URL: http://dge.repec.org/codes/ravn/prog1.e
File Function: program code
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File URL: http://dge.repec.org/codes/ravn/prog2.e
File Function: program code
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File URL: http://dge.repec.org/codes/ravn/prog3.e
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Bibliographic Info

Software component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 105.

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Programming language: GAUSS
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Date of creation: Jan 1994
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Handle: RePEc:dge:qmrbcd:105

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