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A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily

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Author Info

  • Harald Uhlig

Abstract

This code supports the text in Harald Uhlig, A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily, Ramon Marimon and Andrew Scott (eds), Computational Methods for the Study of Dynamic Economies, Chapter 3, Oxford University Press. This chapter provides a toolkit for solving such nonlinear dynamic discrete-time stochastic models easily, building on log-linearizing the necessary equations characterizing the equilibrium and solving for the recursive equilibrium law of motion with the method of undetermined coefficients. This chapter comes with an extensive and well documented library of Matlab programs, which can be downloaded in a self-extracting zip-file. Read the readme.m file

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File URL: http://dge.repec.org/codes/marimon-scott/Uhlig/
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Bibliographic Info

Software component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 123.

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Programming language: Matlab
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Date of creation: 1998
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Handle: RePEc:dge:qmrbcd:123

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  1. Quantitative Macroeconomics and Real Business Cycles (QM&RBC)

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