A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily
AbstractThis 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
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoSoftware component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 123.
Programming language: Matlab
Date of creation: 1998
Date of revision:
Other versions of this item:
- Uhlig, H., 1995. "A toolkit for analyzing nonlinear dynamic stochastic models easily," Discussion Paper 1995-97, Tilburg University, Center for Economic Research.
- Harald Uhlig, 1995. "A toolkit for analyzing nonlinear dynamic stochastic models easily," Discussion Paper / Institute for Empirical Macroeconomics 101, Federal Reserve Bank of Minneapolis.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Zimmermann).
If references are entirely missing, you can add them using this form.