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Software for RE Analysis
This is a set of Matlab files for formulating, solving, and analyzing linear rational expectations (RE) models. Some guidance to their installation and use is also provided. These are all Matlab files of the .m type, which must be used with the standard Matlab setup. The core file is solvek.m, which is an algorithm for calculating RE solutions, as described in McCallum (1998, 1999). It is a modified version of a program written by Paul Klein, whose more detailed analysis may be found in Klein (2000).
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Software component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes
Date of creation:
Aug 2001Date of revision:
Contact details of provider:
Postal: P.O. Box 442, St. Louis, MO 63166
Web page: http://dge.repec.org/
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