Software for RE Analysis
AbstractThis 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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Bibliographic InfoSoftware component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 144.
Programming language: Matlab
Date of creation: Aug 2001
Date of revision: Feb 2004
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