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Solve Stochastic Optimal Growth Model Using Orthogonal Collocation, Markov Process for a (GAUSS)

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Author Info
David DeJong
Chetan Dave

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Abstract

Approximates the policy function for consumption with both a and k as state variables, using an orthogonal collocation scheme. a is a markov process. This algorithm is described in Chapter 10 of Macroeconometric Analysis. The authors request that use of these code in published work be acknowledged by citation of the textbook Macroeconometric Analysis, as well by the citation of any other researchers recognized within the documentation that accompanies the code.

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File URL: http://dge.repec.org/codes/dejong/markova.prg
File Format: application/x-gauss
File Function: program code
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Publisher Info
Software component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 151.

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Programming language: GAUSS
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Date of creation: 2006
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Handle: RePEc:dge:qmrbcd:151

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