Solve Stochastic Optimal Growth Model Using Orthogonal Collocation, Log-Normal Process for a (GAUSS)
AbstractApproximates the policy function for consumption with both a and k as state variables, using an orthogonal collocation scheme. a is an ar(1) 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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Bibliographic InfoSoftware component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 152.
Programming language: GAUSS
Date of creation: 2006
Date of revision:
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