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Solve Stochastic Optimal Growth Model Using Log-Linearization (GAUSS)

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Author Info
David DeJong
Chetan Dave

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Abstract

Procedures designed to solve the stochastic optimal growth model. 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/stogrow.src
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 153.

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Programming language: GAUSS
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Date of creation: 2006
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Handle: RePEc:dge:qmrbcd:153

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This page was last updated on 2008-7-16.

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