IDEAS home Printed from https://ideas.repec.org/c/dge/qmrbcd/170.html
 

Matlab code to replicate the Beaudry-Portier news shock model

Author

Listed:
  • Kengo Nutahara

    (University of Tokyo)

Programming Language

Matlab

Abstract

The roles of "news shocks" in dynamic general equilibrium models have been highlighted since Beaudry and Portier (2004). In this paper, we explain how to use "news-shock subroutine for Prof. Uhlig's toolkit." This subroutine can make to calculate the responses to news-shock easily. Users of the toolkit by Professor Harald Uhlig can do the news-shock experiments with this subroutine.

Suggested Citation

  • Kengo Nutahara, 2007. "Matlab code to replicate the Beaudry-Portier news shock model," QM&RBC Codes 170, Quantitative Macroeconomics & Real Business Cycles.
  • Handle: RePEc:dge:qmrbcd:170
    as

    Download full text from publisher

    File URL: https://dge.repec.org/codes/nutahara/news_shock_kit.zip
    File Function: program code, examples and manual
    Download Restriction: none
    ---><---

    Other versions of this item:

    More about this item

    Keywords

    Matlab;

    JEL classification:

    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • D58 - Microeconomics - - General Equilibrium and Disequilibrium - - - Computable and Other Applied General Equilibrium Models
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:dge:qmrbcd:170. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christian Zimmermann (email available below). General contact details of provider: http://dge.repec.org/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.