IDEAS home Printed from https://ideas.repec.org/c/dge/qmrbcd/50.html
 

Matlab code for Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function

Author

Listed:
  • Stephanie Schmitt-Grohe

    (Duke University)

  • Martin Uribe

    (Duke University)

Programming Language

Matlab

Abstract

Matlab codes for 'Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function.' Contents: First-order approximation: gx_hx.m, solab.m (by Paul Klein), qzswitch.m (by Chris Sims), reorder.m (taken from Paul Klein's website); Second-order approximation: gxx_hxx.m, gss_hss.m; Obtaining the derivatives of f (requires Symbolic Math Toolbox): anal_deriv.m, num_eval.m; Constructing Artificial Time Series: simu_2nd.m; Example 1: The neoclassical growth model (requires Symbolic Math Toolbox): neoclassical_model.m, neoclassical_model_ss.m, neoclassical_model_run.m; Example 2: A Two-Country Model With Complete Asset Markets (J. Kim and S. Kim, JIE, forthcoming) (requires Symbolic Math Toolbox): kim_model.m, kim_ss.m, kim_run.m; Example 3: An Asset Pricing Model (Burnside, JEDC 1998; and Collard and Juillard, JEDC 2001) (requires Symbolic Math Toolbox): asset_model.m, asset_ss.m, asset_run.m.

Suggested Citation

  • Stephanie Schmitt-Grohe & Martin Uribe, 2003. "Matlab code for Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function," QM&RBC Codes 50, Quantitative Macroeconomics & Real Business Cycles.
    • Handle: RePEc:dge:qmrbcd:50
    as

    Download full text from publisher

    File URL: https://dge.repec.org/codes/uribe/2nd_order
    File Function: program code
    Download Restriction: none
    ---><---

    More about this item

    Keywords

    Matlab;

    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:50. 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.