Matlab code for Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function
AbstractMatlab 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.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoSoftware component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 50.
Programming language: Matlab
Date of creation: May 2003
Date of revision:
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Zimmermann).
If references are entirely missing, you can add them using this form.