This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

GAUSS and Matlab codes for Multivariate Linear Rational Expectations Models: Characterization of the Nature of the Solutions and Their Fully Recursive Computation

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Michael Binder (University of Frankfurt)
M. Hashem Pesaran (University of Cambridge)

Additional information is available for the following registered author(s):

Abstract

Code for article published in Econometric Theory, 13 (1997), pp. 877-888. Currently, you may download two GAUSS programs and two MATLAB programs from this page. Both programs solve the real business cycle model of Christiano and Eichenbaum (1992). (See also Binder and Pesaran, 1995). The programs RBCQDE.PRG (GAUSS) and RBCQDE.M (MATLAB) solve this model using the quadratic determinantal equation method, and the programs RBCFRM.PRG (GAUSS) and RBCFRM.M (MATLAB) solve this model using the fully recursive method suggested in this paper. To run either one of the GAUSS programs, you will also need to download the procedure MATPOW.G.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. 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.

File URL: http://dge.repec.org/codes/binder/et/
File Format: text/plain
File Function: program code
Download Restriction: none

Publisher Info
Software component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 73.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Size:
Programming language: GAUSS
Requires:
Date of creation: 1997
Date of revision:
Handle: RePEc:dge:qmrbcd:73

Contact details of provider:
Postal: 341 Mansfield Road/U-63, Storrs, Connecticut 06269-1063
Phone: (860) 486-4889
Fax: (860) 486-4463
Web page: http://dge.repec.org/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Christian Zimmermann).

Related research
Keywords:

Other versions of this item:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)
  1. Seonghoon Cho & Antonio Moreno, 2003. "A Structural Estimation and Interpretation of the New Keynesian Macro Model," Faculty Working Papers 14/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  2. Holden, Tom, 2008. "Rational macroeconomic learning in linear expectational models," MPRA Paper 10872, University Library of Munich, Germany. [Downloadable!]
  3. Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Other versions:
  4. Emine Boz & Christian Daude & Ceyhun Bora Durdu, 2008. "Emerging market business cycles revisited: learning about the trend," International Finance Discussion Papers 927, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  5. An, Sungbae & Schorfheide, Frank, 2005. "Bayesian Analysis of DSGE Models," CEPR Discussion Papers 5207, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  6. Chudik , A. & Pesaran, M.H., 2007. "Infinite Dimensional VARs and Factor Models," Cambridge Working Papers in Economics 0757, Faculty of Economics, University of Cambridge. [Downloadable!]
    Other versions:
Statistics
Access and download statistics

Did you know? To receive notification of recent additions to the database, subscribe to the free NEP reports.

This page was last updated on 2009-11-8.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.