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GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling: A Review and Some New Results

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Author Info

  • Michael Binder

    (University of Frankfurt)

  • M. Hashem Pesaran

    (University of Cambridge)

Abstract

Code for the article published in Handbook of Applied Econometrics: Macroeconomics, Oxford: Basil Blackwell, 1995, pp. 139–1. Currently, you may download one GAUSS- and one MATLAB program from this page. These programs, RBCQDE.PRG (GAUSS) and RBCQDE.M (MATLAB), solve the real business cycle model of Christiano and Eichenbaum (1992). (See the paper for further details.) To run the GAUSS program, you will also need to download the procedure MATPOW.G.

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File URL: http://dge.repec.org/codes/binder/handbook/
File Function: program code
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Bibliographic Info

Software component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 74.

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Programming language: GAUSS
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Date of creation: 1994
Date of revision:
Handle: RePEc:dge:qmrbcd:74

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