GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling: A Review and Some New Results
AbstractCode for the article published in Handbook of Applied Econometrics: Macroeconomics, Oxford: Basil Blackwell, 1995, pp. 139â€“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.
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 74.
Programming language: GAUSS
Date of creation: 1994
Date of revision:
Other versions of this item:
- Binder,M. & Pesaran,H.M., 1995. "Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results," Cambridge Working Papers in Economics 9415, Faculty of Economics, University of Cambridge.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Zimmermann).
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