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Reduced form dynamic new-Keynesian model

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Author Info

  • Matteo Iacoviello

    (Boston College)

Abstract

To run the 3-equations, reduced form of the dnk (Dynamic New-keynesian) model based as described in McCallum AER paper (2001), use mc.m (which calls the mc_go.m file) This program uses Harald Uhlig's Toolkit.

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File URL: http://dge.repec.org/codes/iacoviello/mc.m
File Function: program code
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File URL: http://dge.repec.org/codes/iacoviello/mc_go.m
File Function: program code required to run previous one
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File URL: http://dge.repec.org/codes/iacoviello/plot_bc.m
File Function: program code required to draw impulse responses
Download Restriction: none

Bibliographic Info

Software component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 85.

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Programming language: Matlab
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Date of creation: 2004
Date of revision:
Handle: RePEc:dge:qmrbcd:85

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Fax: (314)444-8753
Web page: http://dge.repec.org/
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