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Full dynamic new-Keynesian model

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Author Info
Matteo Iacoviello (Boston College)

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Abstract

To run the full dynamic-new-Keynesian model with capital and habit formation and with productivity, monetary and cost-push shocks, use dnwk.m which calls - either dnwk_go.m: simplest version of the model; - or dnwk_p_go.m: version of the model with ad-hoc lags, with inflation and output chosen one period in advance, as in Boivin-Giannoni, "Has Monetary Policy Become More Effective?", 2003). This program uses Harald Uhlig's Toolkit.

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File URL: http://dge.repec.org/codes/iacoviello/dnwk.m
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File URL: http://dge.repec.org/codes/iacoviello/dnwk_go.m
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File URL: http://dge.repec.org/codes/iacoviello/dnwk_p_go.m
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File URL: http://dge.repec.org/codes/iacoviello/plot_bc.m
File Format: application/x-matlab
File Function: program code required to draw impulse responses
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Publisher Info
Software component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 86.

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Programming language: Matlab
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Date of creation: 2004
Date of revision:
Handle: RePEc:dge:qmrbcd:86

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Related research
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Statistics
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This page was last updated on 2008-7-16.

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