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Dynamic new-Keynesian model with lags

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Author Info
Matteo Iacoviello (Boston College)

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Abstract

To run the dynamic new-Keynesian model without capital, inflation chosen ONE period in advance and output chosen TWO periods in advance (like in Rotemberg-Woodford 1997 NBER Macro Annual paper), use dnlag.m (which calls the dnlag_go.m file) This program uses Harald Uhlig's Toolkit.

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File URL: http://dge.repec.org/codes/iacoviello/dnlag.m
File Format: application/x-matlab
File Function: program code
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File URL: http://dge.repec.org/codes/iacoviello/dnlag_go.m
File Format: application/x-matlab
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 Format: application/x-matlab
File Function: program code required to draw impulse responses
Download Restriction: none

Publisher Info
Software component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 87.

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Programming language: Matlab
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Date of creation: 2004
Date of revision:
Handle: RePEc:dge:qmrbcd:87

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This page was last updated on 2008-7-16.

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