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Matlab Implementation of the AIM Algorithm: A Beginner's Guide

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  • Paolo ZAGAGLIA

    ([n.a.])

Abstract

The Anderson-Moore algorithm provides a well-established solution method for forward-looking linear rational expectations models. It is widely used at the Federal Reserve Board for a variety of purposes, ranging from simulations of macroeconometric models to computations based on models of monetary policy. The aim of this paper is to support a wider use of the Anderson-Moore method by discussing the practical sides of its application. I describe the features of one of its Matlab implementations that is freely downloadable from the web. Experience shows that one is usually required to spend quite some time in order to fully understand how the available Matlab functions work. The Ășemphasis is on the structures that should be modified to tailor the programs to one's needs. I also present the application of the algorithm to Coenen and Wieland (2000)'s macromodel of the Euro area.

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File URL: http://docs.dises.univpm.it/web/quaderni/pdf/169.pdf
File Function: First version, 2002
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Bibliographic Info

Paper provided by Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali in its series Working Papers with number 169.

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Length: 43
Date of creation: Jul 2002
Date of revision:
Handle: RePEc:anc:wpaper:169

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Keywords: algebraic methods; macroeconomic modelling; software;

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Cited by:
  1. Nicola MATTEUCCI & Alessandro STERLACCHINI, 2003. "ICT and Employment Growth in Italian Industries," Working Papers 193, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  2. Marcello MESSORI & Alberto ZAZZARO, 2004. "Monetary profits within the circuit: Ponzi finance oer "mors tua, vita mea"?," Working Papers 200, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  3. Elvio MATTIOLI, 2003. "The measurement of coherence in the evaluation of criteria and its effects or ranking problems illustrated using a multicriteria decision method," Working Papers 199, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  4. Ugo FRATESI, 2003. "Innovation Diffusion and the Evolution of Regional Disparities," Working Papers 186, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  5. Roberto ESPOSTI & Pierpaolo PIERANI, 2005. "Price, Private Demand and Optimal Provision of Public R&D in Italian Agriculture," Working Papers 238, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  6. Stefania BUSSOLETTI & Roberto ESPOSTI, 2004. "Regional Convergence, Structural Funds and the Role of Agricolture in the EU. A Panel-Data Approach," Working Papers 220, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  7. Renato BALDUCCI, 2005. "Public Expenditure and Economic Growth. A critical extension of Barro's (1990) model," Working Papers 240, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

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