Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results
AbstractCode for the article published in Handbook of Applied Econometrics: Macroeconomics, Oxford: Basil Blackwell, 1995, pp. 139Ã¢â¬â1. 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 InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by Faculty of Economics, University of Cambridge in its series Cambridge Working Papers in Economics with number 9415.
Length: 112 pages
Date of creation: 1995
Date of revision:
Contact details of provider:
Web page: http://www.econ.cam.ac.uk/index.htm
macroeconomics ; economic models;
Other versions of this item:
- Michael Binder & M. Hashem Pesaran, 1994. "GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling: A Review and Some New Results," QM&RBC Codes 74, Quantitative Macroeconomics & Real Business Cycles.
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
This item has more than 25 citations. To prevent cluttering this page, these citations are listed on a separate page. reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Howard Cobb).
If references are entirely missing, you can add them using this form.