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Recursive methods for computing equilibria of business cycle models

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  • Gary D. Hansen
  • Edward C. Prescott

Abstract

Basic model with money, cash-in-advance constraint. You may need to adapt the code for calls to external files. To understand the code, a good reading may be: Gary D. Hansen and Edward C. Prescott, Recursive Methods for Computing Equilibria of Business Cycle Models, Chapter 2 in: Thomas F. Cooley (ed.), Frontiers of Business Cycle Research, Princeton University Press, 1995.

(This abstract was borrowed from another version of this item.)

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Bibliographic Info

Paper provided by Federal Reserve Bank of Minneapolis in its series Discussion Paper / Institute for Empirical Macroeconomics with number 36.

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Date of creation: 1992
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Publication status: Published in Frontiers of business cycle research (1995, pp. 39-64) ; Equilibrium growth theories (1991, pp. 124-138)
Handle: RePEc:fip:fedmem:36

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Related research

Keywords: Business cycles;

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References

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  1. Greenwood, J. & Huffman, G., 1991. "Tax Analysis in A Real Business Cycle Model: On Measuring Harberger Triangles and Okun Gaps," UWO Department of Economics Working Papers 9103, University of Western Ontario, Department of Economics.
  2. Greenwood, Jeremy & Hercowitz, Zvi & Huffman, Gregory W, 1988. "Investment, Capacity Utilization, and the Real Business Cycle," American Economic Review, American Economic Association, vol. 78(3), pages 402-17, June.
  3. Boldrin, Michele & Montrucchio, Luigi, 1986. "On the indeterminacy of capital accumulation paths," Journal of Economic Theory, Elsevier, vol. 40(1), pages 26-39, October.
  4. Prescott, Edward C & Mehra, Rajnish, 1980. "Recursive Competitive Equilibrium: The Case of Homogeneous Households," Econometrica, Econometric Society, vol. 48(6), pages 1365-79, September.
  5. Brock, William A. & Mirman, Leonard J., 1972. "Optimal economic growth and uncertainty: The discounted case," Journal of Economic Theory, Elsevier, vol. 4(3), pages 479-513, June.
  6. Long, John B, Jr & Plosser, Charles I, 1983. "Real Business Cycles," Journal of Political Economy, University of Chicago Press, vol. 91(1), pages 39-69, February.
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