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NLECDYN_TOOLKIT: MATLAB modules for analyzing nonlinear economic dynamic models easily

Author

Listed:
  • Harald Uhlig

    (Humboldt University)

Programming Language

MATLAB

Abstract

Often, researchers wish to analyze nonlinear dynamic discrete-time stochastic models. This module provides a toolkit for solving such models easily, building on log- linearizing the necessary equations characterizing the equilibrium and solving for the recursive equilibrium law of motion with the method of undetermined coefficients.

Suggested Citation

  • Harald Uhlig, 2002. "NLECDYN_TOOLKIT: MATLAB modules for analyzing nonlinear economic dynamic models easily," Statistical Software Components M428001, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:m428001
    as

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    File URL: http://www.wiwi.hu-berlin.de/wpol/html/toolkit.htm
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