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GAUSS code for Backus-Kehoe-Kydland


  • Morten Ravn

    (European University Institute)


The following files includes the programmes for solving the BKK 1994 (AER) model of multiple goods. The model is simplified in such a way that capital adjustment costs (time to build) are excluded. The programmes solve the model using the Ricatti Equation method and precision is enhanced by using a log transformation. The documentation is a bit scarce but the notation should be obvious. The programmes can be used also for reproducing the results in Ravn, Journal of International Money and Finance, 1997. The programmes are: 1) lbkk.dyn - solves for the optimal decision rules 2) lbkk.imp - computes impulse response functions 3) lbkk.sim - simulates the model and computes business cycle statistics

Suggested Citation

  • Morten Ravn, "undated". "GAUSS code for Backus-Kehoe-Kydland," QM&RBC Codes 106, Quantitative Macroeconomics & Real Business Cycles.
  • Handle: RePEc:dge:qmrbcd:106

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