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GAUSS code for Mehra-Prescott

Author

Listed:
  • Morten Ravn

    (European University Institute)

Programming Language

GAUSS

Abstract

This programme computes the unconditional equity premium for the Mehra and Prescott JME (1985) economy. All the notation etc. follows their paper.

Suggested Citation

  • Morten Ravn, "undated". "GAUSS code for Mehra-Prescott," QM&RBC Codes 107, Quantitative Macroeconomics & Real Business Cycles.
    • Handle: RePEc:dge:qmrbcd:107
    as

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    File URL: https://dge.repec.org/codes/ravn/mehra.prg
    File Function: program code
    Download Restriction: none
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    Keywords

    GAUSS;

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