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Perturbation (2nd and 5th order)

Author

Listed:
  • S. Boragan Aruoba

    (University of Maryland)

  • Jesus Fernandez-Villaverde

    (University of Pennsylvania)

  • Juan F. Rubio-Ramirez

    (Federal Reserve Bank of Atlanta)

Programming Language

Mathematica

Abstract

Perturbation (2nd and 5th order), as detailed and used to compute the benchmark calibration in "Comparing solution methods for dynamic equilibrium economies". This code may be freely reproduced for educational and research purposes, so long as it is not altered, this copyright notice is reproduced with it, and it is not sold for profit. Consent of the corresponding author (Jesus Fernandez-Villaverde) must be obtained before using all or any part of this code in a publication.

Suggested Citation

  • S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Perturbation (2nd and 5th order)," QM&RBC Codes 120, Quantitative Macroeconomics & Real Business Cycles.
  • Handle: RePEc:dge:qmrbcd:120
    as

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    File URL: https://dge.repec.org/codes/rubio/perturbation.zip
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    Keywords

    Mathematica;

    JEL classification:

    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • C68 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computable General Equilibrium Models
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications

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