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Software for RE Analysis

Author

Listed:
  • Bennett McCallum

    (Carnegie Mellon University)

Programming Language

Matlab

Abstract

This is a set of Matlab files for formulating, solving, and analyzing linear rational expectations (RE) models. Some guidance to their installation and use is also provided. These are all Matlab files of the .m type, which must be used with the standard Matlab setup. The core file is solvek.m, which is an algorithm for calculating RE solutions, as described in McCallum (1998, 1999). It is a modified version of a program written by Paul Klein, whose more detailed analysis may be found in Klein (2000).

Suggested Citation

  • Bennett McCallum, 2001. "Software for RE Analysis," QM&RBC Codes 144, Quantitative Macroeconomics & Real Business Cycles, revised Feb 2004.
    • Handle: RePEc:dge:qmrbcd:144
    as

    Download full text from publisher

    File URL: https://dge.repec.org/codes/mccallum/
    File Function: program code
    Download Restriction: none
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    Cited by:

    1. M. Alper Cenesiz, 2007. "A New Cost Channel of Monetary Policy," Money Macro and Finance (MMF) Research Group Conference 2006 68, Money Macro and Finance Research Group.

    More about this item

    Keywords

    Matlab;

    Statistics

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