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Software for RE Analysis


  • Bennett McCallum

    (Carnegie Mellon University)


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

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