IDEAS home Printed from

Solve Stochastic Optimal Growth Model Given Delta-Rho=1 (GAUSS)


  • David DeJong
  • Chetan Dave


Procedures designed to solve the stochastic opti mal growth model, with full depreciation and phi = 1. This algorithm is described in Chapter 10 of Macroeconometric Analysis. The authors request that use of these code in published work be acknowledged by citation of the textbook Macroeconometric Analysis, as well by the citation of any other researchers recognized within the documentation that accompanies the code.

Suggested Citation

  • David DeJong & Chetan Dave, 2006. "Solve Stochastic Optimal Growth Model Given Delta-Rho=1 (GAUSS)," QM&RBC Codes 154, Quantitative Macroeconomics & Real Business Cycles.
  • Handle: RePEc:dge:qmrbcd:154

    Download full text from publisher

    File URL:
    File Function: program code
    Download Restriction: none

    More about this item


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:dge:qmrbcd:154. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Zimmermann). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.