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Dynare add-on for "Pruning in Perturbation DSGE Models"

Author

Listed:
  • Hong Lan

    (Humboldt University Berlin)

  • Alexander Meyer-Gohde

    (Humboldt University Berlin)

Programming Language

Abstract

This file contains the code from "Pruning in Perturbation DSGE Models" and implements all of the second and third order pruning algorithms compared in the paper as an add-on for Dynare (version 4).

Suggested Citation

  • Hong Lan & Alexander Meyer-Gohde, 2013. "Dynare add-on for "Pruning in Perturbation DSGE Models"," QM&RBC Codes 196, Quantitative Macroeconomics & Real Business Cycles.
    • Handle: RePEc:dge:qmrbcd:196
    as

    Download full text from publisher

    File URL: https://dge.repec.org/codes/meyer-gohde/pruning_abounds_1_0_4.zip
    File Function: program code
    Download Restriction: none
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    More about this item

    JEL classification:

    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)

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