Dynare add-on for "Decomposing Risk in Dynamic Stochastic General Equilibrium"
This file contains the code from "Decomposing Risk in Dynamic Stochastic General Equilibrium." This add-on extends Dynare's (version 4) functionality to include the calculation of the first two theoretical moments of second and third order perturbations using the nonlinear moving average policy function and the decomposition of these moments into contributions from risk and individual orders of nonlinearity.
|Date of creation:||2013|
|Date of revision:|
|Contact details of provider:|| Postal: P.O. Box 442, St. Louis, MO 63166|
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