Matlab code for Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function
Matlab codes for 'Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function.' Contents: First-order approximation: gx_hx.m, solab.m (by Paul Klein), qzswitch.m (by Chris Sims), reorder.m (taken from Paul Klein's website); Second-order approximation: gxx_hxx.m, gss_hss.m; Obtaining the derivatives of f (requires Symbolic Math Toolbox): anal_deriv.m, num_eval.m; Constructing Artificial Time Series: simu_2nd.m; Example 1: The neoclassical growth model (requires Symbolic Math Toolbox): neoclassical_model.m, neoclassical_model_ss.m, neoclassical_model_run.m; Example 2: A Two-Country Model With Complete Asset Markets (J. Kim and S. Kim, JIE, forthcoming) (requires Symbolic Math Toolbox): kim_model.m, kim_ss.m, kim_run.m; Example 3: An Asset Pricing Model (Burnside, JEDC 1998; and Collard and Juillard, JEDC 2001) (requires Symbolic Math Toolbox): asset_model.m, asset_ss.m, asset_run.m.
|Date of creation:||May 2003|
|Date of revision:|
|Contact details of provider:|| Postal: P.O. Box 442, St. Louis, MO 63166|
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