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Matlab code for Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function

Author

Listed:
  • Stephanie Schmitt-Grohe

    (Duke University)

  • Martin Uribe

    (Duke University)

Programming Language

Matlab

Abstract

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.

Suggested Citation

  • Stephanie Schmitt-Grohe & Martin Uribe, 2003. "Matlab code for Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function," QM&RBC Codes 50, Quantitative Macroeconomics & Real Business Cycles.
  • Handle: RePEc:dge:qmrbcd:50
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    File URL: https://dge.repec.org/codes/uribe/2nd_order
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    Keywords

    Matlab;

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