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GAUSS code useful for many RBC models


  • Gary D. Hansen

    (Department of Economics, UCLA)


Several useful procedures: quadratic approximation, HP filter, reducing a matrix. You may need to adapt them for calls to external files. To understand the code, a good reading may be: Gary D. Hansen and Edward C. Prescott, Recursive Methods for Computing Equilibria of Business Cycle Models, Chapter 2 in: Thomas F. Cooley (ed.), Frontiers of Business Cycle Research, Princeton University Press, 1995.

Suggested Citation

  • Gary D. Hansen, "undated". "GAUSS code useful for many RBC models," QM&RBC Codes 6, Quantitative Macroeconomics & Real Business Cycles.
  • Handle: RePEc:dge:qmrbcd:6

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