IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this software component

GAUSS and Matlab codes for Multivariate Linear Rational Expectations Models: Characterization of the Nature of the Solutions and Their Fully Recursive Computation

Listed author(s):
  • Michael Binder

    (University of Frankfurt)

  • M. Hashem Pesaran

    (University of Cambridge)

Code for article published in Econometric Theory, 13 (1997), pp. 877-888. Currently, you may download two GAUSS programs and two MATLAB programs from this page. Both programs solve the real business cycle model of Christiano and Eichenbaum (1992). (See also Binder and Pesaran, 1995). The programs RBCQDE.PRG (GAUSS) and RBCQDE.M (MATLAB) solve this model using the quadratic determinantal equation method, and the programs RBCFRM.PRG (GAUSS) and RBCFRM.M (MATLAB) solve this model using the fully recursive method suggested in this paper. To run either one of the GAUSS programs, you will also need to download the procedure MATPOW.G.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL:
File Function: program code
Download Restriction: none

Software component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 73.

in new window

Programming language: GAUSS
Date of creation: 1997
Handle: RePEc:dge:qmrbcd:73
Contact details of provider: Postal:
P.O. Box 442, St. Louis, MO 63166

Fax: (314)444-8753
Web page:

More information through EDIRC

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:dge:qmrbcd:73. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Zimmermann)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.