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GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling: A Review and Some New Results

Author

Listed:
  • Michael Binder

    (University of Frankfurt)

  • M. Hashem Pesaran

    (University of Cambridge)

Programming Language

GAUSS Matlab

Abstract

Code for the article published in Handbook of Applied Econometrics: Macroeconomics, Oxford: Basil Blackwell, 1995, pp. 139–1. Currently, you may download one GAUSS- and one MATLAB program from this page. These programs, RBCQDE.PRG (GAUSS) and RBCQDE.M (MATLAB), solve the real business cycle model of Christiano and Eichenbaum (1992). (See the paper for further details.) To run the GAUSS program, you will also need to download the procedure MATPOW.G.

Suggested Citation

  • Michael Binder & M. Hashem Pesaran, 1994. "GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling: A Review and Some New Results," QM&RBC Codes 74, Quantitative Macroeconomics & Real Business Cycles.
    • Handle: RePEc:dge:qmrbcd:74
    as

    Download full text from publisher

    File URL: https://dge.repec.org/codes/binder/handbook/
    File Function: program code
    Download Restriction: none
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    Keywords

    GAUSS; Matlab;

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