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Optimal interest rate rule model

Author

Listed:
  • Matteo Iacoviello

    (Boston College)

Programming Language

Matlab

Abstract

To run the optimal interest rate rules model by Giannoni and Woodford (2002), use giannoni.m (which calls the giannoni_go.m file) This program uses Harald Uhlig's Toolkit.

Suggested Citation

  • Matteo Iacoviello, 2004. "Optimal interest rate rule model," QM&RBC Codes 82, Quantitative Macroeconomics & Real Business Cycles.
    • Handle: RePEc:dge:qmrbcd:82
    as

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    File URL: https://dge.repec.org/codes/iacoviello/giannoni.m
    File Function: program code
    Download Restriction: none
    File URL: https://dge.repec.org/codes/iacoviello/giannoni_go.m
    File Function: program code required to run previous one
    Download Restriction: none
    File URL: https://dge.repec.org/codes/iacoviello/plot_bc.m
    File Function: program code required to draw impulse responses
    Download Restriction: none
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    More about this item

    Keywords

    Matlab;

    Statistics

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