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A toolkit for analyzing nonlinear dynamic stochastic models easily

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  • Uhlig, H.F.H.V.S.

    (Tilburg University, Center For Economic Research)

Abstract

This code supports the text in Harald Uhlig, A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily, Ramon Marimon and Andrew Scott (eds), Computational Methods for the Study of Dynamic Economies, Chapter 3, Oxford University Press. This chapter provides a toolkit for solving such nonlinear dynamic discrete-time stochastic models easily, building on log-linearizing the necessary equations characterizing the equilibrium and solving for the recursive equilibrium law of motion with the method of undetermined coefficients. This chapter comes with an extensive and well documented library of Matlab programs, which can be downloaded in a self-extracting zip-file. Read the readme.m file
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Uhlig, H.F.H.V.S., 1995. "A toolkit for analyzing nonlinear dynamic stochastic models easily," Discussion Paper 1995-97, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:cc1b2469-9d2f-445a-a2b3-17429efdebb0
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