Content
Undated
- 107 GAUSS code for Mehra-Prescott
by Morten Ravn - 106 GAUSS code for Backus-Kehoe-Kydland
by Morten Ravn - 104 King-Plosser-Rebelo GAUSS programmes
by Morten Ravn - 102 Alternate GAUSS program for the Hodrick-Prescott Filter
by Morten Ravn - 101 GAUSS program for Hodrick-Prescott filter
by Morten Ravn - 33 Matlab code for robust Ramsey tax policies
by Thomas Sargent - 31 Matlab code for the spectrum of a stochastic process
by Thomas Sargent - 28 Matlab code for limit of a Nash linear quadratic two-player dynamic game
by Thomas Sargent - 26 Matlab code for a Laffer curve equilibrium
by Thomas Sargent - 25 Matlab code for Nash feedback equilibrium of a linear quadratic dynamic game
by Thomas Sargent - 24 Matlab code for Jovanovic's matching model
by Thomas Sargent - 23 Matlab code for the frequency response of a digital filter
by Thomas Sargent - 22 Matlab code for the solution to Riccati matrix difference equations associated with the Kalman filter
by Thomas Sargent - 21 Matlab code for the Riccati solution to linear quadratic model
by Thomas Sargent - 20 Matlab code for the Kalman filter
by Thomas Sargent - 17 Hansen-Janagathan bounds computation
by Lars Ljungqvist & Thomas Sargent - 16 Johansen-Juselius procedure of cointegration analysis
by Christian Dreger - 10 GAUSS code for the Imrohoroglu (1989) model without aggregate uncertainty
by Gary D. Hansen - 9 GAUSS code for an overlapping generations model with inelastic labor supply
by Gary D. Hansen - 8 GAUSS code for a basic model with money, cash-in-advance constraint
by Gary D. Hansen - 7 GAUSS code for the basic Hansen (1985) model
by Gary D. Hansen - 6 GAUSS code useful for many RBC models
by Gary D. Hansen - 1 MATLAB code for the Hodrick-Prescott filter
by Ivailo Izvorski