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

Michael Binder · M. Hashem Pesaran

27 citations0/0 files storedRePEc: Research Papers in Economics

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Monetary Policy and Economic Impact Economic Growth and Productivity Economic theories and models

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.

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2002Regras monetárias e dinâmica macroeconômica no Brasil: uma abordagem de expectativas racionais 2011Optimal policy in Markov-switching rational expectations models

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