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DSGECONTROL: RATS procedure to compute state space model adjustments for optimal control

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

Abstract

Procedure for doing optimal control on a linear rational expectations model. Algorithm from Dennis(2007), "Optimal Policy in Rational Expectations Models: New Solution Algorithms", Macroeconomic Dynamics, vol 11, 31-55.

Suggested Citation

  • Tom Doan, "undated". "DSGECONTROL: RATS procedure to compute state space model adjustments for optimal control," Statistical Software Components RTS00056, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rts00056
    Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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    File URL: https://www.estima.com/procs_perl/dsgecontrol.src
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    Keywords

    DSGE; State-space models; RATS;
    All these keywords.

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