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Solve Stochastic Optimal Growth Model Given Delta-Rho=1 (GAUSS)

Author

Listed:
  • David DeJong
  • Chetan Dave

Programming Language

GAUSS

Abstract

Procedures designed to solve the stochastic opti mal growth model, with full depreciation and phi = 1. This algorithm is described in Chapter 10 of Macroeconometric Analysis. The authors request that use of these code in published work be acknowledged by citation of the textbook Macroeconometric Analysis, as well by the citation of any other researchers recognized within the documentation that accompanies the code.

Suggested Citation

  • David DeJong & Chetan Dave, 2006. "Solve Stochastic Optimal Growth Model Given Delta-Rho=1 (GAUSS)," QM&RBC Codes 154, Quantitative Macroeconomics & Real Business Cycles.
    • Handle: RePEc:dge:qmrbcd:154
    as

    Download full text from publisher

    File URL: https://dge.repec.org/codes/dejong/stogrowm_nonlin_exact.src
    File Function: program code
    Download Restriction: none
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    More about this item

    Keywords

    GAUSS;

    Statistics

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