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Dynare add-on for "Solving DSGE Models with a Nonlinear Moving Average"

Author

Listed:
  • Hong Lan

    (Humboldt University Berlin)

  • Alexander Meyer-Gohde

    (Humboldt University Berlin)

Programming Language

Matlab, Dynare

Abstract

This file contains the code from "Solving DSGE Models with a Nonlinear Moving Average." This add-on extends Dynare's (version 4) functionality to include nonlinear moving average policy functions for calculating impulse responses and simulations.

Suggested Citation

  • Hong Lan & Alexander Meyer-Gohde, 2011. "Dynare add-on for "Solving DSGE Models with a Nonlinear Moving Average"," QM&RBC Codes 192, Quantitative Macroeconomics & Real Business Cycles, revised 2013.
    • Handle: RePEc:dge:qmrbcd:192
    as

    Download full text from publisher

    File URL: https://dge.repec.org/codes/meyer-gohde/nonlinear_MA_1_0_9.zip
    File Function: program code
    Download Restriction: none
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    Keywords

    Matlab, Dynare;

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