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Dynare add-on for "Risk-Sensitive Linear Approximations"

Author

Listed:
  • Alexander Meyer-Gohde

    (University of Hamburg)

Programming Language

Matlab

Abstract

This file contains the code from "Risk-Sensitive Linear Approximations," previously entitled "Risky Linear Approximations." This add-on extends Dynare's (version 4) functionality to include policy functions maintain linearity in states, but are adjusted nonlinearly for risk.

Suggested Citation

  • Alexander Meyer-Gohde, 2014. "Dynare add-on for "Risk-Sensitive Linear Approximations"," QM&RBC Codes 200, Quantitative Macroeconomics & Real Business Cycles, revised 2017.
    • Handle: RePEc:dge:qmrbcd:200
    as

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    File URL: https://dge.repec.org/codes/meyer-gohde/risk_sensitive_linear_approx.zip
    File Function: program code
    Download Restriction: none
    File URL: https://dge.repec.org/codes/meyer-gohde/dynare_add_on_2017.zip
    File Function: program code (2017 update)
    Download Restriction: none
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    Keywords

    Matlab;

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