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Content
Undated material is presented at the end, although it may be more recent than other items
2018
- 220 Solving the stochastic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code
by Petre Caraiani - 219 Solving the stochastic Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code
by Petre Caraiani - 218 Solving the deterministic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code
by Petre Caraiani - 217 Solving the deterministc Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code
by Petre Caraiani
2017
- 216 Solving and simulating a baseline New Keynesian model in Julia adapted from Martin Ellison's Matlab code
by Petre Caraiani - 215 Solving and simulating a RBC model in Julia adapted from Fabrice Collard's Matlab code
by Petre Caraiani - 214 Optimal growth model: Collocation method (AR(1) case) in Julia
by Petre Caraiani - 213 Stochastic growth model: Perturbation method in Julia
by Petre Caraiani - 212 Stochastic growth model: Parametrized expectations algorithm in Julia
by Petre Caraiani - 211 Stochastic growth model: Projection method in Julia
by Petre Caraiani - 210 Stochastic growth model: Collocation method (Markov chain) in Julia
by Petre Caraiani - 209 Huggett model in Julia
by Petre Caraiani - 208 Aiyagari model in Julia
by Petre Caraiani - 207 Linear quadratic models in Julia: basic optimal control problem
by Petre Caraiani - 206 Linear quadratic models in Julia: optimal growth model
by Petre Caraiani - 205 Programs for "A Study in Monetary Macroeconomics"
by Stefan Homburg
2016
- 203 Envelope Condition Method (ECM) in comparison with other solution methods for the neoclassical growth model with inelastic labor supply in "Envelope Condition Method with an Application to Default Risk Models"
by Cristina Arelano & Lilia Maliar & Serguei Maliar & Viktor Tsyrennikov
2015
- 202 EDS code for new Keynesian model with ZLB in "Merging Simulation and Projection Aproaches to Solve High-Dimensional Problems with an Application to a New Keynesian model"
by Lilia Maliar & Serguei Maliar - 201 Smolyak code for "Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain"
by Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Rafael Valero
2014
- 200 Dynare add-on for "Risk-Sensitive Linear Approximations"
by Alexander Meyer-Gohde
2013
- 204 Envelope Condition Method and Endogenous Grid Method (EGM) for the neoclassical growth model with elastic labor supply in "Envelope Condition Method versus Endogenous Grid Method for Solving Dynamic Programming Problems"
by Lilia Maliar & Serguei Maliar - 199 Matlab code for "Numerical solution of dynamic equilibrium models under Poisson uncertainty"
by Olaf Posch & Timo Trimborn - 198 Matlab code for "Solution of continuous-time dynamic models with inequality constraints"
by Timo Trimborn - 197 Dynare add-on for "Decomposing Risk in Dynamic Stochastic General Equilibrium"
by Hong Lan & Alexander Meyer-Gohde - 196 Dynare add-on for "Pruning in Perturbation DSGE Models"
by Hong Lan & Alexander Meyer-Gohde
2012
- 195 Mathematica code for solving and simulating RBC models
by Diallo Ibrahima Amadou
2011
- 192 Dynare add-on for "Solving DSGE Models with a Nonlinear Moving Average"
by Hong Lan & Alexander Meyer-Gohde - 191 Matlab code for "Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models"
by L. Kenneth Judd & Lilia Maliar & Serguei Maliar - 190 Dynare Exercise
by Lawrence Christiano - 189 Example code for projection method
by Jesus Fernandez-Villaverde - 188 Example code for perturbation method
by Jesus Fernandez-Villaverde - 187 Simul
by Rodolphe Buda - 186 Code for "Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution"
by Grey Gordon - 185 Code for "A generalized endogenous grid method for non-concave problems"
by Giulio Fella - 183 CoRRAM: computing recursive representative agent models
by Alfred Maussner - 182 Maquette
by Rodolphe Buda
2010
- 181 Matlab code for one-sided HP-filters
by Alexander Meyer-Gohde
2009
- 184 Replication programs for paper "The method of endogenous gridpoints with occasionally binding constraints among endogenous variables"
by Thomas Hintermaier & Winfried Koeniger - 180 Matlab code for "Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm"
by Lilia Maliar & Fernando Valli & Seguei Maliar
2008
- 194 Multidimensional Transitional Dynamics: A Simple Numerical Procedure (Matlab)
by Timo Trimborn & Karl-Joseph Koch & Thomas Steger - 193 Multidimensional Transitional Dynamics: A Simple Numerical Procedure (Mathematica)
by Timo Trimborn & Karl-Joseph Koch & Thomas Steger
2007
- 179 Excel files and MATLAB programs for growth in monetary economies
by Alfonso Novales & Esther Fernandez & Jesus Ruiz - 178 Excel files and MATLAB programs for endogenous growth models
by Alfonso Novales & Esther Fernandez & Jesus Ruiz - 177 Excel files and MATLAB programs for numerical solution methods
by Alfonso Novales & Esther Fernandez & Jesus Ruiz - 176 Excel files and MATLAB programs for optimal growth
by Alfonso Novales & Esther Fernandez & Jesus Ruiz - 175 Excel files and MATLAB programs for neoclassical growth model
by Alfonso Novales & Esther Fernandez & Jesus Ruiz - 174 Excel files for dynamics responses and simple simulations
by Alfonso Novales & Esther Fernandez & Jesus Ruiz - 172 GAUSS program for 'Steady state wealth and saving rates based on ECM-type consumption function'
by Gabor Vadas - 171 Matlab Code for Solving Linear Rational Expectation Models with Lagged Expectations Quickly and Easily
by Alexander Meyer-Gohde - 170 Matlab code to replicate the Beaudry-Portier news shock model
by Kengo Nutahara - 169 GAUSS code for the Uzawa-Lucas Model
by Cheuk-Yin Ho
2006
- 167 HP-Filter DLL executable
by Kurt Annen - 165 HP-Filter Excel Add-In
by Kurt Annen - 163 Expectation Shock Simulation with DYNARE
by Ippei Fujiwara & Heedon Kang - 159 Business cycle extraction based on constrained multivariate HP filter
by Gabor Vadas - 158 Mathematica Notebook for the HP-Filter
by William Polley - 157 LREM SOLVE: Matlab Solver for Linear Rational Expectation Models
by Pawel Kowal - 156 Fortran Code For Implementing the Particle Filter
by David DeJong & Chetan Dave - 155 Gauss Code For Implementing the Particle Filter
by David DeJong & Chetan Dave - 154 Solve Stochastic Optimal Growth Model Given Delta-Rho=1 (GAUSS)
by David DeJong & Chetan Dave - 153 Solve Stochastic Optimal Growth Model Using Log-Linearization (GAUSS)
by David DeJong & Chetan Dave - 152 Solve Stochastic Optimal Growth Model Using Orthogonal Collocation, Log-Normal Process for a (GAUSS)
by David DeJong & Chetan Dave - 151 Solve Stochastic Optimal Growth Model Using Orthogonal Collocation, Markov Process for a (GAUSS)
by David DeJong & Chetan Dave - 150 Solve Deterministic Optimal Growth Model Using Projection Algorithm (GAUSS)
by David DeJong & Chetan Dave
2005
- 162 Matlab code for Hansen-Imrohoroglu (1992) JPE article
by Fabio Kanczuk - 160 Code for "The Japanese Saving Rate"
by Kaiji Chen & Ayse Imrohoroglu & Selahattin Imrohoroglu - 147 Matlab for "Parameterized Expectations Algorithm: How to Solve for Labor Easily"
by Lilia Maliar & Serguei Maliar - 146 Matlab code for "Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Function by Simulations"
by Lilia Maliar & Serguei Maliar - 139 Tools Useful to Solve Dynamic General Equilibrium Models (GAUSS)
by Alfred Maussner - 135 Projection Methods (GAUSS)
by Alfred Maussner - 134 Parametrized Expectations (GAUSS)
by Alfred Maussner - 133 Linear Quadratic and Linear Approximation Methods (GAUSS)
by Alfred Maussner - 132 Solving the Ramsey model (GAUSS)
by Alfred Maussner - 100 Band Pass Filter code (Perl)
by Christian Zimmermann - 99 Band-Pass Filter (web interface)
by Christian Zimmermann - 98 HP-Filter code (Perl)
by Christian Zimmermann - 97 HP-Filter (web interface)
by Christian Zimmermann
2004
- 168 HP-filter for Java
by Kurt Annen - 166 Matlab functions for HP-filter
by Kurt Annen - 164 Band-Pass Filter Excel Add-in
by Kurt Annen - 138 Overlapping Generations Models (GAUSS)
by Burkhard Heer - 95 Code for "Solving Rational Expectations Models Using Excel"
by Holger Strulik - 94 Code for "A Simple and Intuitive Method to Solve Small Rational Expectation Models"
by Martin Brunner & Holger Strulik - 91 SimulEditor: Java code to create Matlab code for Uhlig toolkit
by Kolver Hernandez - 89 Asset prices in real business cycle models rbcfull.m (which calls rbcfull_go.m file and the rbcfull_sim.m file). This program uses Harald Uhlig's Toolkit
by Matteo Iacoviello - 88 Sticky information model
by Matteo Iacoviello - 87 Dynamic new-Keynesian model with lags
by Matteo Iacoviello - 86 Full dynamic new-Keynesian model
by Matteo Iacoviello - 85 Reduced form dynamic new-Keynesian model
by Matteo Iacoviello - 84 Credit cycle model
by Matteo Iacoviello - 83 Model of interaction between monetary and fiscal policy
by Matteo Iacoviello - 82 Optimal interest rate rule model
by Matteo Iacoviello - 81 Cash in advance model
by Matteo Iacoviello - 80 Sidrauski money in utility function model
by Matteo Iacoviello
2003
- 148 Code for "Unemployment Insurance and Capital Accumulation"
by Eric Young - 143 Matlab codes for various monetary models
by Carl Walsh - 141 Parametrized Expectations (Fortran)
by Alfred Maussner - 121 Value Function Iteration
by S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez - 120 Perturbation (2nd and 5th order)
by S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez - 119 Chebyshev Polynomials
by S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez - 118 Finite Elements Method
by S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez - 117 Linear and Log-Linear Approximation
by S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez - 116 Matlab code for Sbordone's estimation for a sticky price model
by Ryo Kato - 115 Matlab code for the Phelan-Trejos model
by Ryo Kato - 113 Matlab code for Kiyotaki-Moore credit cycles
by Ryo Kato - 109 Matlab code for a standard New IS-LM model with interest rate shocks
by Ryo Kato - 92 Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model
by Juan F. Rubio-Ramirez - 54 Matlab code for Solving a Neoclassical Growh Model with a Parametrized Expectations Algorithm and Moving Bounds
by Lilia Maliar & Serguei Maliar - 50 Matlab code for Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function
by Stephanie Schmitt-Grohe & Martin Uribe - 36 RATS code for Macroeconomic Expectations Of Households And Professional Forecasters
by Christopher Carroll
2002
- 149 Code for "Approximate Aggregation"
by Eric Young - 140 Solving the Ramsey Model (Fortran)
by Alfred Maussner - 114 Matlab code for a sticky wage/price model
by Ryo Kato & Takayuki Tsuruga - 112 Matlab code for the Carlstrom-Fuerst AER (1997) model
by Ryo Kato - 108 Matlab code for a standard RBC model
by Ryo Kato - 93 Code for "Solution of Perfect Foresight Sattlepoint Problems: A Simple Method and Applications"
by Martin Brunner & Holger Strulik - 90 Auerbach-Kotlikoff Model
by Alan Auerbach & Laurence Kotlikoff - 71 Matlab codes for escape dynamics
by Andrea Gerali & Francesco Lippi - 56 Matlab code for Public saving and policy coordination in aging economies
by Martin Floden - 48 Matlab code for Technology Shocks in the New Keynesian Model
by Peter Ireland - 14b Solution of a system of linear difference equations (FORTRAN90)
by Paul Klein
2001
- 161 Fortran code for Hansen-Imrohoroglu (1992) JPE article
by Aysegul Sahin - 144 Software for RE Analysis
by Bennett McCallum - 111 Matlab code for the McCallum/Nelson model
by Ryo Kato - 103 GAUSS code for the HP-filter reformulated as a constrained minimization problem
by Albert Marcet & Morten Ravn - 79 Gauss programs for On Measuring the Welfare Costs of Business Cycles
by Christopher Otrok - 78 Matlab code for On the Fiscal Implications of Twin Crises
by Craig Burnside & Martin Eichenbaum & Sergio Rebelo - 62 FORTRAN code for Shocks and Institutions
by Wouter Denhaan - 55 Matlab code for The Labor-Supply Elasticity and Borrowing Constraints: Why Estimates are Biased
by David Domeij & Martin Floden - 51 Matlab code for Closing Small Open Economy Models
by Stephanie Schmitt-Grohe & Martin Uribe - 45 Matlab code for "Endogenous Money or Sticky Prices?"
by Peter Ireland - 39 Mathematica code for Precautionary Saving and the Marginal Propensity to Consume out of Permanent Income
by Christopher D. Carroll - 38 Mathematica code for Death to the Log-Linearized Consumption Euler Equation!
by Christopher D. Carroll - 37 Codes for A Theory of the Consumption Function, With and Without Liquidity Constraints
by Christopher D. Carroll - 32 Matlab code for the robustness in forward looking models, oligopoly example
by Thomas Sargent & Stijn Van Nieuwerburgh - 11 Matlab Code for Solving Linear Rational Expectations Models
by Christopher Sims
2000
- 76 Matlab code for Real Business Cycle Models: Linear Approximation and GMM Estimation
by Craig Burnside - 70 MATLAB Comovement Programs
by Steve Sumner - 47 Matlab code for Money's Role in the Monetary Business Cycle
by Peter Ireland - 43 Mathematica code for 'Saving and Growth with Habit Formation' and 'Comparison Utility in a Growth Model'
by Christopher D. Carroll & Jody Overland & David N. Weil - 41 STATA code for Portfolios of the Rich
by Christopher D. Carroll - 40 Mathematica code for Requiem for the Representative Consumer?
by Christopher D. Carroll - 30 Matlab code for policy iteration algorithm
by Thomas Sargent - 14 Solution of a system of linear difference equations (GAUSS)
by Paul Klein - 14a Solution of a system of linear difference equations (Matlab)
by Paul Klein - 12 Matlab Code for Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models
by Christopher Sims
1999
- 77 Matlab code for Discrete State-Space Methods for the Study of Dynamic Economies
by Craig Burnside - 75 Matlab code for A Method for Decomposing Time Series into Trend and Cycle Components
by Julio Rotemberg - 67 Projections Parameterized Expectations Algorithms (Fortran)
by Christian Haefke - 58 FORTRAN code for Liquidity Flows and Fragility of Business Enterprises
by Wouter Denhaan & Garey Ramey & Joel Watson - 53 Mathematica code for Solving Representative Agent Dynamic Stochastic Optimization Problems
by Christopher D. Carroll - 52 Mathematica code for Solving Microeconomic Dynamic Stochastic Optimization Problems
by Christopher D. Carroll - 46 Matlab code for A Method for Taking Models to the Data
by Peter Ireland - 29 Matlab code for Neal's model of career choice
by Thomas Sargent - 19 Matlab code for the Bewley model with production
by Lars Ljungqvist & Thomas Sargent - 18 Matlab code for Hopenhayn-Nicolini's optimal unemployment insurance model
by Lars Ljungqvist & Thomas Sargent - 15 GAUSS codes for solving linear expectational difference equations
by John Jones - 13 Matlab Optimization Software
by Christopher Sims
1998
- 131 Computing Models of Social Security
by Ayse Imrohoroglu & Selahattin Imrohoroglu & Douglas H. Joines - 130 Optimal Fiscal Policy in a Linear Stochastic Economy
by Thomas J. Sargent & Francois R. Velde - 129 Finite-Difference Methods for Continuous-Time Dynamic Programming
by Graham V. Candler - 128 The Parameterized Expectations Approach: Some Practical Issues
by Albert Marcet & Guido Lorenzoni - 127 Application of Weighted Residual Methods to Dynamic Economic Models, Spectral Methods
by Ellen McGrattan - 126 Application of Weighted Residual Methods to Dynamic Economic Models, Finite Element Methods
by Ellen McGrattan - 125 Discrete State-Space Methods for the Study of Dynamic Economies
by Craig Burnside - 124 Solving Non-linear Rational Expectations Models By Eigenvalue-Eigenvector Decompositions
by Alfonso Novales & Emilio Dominguez & Javier J. Perez & Jesus Ruiz - 123 A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily
by Harald Uhlig - 122 Value Function and Optimal Decision Rules of a Linear-quadratic Approximation
by Jorge Duran - 69 Projections Parameterized Expectations Algorithms (Matlab)
by Christian Haefke - 68 Projections Parameterized Expectations Algorithms (Gauss)
by Christian Haefke - 44 Matlab code for Does the Time-Consistency Problem Explain the Behavior of Inflation in the United States?
by Peter Ireland
1997
- 73 GAUSS and Matlab codes for Multivariate Linear Rational Expectations Models: Characterization of the Nature of the Solutions and Their Fully Recursive Computation
by Michael Binder & M. Hashem Pesaran - 72 GAUSS and Matlab codes for Solution of Finite-Horizon Multivariate Linear Rational Expectations Models and Sparse Linear Systems
by Michael Binder & M. Hashem Pesaran - 61 FORTRAN code for Job Destruction and Propagation of Shocks
by Wouter Denhaan & Garey Ramey & Joel Watson - 59 FORTRAN code for Solving Dynamic Models with Aggregate Shocks and Heterogeneous Agents
by Wouter Denhaan - 42 Mathematica code for Unemployment Expectations, Jumping (S,s) Triggers, and Household Balance Sheets
by Christopher D. Carroll & Wendy Dunn
1996
- 65 VARHAC Covariance Matrix Estimator (RATS)
by Wouter Denhaan & Andrew T. Levin - 64 VARHAC Covariance Matrix Estimator (GAUSS)
by Wouter Denhaan & Andrew T. Levin - 63 VARHAC Covariance Matrix Estimator (FORTRAN)
by Wouter Denhaan & Andrew T. Levin - 60 FORTRAN code for Heterogeinity, Aggregate Uncertainty and the Short-Term Interest Rate
by Wouter Denhaan
1995
- 66 RATS code for Business Cycles Statistics and their Standard Errors
by Wouter Denhaan & Andrew T. Levin - 35 Matlab code for robustifying Muth Filter
by Lars Peter Hansen & Thomas Sargent - 34 Matlab code for robust Muth decision filter
by Lars Peter Hansen & Thomas Sargent - 27 Matlab code for ordered real generalized Schur decomposition
by Evan Anderson
1994
- 105 GAUSS code for solving for the decision rules using a Ricatti Equation approach
by Morten Ravn - 74 GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling: A Review and Some New Results
by Michael Binder & M. Hashem Pesaran - 49 RATS code for Does Consumer Sentiment Forecast Household Spending? If So, Why?
by Christopher D. Carroll & Jeffery C. Fuhrer & David W. Wilcox
1992
- 96 SoWhat for Windows 1.6
by Holger Strulik - 5 DOS executable for "Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?"
by David Backus & Patrick Kehoe & Finn E. Kydland - 5a Web interface for "Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?"
by David Backus & Patrick Kehoe & Finn E. Kydland
1990
- 57 FORTRAN code for Simulation Parameterized Expecations Algorithm
by Wouter Denhaan & Albert Marcet
1989
- 2 GAUSS code for the Hodrick-Prescott filter
by Ken Matheny & Simon van Norden & Robert Vigfusson
1982
- 4 Executable program for "Time to Build and Aggregate Fluctuations"
by Finn E. Kydland & Edward C. Prescott - 4a Web interface for "Time to Build and Aggregate Fluctuations"
by Finn E. Kydland & Edward C. Prescott - 3 FORTRAN code for the Hodrick-Prescott filter
by Edward C. Prescott
Undated
- 142 Projection Methods (Fortran)
by Alfred Maussner - 137 Dynamics of the Distribution Function in Heterogeneous-Agent Models (GAUSS)
by Burkhard Heer - 136 A Heterogenous-Agent Extension of the Ramsey Model (GAUSS)
by Burkhard Heer - 110 Matlab code for a standard New IS-LM model with money shocks
by Ryo Kato & Shinichi Nishiyama