Novales, Fernandez, Ruiz: Economic Growth
Posted: Fri Jun 20, 2014 11:59 am
The attached zip has (most of) the examples from Novales, Fernandez & Ruiz(2009), "Economic Growth: Theory and Numerical Solution Methods", Springer-Verlag. (These are based upon page numbers in the 1st edition). These are all examples of the use of DSGE for solving small macroeconomic models. About half are comparisons of steady-state solutions with changes to exogenous processes and about half are simulations of the economies with a given structure. The first group are generally labeled as "Advanced" as they require additional programming to organize the inputs and outputs. The second group typically use DLM with TYPE=SIMULATE to simulate the linearized or log-linearized economy.
Single-book browser page from which you can examine the code for specific examples.
Single-book browser page from which you can examine the code for specific examples.