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- W1511700137 abstract "Code for article published in Econometric Theory, 13 (1997), pp. 877-888. Currently, you may download two GAUSS programs and two MATLAB programs from this page. Both programs solve the real business cycle model of Christiano and Eichenbaum (1992). (See also Binder and Pesaran, 1995). The programs RBCQDE.PRG (GAUSS) and RBCQDE.M (MATLAB) solve this model using the quadratic determinantal equation method, and the programs RBCFRM.PRG (GAUSS) and RBCFRM.M (MATLAB) solve this model using the fully recursive method suggested in this paper. To run either one of the GAUSS programs, you will also need to download the procedure MATPOW.G." @default.
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- W1511700137 date "1997-01-01" @default.
- W1511700137 modified "2023-09-27" @default.
- W1511700137 title "GAUSS and Matlab codes for Multivariate Linear Rational Expectations Models: Characterization of the Nature of the Solutions and Their Fully Recursive Computation" @default.
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