#MATLAB 2012 DOCUMENTATION SOFTWARE#
#MATLAB 2012 DOCUMENTATION CODE#
#MATLAB 2012 DOCUMENTATION PLUS#

Policy function iteration: lecture notes on solving the consumption-savings model by policy function iteration: by Fabrizio Perri, by Gianluca Violante, Matlab files for consumption-saving model with borrowing constaint: a) on exogenous grid: ConsSav_PolicyIterationExogGrid.m, ConsSav_equations.m, you will also need these: csolve.m, tauch_hussAR1.m b) with the endogenous gridpoint method: ConSav_PolicyIterationEndogGrid.mД®ndogenous Gridpoint Method: paper and codes of Christopher CarrollвЂ™s endogenous gridpoint methodДЇiles to solve the Small Open Economy: SOE.zipДЇiles for second order approximation of basic NK model + welfare: NKrecursive.zip Parameterized Expectations Algorithm: articles by Marcet and den Haan (1990), Marcet and Lorenzoni (1998), Christiano and Fisher (2000), link to lecture notes and codes on the PEA by Fabrice Collard, link to paper and codes on simulation PEA on by Maliar and Maliar (2003)

#MATLAB 2012 DOCUMENTATION CODE#

Value Function Iteration: Matlab files for deterministic growth model and stochastic growth model you will also need markov.m and autocor.mДiscretizations of AR(1) processes: Floden (2007): paper and codes, Kopecky and Suen (2010): paper, code and notes

#MATLAB 2012 DOCUMENTATION PLUS#

You will also need the jacob.m file to run the programs.ДЄdd all downloaded files to the Matlab Path.Д«asic New Keynesian Model plus Extensions: NK_basic.zip ShinДЇurther references: lecture notes by Frank Schorfheide, introductionary book by Gary Koop (2003): Bayesian EconometricsДownload UhligвЂ™s toolkit (version 4.1) from here. 'Practising Dynare' paper and files by A. Link to An and Schorfheide (2007) paper (and their Matlab codes : these are not in Dynare, you will also need these: distribution_files.zip)Дynare files to An and Schorfheide (2007): dynare_nkmp.zip read chapters 5 and 8 (and 6) of the Dynare User GuideДЇurther examples of models estimated with Dynare: paper and files, Lubik and Schorfheide (2005): paper and files Passing steady state (computed in m-file) to Dynare: StochasticGrowth_loglin2_steadystate.m Solving (systems of) nonlinear equations numerically: example_fsolve.m, neoclassical_stst_fsolve.m, and neoclassical_stst_csolve.m, Chris Sims' csolve.m Matlab codes (and documentation) to Two-Country Two-Sector model of Stockman and Tesar (1995, AER), link to paper: AER version, Cleveland Fed WP version

#MATLAB 2012 DOCUMENTATION SOFTWARE#

Link to Wouter den Haan's additional software for Dynare programs Stochastic growth model files as solved with Dynare: stochasticgrowth_ levels.mod, stochasticgrowth_ loglin.mod, stochasticgrowth_ loglin2.mod, stochasticgrowth_ loglin3.modДownload Dynare programs and documentation files from here background reading: chapters 1-3 and 7 of the Dynare User Guide, Dynare manual, Dynare tutorial Matlab Codes for First- and Second-Order Accurate Solutions to DSGE Models (paper and files by Schmitt-Grohe and Uribe), background reading: lecture notes on pertubation methods by Stephanie Schmitt-GroheДЄll model files from class on stochastic growth model plus extensions (that include defining lagged and lead variables): stochasticgrowth_SGU_files.zip Stochastic growth model: solving by the method of undetermined coefficients, by using generalized Schur decomposition (using solab.m file by Paul Klein, link to paper ) Matlab file: stochasticgrowth.m mapping the stochastic growth model into the Klein format: stochasticgrowth_Klein.m Optimal growth model: solving by method of undetermined coefficients, by simple matrix algebra, studying transition dynamics Matlab file: growth.m Introduction to Matlab: quick cheat sheet (and another one ), some tutorials with example files, documentation from Mathworks: Getting started, Matlab function reference Link to CEU Course Schedule in Google Calendar

Office Hours: by appointment (, ), Office: 409. Instructors: Alessia Campolmi, Katrin Rabitsch Course website for вЂњMethods and Applications in Quantitative MacroeconomicsвЂќ, Fall 2012 (MA 2 nd year/ PhD course) ,Central European University

Matlab 2012 documentation