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King-Plosser-Rebelo GAUSS programmes

Author

Listed:
  • Morten Ravn

    (European University Institute)

Programming Language GAUSS Abstract
There are four programmes with notations that follow King et al, 1987, very closely. The programmes are GAUSS versions of MATLAB programmes by KPR. The linearized economy is solved for the optimal decision rules using the saddle point stability property of the competitive equilibrium. 1) DYN.E - setting up the basic system matrices and manipulating the system. 2) MDR.E - solving for the Markov-decision rules 3) IMP.E - computing impulse responses and transitions towards the steady state 4) SIMUL.E - simulating the model with stochastic shocks. Results are HP-filtered but moments of 'raw' data can be computed directly. STEP 1 AND 2 SHOULD ALWAYS BE COMPLETED BEFORE 3 OR 4 There are 4 example files in DYN.X1, MDR.X1, IMP.X1, AND SIMUL.X1. These illustrate the simplest model economy from KPR, 1988a

Suggested Citation

  • Morten Ravn, "undated". "King-Plosser-Rebelo GAUSS programmes," QM&RBC Codes 104, Quantitative Macroeconomics & Real Business Cycles.
    • Handle: RePEc:dge:qmrbcd:104
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    File URL: https://dge.repec.org/codes/ravn/dyn.e
    File Function: program code
    Download Restriction: none
    File URL: https://dge.repec.org/codes/ravn/mdr.e
    File Function: program code
    Download Restriction: none
    File URL: https://dge.repec.org/codes/ravn/imp.e
    File Function: program code
    Download Restriction: none
    File URL: https://dge.repec.org/codes/ravn/simul.e
    File Function: program code
    Download Restriction: none
    File URL: https://dge.repec.org/codes/ravn/dyn.x1
    File Function: example file
    Download Restriction: none
    File URL: https://dge.repec.org/codes/ravn/mdr.x1
    File Function: example file
    Download Restriction: none
    File URL: https://dge.repec.org/codes/ravn/imp.x1
    File Function: example file
    Download Restriction: none
    File URL: https://dge.repec.org/codes/ravn/simul.x1
    File Function: example file
    Download Restriction: none
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    Keywords

    GAUSS;

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