http://www.ssrrn.com/ Mon, 28 Dec 2009 07:37:13 +0100 FeedCreator 1.7.3 http://www.ssrrn.com/14570-China-Housing-index/View-details.html <p>China Housing Index</p> <p>十个城市提供城市综合指数、住宅指数、Hedonic指数、商铺指数、写字楼指数，其中北京、上海、广州、深圳同时还提供二手房指数、别墅指数、普通住宅租赁价格指数、写字楼租赁指数</p> <p><a href="http://feedads.g.doubleclick.net/~a/DrtySUKnsPE0m2J8SFe0ysibxeU/0/da"><img src="http://feedads.g.doubleclick.net/~a/DrtySUKnsPE0m2J8SFe0ysibxeU/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/DrtySUKnsPE0m2J8SFe0ysibxeU/1/da"><img src="http://feedads.g.doubleclick.net/~a/DrtySUKnsPE0m2J8SFe0ysibxeU/1/di" border="0" ismap="true"></img></a></p> Charlie Thu, 06 Aug 2009 05:32:28 +0100 http://www.ssrrn.com/14570-China-Housing-index/View-details.html http://www.ssrrn.com/6377-Joomla-Cpanel-Webmail-Module/View-details.html <p>------------------------------------------------------------------------------------------------------------</p> <p>As some web masters do not respect our works and contributions to the opensource community, we decided to discontinue this free version.</p> <p>We will announce and release a new commercial version in a few days.</p> <p>-------------------------------------------------------------------------------------------------------------</p> <!-- safe_html.php/0.6 --> <p><a href="http://feedads.g.doubleclick.net/~a/amOCrgXjowHHgv8adKvxDU6SxRM/0/da"><img src="http://feedads.g.doubleclick.net/~a/amOCrgXjowHHgv8adKvxDU6SxRM/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/amOCrgXjowHHgv8adKvxDU6SxRM/1/da"><img src="http://feedads.g.doubleclick.net/~a/amOCrgXjowHHgv8adKvxDU6SxRM/1/di" border="0" ismap="true"></img></a></p> Administrator Sat, 17 Jan 2009 14:49:42 +0100 http://www.ssrrn.com/6377-Joomla-Cpanel-Webmail-Module/View-details.html http://www.ssrrn.com/6378-SSRRN-CB-My-Content-Plugin/View-details.html <p> <p>-----------------------------------------------------------------------------------------------------------</p> <p>As some web masters do not respect our works and contributions to the opensource community, we decided to discontinue this free version.</p> <p>We will announce and release a new commercial version in a few days.</p> <p>-------------------------------------------------------------------------------------------------------------</p> </p><!-- safe_html.php/0.6 --> <p><a href="http://feedads.g.doubleclick.net/~a/uYTkHoozarajRDZKm-mux5ehfi0/0/da"><img src="http://feedads.g.doubleclick.net/~a/uYTkHoozarajRDZKm-mux5ehfi0/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/uYTkHoozarajRDZKm-mux5ehfi0/1/da"><img src="http://feedads.g.doubleclick.net/~a/uYTkHoozarajRDZKm-mux5ehfi0/1/di" border="0" ismap="true"></img></a></p> Administrator Sat, 17 Jan 2009 14:49:07 +0100 http://www.ssrrn.com/6378-SSRRN-CB-My-Content-Plugin/View-details.html http://www.ssrrn.com/14567-SSRRN-Free-Section-Access-Control-beta-1.00/View-details.html <p><strong>For the New Version (V1.16 Stable), Please visit <a target="_blank" href="http://www.academic-excellence.co.uk/forum/viewtopic.php?f=19&amp;t=12&amp;p=12#p12">here</a>.</strong></p> <p>--------------------------------------------------------------------------------------------------</p> <p>As some web masters do not respect our works and contributions to the opensource community, we decided to discontinue this free version.</p> --------------------------------------------------------------------------------------------------<!-- safe_html.php/0.6 --> <p><a href="http://feedads.g.doubleclick.net/~a/57uQbhDvcog4dSjHqKCmM-tPVZA/0/da"><img src="http://feedads.g.doubleclick.net/~a/57uQbhDvcog4dSjHqKCmM-tPVZA/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/57uQbhDvcog4dSjHqKCmM-tPVZA/1/da"><img src="http://feedads.g.doubleclick.net/~a/57uQbhDvcog4dSjHqKCmM-tPVZA/1/di" border="0" ismap="true"></img></a></p> Administrator Sat, 17 Jan 2009 14:45:34 +0100 http://www.ssrrn.com/14567-SSRRN-Free-Section-Access-Control-beta-1.00/View-details.html http://www.ssrrn.com/14569-SSRRN-AE-Anti-Hacker-SSRRN-Free-Edition/View-details.html <p>SSRRN-AE Anti-Hacker aims to reduce the risk of website hacking around the world.</p> <p><strong>We have discontinue the free version. <br /></strong></p> <p>Please access the following address to get the version with more functionalities:</p> <p><a target="_blank" href="http://community.academic-excellence.co.uk/viewtopic.php?f=17&amp;t=8">http://community.academic-excellence.co.uk/viewtopic.php?f=17&amp;t=8</a></p> <p><strong>Features:</strong><br /> <br /> 1. Works for ALL PHP softwares! Joomla, PhpBB, WordPress, Drupal etc.<br /> 2. Turns suspicious hacking behaviors down. Suspicious hacker's IP will be blocked by Anti-Hacker.<br /> 3. Emails alerts to administrators once suspicious hacking behavior is logged.<br /> 4. Shows details of who the hacker is, e.g. IP, Country, Network Location and Abuse Report Agent etc.<br /> 5. Opensource and easily customized.<br /> 6. Filters XSS scripts suggested by the XSS (Cross Site Scripting) Cheat Sheet from ha.ckers.org.<br /> 7. Anti SQL and PHP Code Injection.<br /> 8. Anti Flooding.</p> <p>We stop the download links at the moment until we fix the bugs!</p> <!-- safe_html.php/0.6 --> <p><a href="http://feedads.g.doubleclick.net/~a/_dure3QNSyj4RH4v2U4K2bWErio/0/da"><img src="http://feedads.g.doubleclick.net/~a/_dure3QNSyj4RH4v2U4K2bWErio/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/_dure3QNSyj4RH4v2U4K2bWErio/1/da"><img src="http://feedads.g.doubleclick.net/~a/_dure3QNSyj4RH4v2U4K2bWErio/1/di" border="0" ismap="true"></img></a></p> Administrator Fri, 16 Jan 2009 17:55:07 +0100 http://www.ssrrn.com/14569-SSRRN-AE-Anti-Hacker-SSRRN-Free-Edition/View-details.html http://www.ssrrn.com/4360-SAS-Macro-to-Transpose-Financial-Data/View-details.html SAS Macro to Transpose Financial Data <p><a href="http://feedads.g.doubleclick.net/~a/gykwUb2dJFdsBYVUyLo1MDE2y2k/0/da"><img src="http://feedads.g.doubleclick.net/~a/gykwUb2dJFdsBYVUyLo1MDE2y2k/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/gykwUb2dJFdsBYVUyLo1MDE2y2k/1/da"><img src="http://feedads.g.doubleclick.net/~a/gykwUb2dJFdsBYVUyLo1MDE2y2k/1/di" border="0" ismap="true"></img></a></p> Swift Mon, 05 Jan 2009 15:25:20 +0100 http://www.ssrrn.com/4360-SAS-Macro-to-Transpose-Financial-Data/View-details.html http://www.ssrrn.com/5584-GAUSS-program-for-Steady-state-wealth-and-saving-rates-based-on-ECM-type-consumption-function/View-details.html 2007 Downloadable! Consumption is frequently modeled in error correction framework that implies steady state financial and housing wealth ratios. saving and housing investment rates as the function of income growth. This Gauss code computes these steady state ratios based on the parameters of ECM-type consumption function. This GAUSS programe is listed in IDEAS by Gabor Vadas <p><a href="http://feedads.g.doubleclick.net/~a/ITRJQNT4ZJLdVQQsC50FpP9O5As/0/da"><img src="http://feedads.g.doubleclick.net/~a/ITRJQNT4ZJLdVQQsC50FpP9O5As/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/ITRJQNT4ZJLdVQQsC50FpP9O5As/1/da"><img src="http://feedads.g.doubleclick.net/~a/ITRJQNT4ZJLdVQQsC50FpP9O5As/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5584-GAUSS-program-for-Steady-state-wealth-and-saving-rates-based-on-ECM-type-consumption-function/View-details.html http://www.ssrrn.com/5585-Matlab-Code-for-Solving-Linear-Rational-Expectation-Models-with-Lagged-Expectations-Quickly-and-Easi/View-details.html 2007 Downloadable! This software derives a solution method to solve a system of linear rational-expectations equation with lagged expectations (e.g., models incorporating sticky information) using the method of undetermined coefficients for the infinite MA representation. The method applies a combination of a generalized Schur decomposition familiar elsewhere in the literature and a simple system of linear equations when lagged expectations are present to the infinite MA representation. Execution is faster, applicability more general, and use more straightforward than with existing algorithms. The software provides impulse responses to anticipated and unanticipated innovations, simulations, and frequency-domain and simulated moments. This Matlab programe is listed in IDEAS by Alexander Meyer-Gohde <p><a href="http://feedads.g.doubleclick.net/~a/UDE7IvtKV3yhFG0jAWrVhqtc89g/0/da"><img src="http://feedads.g.doubleclick.net/~a/UDE7IvtKV3yhFG0jAWrVhqtc89g/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/UDE7IvtKV3yhFG0jAWrVhqtc89g/1/da"><img src="http://feedads.g.doubleclick.net/~a/UDE7IvtKV3yhFG0jAWrVhqtc89g/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5585-Matlab-Code-for-Solving-Linear-Rational-Expectation-Models-with-Lagged-Expectations-Quickly-and-Easi/View-details.html http://www.ssrrn.com/5586-Matlab-code-to-replicate-the-Beaudry-Portier-news-shock-model/View-details.html 2007 Downloadable! The roles of _news shocks_ in dynamic general equilibrium models have been highlighted since Beaudry and Portier (2004). In this paper, we explain how to use _news-shock subroutine for Prof. Uhlig's toolkit._ This subroutine can make to calculate the responses to news-shock easily. Users of the toolkit by Professor Harald Uhlig can do the news-shock experiments with this subroutine. This Matlab programe is listed in IDEAS by Kengo Nutahara <p><a href="http://feedads.g.doubleclick.net/~a/bPhSwbZzG9f-SBiQcMA09IZZZXA/0/da"><img src="http://feedads.g.doubleclick.net/~a/bPhSwbZzG9f-SBiQcMA09IZZZXA/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/bPhSwbZzG9f-SBiQcMA09IZZZXA/1/da"><img src="http://feedads.g.doubleclick.net/~a/bPhSwbZzG9f-SBiQcMA09IZZZXA/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5586-Matlab-code-to-replicate-the-Beaudry-Portier-news-shock-model/View-details.html http://www.ssrrn.com/5587-GAUSS-code-for-the-Uzawa-Lucas-Model/View-details.html 2007 Downloadable! This code solves the continuous time Uzawa-Lucas Model without externalities. This programe is listed in IDEAS by Cheuk-Yin Ho <p><a href="http://feedads.g.doubleclick.net/~a/U5ui4AeXlja8fK3bi7Y3SjG2OAw/0/da"><img src="http://feedads.g.doubleclick.net/~a/U5ui4AeXlja8fK3bi7Y3SjG2OAw/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/U5ui4AeXlja8fK3bi7Y3SjG2OAw/1/da"><img src="http://feedads.g.doubleclick.net/~a/U5ui4AeXlja8fK3bi7Y3SjG2OAw/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5587-GAUSS-code-for-the-Uzawa-Lucas-Model/View-details.html http://www.ssrrn.com/5588-HP-Filter-DLL-executable/View-details.html 2006 Downloadable! Set of files used to implement dynamic link libraries for the Hodrick-Prescott filter. This Executable programe is listed in IDEAS by Kurt Annen <p><a href="http://feedads.g.doubleclick.net/~a/812VnkquW2AZJdu93n2Qsnw8iEc/0/da"><img src="http://feedads.g.doubleclick.net/~a/812VnkquW2AZJdu93n2Qsnw8iEc/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/812VnkquW2AZJdu93n2Qsnw8iEc/1/da"><img src="http://feedads.g.doubleclick.net/~a/812VnkquW2AZJdu93n2Qsnw8iEc/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5588-HP-Filter-DLL-executable/View-details.html http://www.ssrrn.com/5589-HP-Filter-Excel-Add-In/View-details.html 2006 Downloadable! Set of files to implement the Hodrick-Prescott filter in Excel This programe is listed in IDEAS by Kurt Annen <p><a href="http://feedads.g.doubleclick.net/~a/vy4VrlrEnlpbPw5DGPULW0pAxK0/0/da"><img src="http://feedads.g.doubleclick.net/~a/vy4VrlrEnlpbPw5DGPULW0pAxK0/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/vy4VrlrEnlpbPw5DGPULW0pAxK0/1/da"><img src="http://feedads.g.doubleclick.net/~a/vy4VrlrEnlpbPw5DGPULW0pAxK0/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5589-HP-Filter-Excel-Add-In/View-details.html http://www.ssrrn.com/5590-Expectation-Shock-Simulation-with-DYNARE/View-details.html 2006 Downloadable! This note demonstrates a tool which is designed for conducting an expectation shock simulation easily with DYNARE. This programe is listed in IDEAS by Ippei Fujiwara & Heedon Kang <p><a href="http://feedads.g.doubleclick.net/~a/2i6STE8YzzHsmxtUz_u4YPE4VXs/0/da"><img src="http://feedads.g.doubleclick.net/~a/2i6STE8YzzHsmxtUz_u4YPE4VXs/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/2i6STE8YzzHsmxtUz_u4YPE4VXs/1/da"><img src="http://feedads.g.doubleclick.net/~a/2i6STE8YzzHsmxtUz_u4YPE4VXs/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5590-Expectation-Shock-Simulation-with-DYNARE/View-details.html http://www.ssrrn.com/5591-Business-cycle-extraction-based-on-constrained-multivariate-HP-filter/View-details.html 2006 Downloadable! The code computes the cyclically adjusted budget balance by three methods: the aggregate approach of OECD/IMF, the simple disaggregate method of European Central Bank and finally our disaggregate method using the constrained multivariate HP filter and two behavior equations (production function and consumption equation). Sample data is included. This GAUSS programe is listed in IDEAS by Gabor Vadas <p><a href="http://feedads.g.doubleclick.net/~a/YpDo9pzx-WfH1tosHehWE1TjLes/0/da"><img src="http://feedads.g.doubleclick.net/~a/YpDo9pzx-WfH1tosHehWE1TjLes/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/YpDo9pzx-WfH1tosHehWE1TjLes/1/da"><img src="http://feedads.g.doubleclick.net/~a/YpDo9pzx-WfH1tosHehWE1TjLes/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5591-Business-cycle-extraction-based-on-constrained-multivariate-HP-filter/View-details.html http://www.ssrrn.com/5592-Mathematica-Notebook-for-the-HP-Filter/View-details.html 2006 Downloadable! This Mathematica Notebook takes as input a csv formatted spreadsheet file in which the data is in a column starting at cell A1 and HP-filters the data. Output is returned as a csv file. This Mathematica programe is listed in IDEAS by William Polley <p><a href="http://feedads.g.doubleclick.net/~a/jHJccKGH-ZTFXwMDW12bgu6e3Hw/0/da"><img src="http://feedads.g.doubleclick.net/~a/jHJccKGH-ZTFXwMDW12bgu6e3Hw/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/jHJccKGH-ZTFXwMDW12bgu6e3Hw/1/da"><img src="http://feedads.g.doubleclick.net/~a/jHJccKGH-ZTFXwMDW12bgu6e3Hw/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5592-Mathematica-Notebook-for-the-HP-Filter/View-details.html http://www.ssrrn.com/5593-LREM-SOLVE-Matlab-Solver-for-Linear-Rational-Expectation-Models/View-details.html 2006 Downloadable! No abstract is available for this item. This Matlab programe is listed in IDEAS by Pawel Kowal <p><a href="http://feedads.g.doubleclick.net/~a/4n0YIOsw3p4ospNvPDkb7t8qwpM/0/da"><img src="http://feedads.g.doubleclick.net/~a/4n0YIOsw3p4ospNvPDkb7t8qwpM/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/4n0YIOsw3p4ospNvPDkb7t8qwpM/1/da"><img src="http://feedads.g.doubleclick.net/~a/4n0YIOsw3p4ospNvPDkb7t8qwpM/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5593-LREM-SOLVE-Matlab-Solver-for-Linear-Rational-Expectation-Models/View-details.html http://www.ssrrn.com/5594-Fortran-Code-For-Implementing-the-Particle-Filter/View-details.html 2006 Downloadable! Collection of procedures to execute likelihood evaluation using the particle filter. The likelihood function is associated with the optimal growth model, outlined in Section 10.2.2.2. of Macroeconometric Analysis. The authors request that use of these code in published work be acknowledged by citation of the textbook Macroeconometric Analysis, as well by the citation of any other researchers recognized within the documentation that accompanies the code. This FORTRAN programe is listed in IDEAS by David DeJong & Chetan Dave <p><a href="http://feedads.g.doubleclick.net/~a/RAiN_aa7h_2JUMMAu1T6NqmI1DM/0/da"><img src="http://feedads.g.doubleclick.net/~a/RAiN_aa7h_2JUMMAu1T6NqmI1DM/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/RAiN_aa7h_2JUMMAu1T6NqmI1DM/1/da"><img src="http://feedads.g.doubleclick.net/~a/RAiN_aa7h_2JUMMAu1T6NqmI1DM/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5594-Fortran-Code-For-Implementing-the-Particle-Filter/View-details.html http://www.ssrrn.com/5595-Gauss-Code-For-Implementing-the-Particle-Filter/View-details.html 2006 Downloadable! Collection of procedures to execute likelihood evaluation using the particle filter. The likelihood function is associated with the optimal growth model, outlined in Section 10.2.2.2. of Macroeconometric Analysis. The authors request that use of these code in published work be acknowledged by citation of the textbook Macroeconometric Analysis, as well by the citation of any other researchers recognized within the documentation that accompanies the code. This GAUSS programe is listed in IDEAS by David DeJong & Chetan Dave <p><a href="http://feedads.g.doubleclick.net/~a/1rGTRlIkS7B7C2_1D2KtxUXapM4/0/da"><img src="http://feedads.g.doubleclick.net/~a/1rGTRlIkS7B7C2_1D2KtxUXapM4/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/1rGTRlIkS7B7C2_1D2KtxUXapM4/1/da"><img src="http://feedads.g.doubleclick.net/~a/1rGTRlIkS7B7C2_1D2KtxUXapM4/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5595-Gauss-Code-For-Implementing-the-Particle-Filter/View-details.html http://www.ssrrn.com/5596-Solve-Stochastic-Optimal-Growth-Model-Given-Delta-Rho=1-GAUSS/View-details.html 2006 Downloadable! Procedures designed to solve the stochastic opti mal growth model, with full depreciation and phi = 1. This algorithm is described in Chapter 10 of Macroeconometric Analysis. The authors request that use of these code in published work be acknowledged by citation of the textbook Macroeconometric Analysis, as well by the citation of any other researchers recognized within the documentation that accompanies the code. This GAUSS programe is listed in IDEAS by David DeJong & Chetan Dave <p><a href="http://feedads.g.doubleclick.net/~a/-mJHQYry83QIZZTXIak4gcis7jg/0/da"><img src="http://feedads.g.doubleclick.net/~a/-mJHQYry83QIZZTXIak4gcis7jg/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/-mJHQYry83QIZZTXIak4gcis7jg/1/da"><img src="http://feedads.g.doubleclick.net/~a/-mJHQYry83QIZZTXIak4gcis7jg/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5596-Solve-Stochastic-Optimal-Growth-Model-Given-Delta-Rho=1-GAUSS/View-details.html http://www.ssrrn.com/5597-Solve-Stochastic-Optimal-Growth-Model-Using-Log-Linearization-GAUSS/View-details.html 2006 Downloadable! Procedures designed to solve the stochastic optimal growth model. This algorithm is described in Chapter 10 of Macroeconometric Analysis. The authors request that use of these code in published work be acknowledged by citation of the textbook Macroeconometric Analysis, as well by the citation of any other researchers recognized within the documentation that accompanies the code. This GAUSS programe is listed in IDEAS by David DeJong & Chetan Dave <p><a href="http://feedads.g.doubleclick.net/~a/73PqGAFo2D12lrIOW_Q1HkjGnjg/0/da"><img src="http://feedads.g.doubleclick.net/~a/73PqGAFo2D12lrIOW_Q1HkjGnjg/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/73PqGAFo2D12lrIOW_Q1HkjGnjg/1/da"><img src="http://feedads.g.doubleclick.net/~a/73PqGAFo2D12lrIOW_Q1HkjGnjg/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5597-Solve-Stochastic-Optimal-Growth-Model-Using-Log-Linearization-GAUSS/View-details.html http://www.ssrrn.com/5598-Solve-Stochastic-Optimal-Growth-Model-Using-Orthogonal-Collocation-Log-Normal-Process-for-a-GAUSS/View-details.html 2006 Downloadable! Approximates the policy function for consumption with both a and k as state variables, using an orthogonal collocation scheme. a is an ar(1) process. This algorithm is described in Chapter 10 of Macroeconometric Analysis. The authors request that use of these code in published work be acknowledged by citation of the textbook Macroeconometric Analysis, as well by the citation of any other researchers recognized within the documentation that accompanies the code. This GAUSS programe is listed in IDEAS by David DeJong & Chetan Dave <p><a href="http://feedads.g.doubleclick.net/~a/f4qyhqHJ5ejzWlBwE6EprXrQdXw/0/da"><img src="http://feedads.g.doubleclick.net/~a/f4qyhqHJ5ejzWlBwE6EprXrQdXw/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/f4qyhqHJ5ejzWlBwE6EprXrQdXw/1/da"><img src="http://feedads.g.doubleclick.net/~a/f4qyhqHJ5ejzWlBwE6EprXrQdXw/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5598-Solve-Stochastic-Optimal-Growth-Model-Using-Orthogonal-Collocation-Log-Normal-Process-for-a-GAUSS/View-details.html http://www.ssrrn.com/5599-Solve-Stochastic-Optimal-Growth-Model-Using-Orthogonal-Collocation-Markov-Process-for-a-GAUSS/View-details.html 2006 Downloadable! Approximates the policy function for consumption with both a and k as state variables, using an orthogonal collocation scheme. a is a markov process. This algorithm is described in Chapter 10 of Macroeconometric Analysis. The authors request that use of these code in published work be acknowledged by citation of the textbook Macroeconometric Analysis, as well by the citation of any other researchers recognized within the documentation that accompanies the code. This GAUSS programe is listed in IDEAS by David DeJong & Chetan Dave <p><a href="http://feedads.g.doubleclick.net/~a/37_Ns8c33xzt37nv0P9GhFmQsj8/0/da"><img src="http://feedads.g.doubleclick.net/~a/37_Ns8c33xzt37nv0P9GhFmQsj8/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/37_Ns8c33xzt37nv0P9GhFmQsj8/1/da"><img src="http://feedads.g.doubleclick.net/~a/37_Ns8c33xzt37nv0P9GhFmQsj8/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5599-Solve-Stochastic-Optimal-Growth-Model-Using-Orthogonal-Collocation-Markov-Process-for-a-GAUSS/View-details.html http://www.ssrrn.com/5600-Solve-Deterministic-Optimal-Growth-Model-Using-Projection-Algorithm-GAUSS/View-details.html 2006 Downloadable! Uses a projection algorithm to solve the deterministic growth model approximation based on a weighted least squares objective function. This algorithm is described in Chapter 10 of Macroeconometric Analysis. The authors request that use of these code in published work be acknowledged by citation of the textbook Macroeconometric Analysis, as well by the citation of any other researchers recognized within the documentation that accompanies the code. This GAUSS programe is listed in IDEAS by David DeJong & Chetan Dave <p><a href="http://feedads.g.doubleclick.net/~a/eXhGPEzKfIqQmWFi4kLkgLAo7G4/0/da"><img src="http://feedads.g.doubleclick.net/~a/eXhGPEzKfIqQmWFi4kLkgLAo7G4/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/eXhGPEzKfIqQmWFi4kLkgLAo7G4/1/da"><img src="http://feedads.g.doubleclick.net/~a/eXhGPEzKfIqQmWFi4kLkgLAo7G4/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5600-Solve-Deterministic-Optimal-Growth-Model-Using-Projection-Algorithm-GAUSS/View-details.html http://www.ssrrn.com/5601-Matlab-code-for-Hansen-Imrohoroglu-1992-JPE-article/View-details.html 2005 Downloadable! This code replicates the results in Gary Hansen and Ayse Imrohoroglu, _The Role of Unemployment Insurance in an Economy with Liquidity Constraints and Moral Hazard_, JPE 1992. This Matlab programe is listed in IDEAS by Fabio Kanczuk <p><a href="http://feedads.g.doubleclick.net/~a/0NpsEDgAx2dLisCWBdCfhkMffVc/0/da"><img src="http://feedads.g.doubleclick.net/~a/0NpsEDgAx2dLisCWBdCfhkMffVc/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/0NpsEDgAx2dLisCWBdCfhkMffVc/1/da"><img src="http://feedads.g.doubleclick.net/~a/0NpsEDgAx2dLisCWBdCfhkMffVc/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5601-Matlab-code-for-Hansen-Imrohoroglu-1992-JPE-article/View-details.html http://www.ssrrn.com/5602-Code-for-_The-Japanese-Saving-Rate_/View-details.html 2005 Downloadable! Matlab code for _The Japanese Saving Rate_, forthcoming in the American Economic Review This Matlab programe is listed in IDEAS by Kaiji Chen & Ayse Imrohoroglu & Selahattin Imrohoroglu <p><a href="http://feedads.g.doubleclick.net/~a/guQQguqTPpmKacLnqKX523Ii7xM/0/da"><img src="http://feedads.g.doubleclick.net/~a/guQQguqTPpmKacLnqKX523Ii7xM/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/guQQguqTPpmKacLnqKX523Ii7xM/1/da"><img src="http://feedads.g.doubleclick.net/~a/guQQguqTPpmKacLnqKX523Ii7xM/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5602-Code-for-_The-Japanese-Saving-Rate_/View-details.html http://www.ssrrn.com/5603-Matlab-for-_Parameterized-Expectations-Algorithm-How-to-Solve-for-Labor-Easily_/View-details.html 2005 Downloadable! MATLAB programs solving a neoclassical stochastic growth model with valuable leisure by parameterizing labor function under the PEA as described in the article _Parameterized Expectations Algorithm: How to Solve for Labor Easily_ by Lilia Maliar and Serguei Maliar, Computational Economics 25, pp. 269-274, 2005. This Matlab programe is listed in IDEAS by Lilia Maliar & Serguei Maliar <p><a href="http://feedads.g.doubleclick.net/~a/UAH1TAzQWoAjU5vSM8XDKrvHVeU/0/da"><img src="http://feedads.g.doubleclick.net/~a/UAH1TAzQWoAjU5vSM8XDKrvHVeU/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/UAH1TAzQWoAjU5vSM8XDKrvHVeU/1/da"><img src="http://feedads.g.doubleclick.net/~a/UAH1TAzQWoAjU5vSM8XDKrvHVeU/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5603-Matlab-for-_Parameterized-Expectations-Algorithm-How-to-Solve-for-Labor-Easily_/View-details.html http://www.ssrrn.com/5604-Matlab-code-for-_Solving-Nonlinear-Dynamic-Stochastic-Models-An-Algorithm-Computing-Value-Function/View-details.html 2005 Downloadable! MATLAB program solving one- and two-sector neoclassical stochastic growth models by computing value function by simulation as described in the article _Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Function by Simulations_ by Lilia Maliar and Serguei Maliar, Economic Letters 87, pp.135-140, 2005. This Matlab programe is listed in IDEAS by Lilia Maliar & Serguei Maliar <p><a href="http://feedads.g.doubleclick.net/~a/cL4FYQi6b4mGfipkpgJOSTGrSpA/0/da"><img src="http://feedads.g.doubleclick.net/~a/cL4FYQi6b4mGfipkpgJOSTGrSpA/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/cL4FYQi6b4mGfipkpgJOSTGrSpA/1/da"><img src="http://feedads.g.doubleclick.net/~a/cL4FYQi6b4mGfipkpgJOSTGrSpA/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5604-Matlab-code-for-_Solving-Nonlinear-Dynamic-Stochastic-Models-An-Algorithm-Computing-Value-Function/View-details.html http://www.ssrrn.com/5605-Tools-Useful-to-Solve-Dynamic-General-Equilibrium-Models-GAUSS/View-details.html 2005 Downloadable! This code complements chapter 8 of Dynamic General Equilibrium Modelling, by Burkhard Heear and Alfred Maussner, Springer 2005. ChebEval1: Evaluate a Chebyshev polynomial in one independent variable ChebEval2: Evaluate a Chebyshev polynomial with two independent variables (complete polynomial case) ChebEval3: Evaluate a Chebyshev polynomial with two independent variables (tensor product base) ChebEval4: Evaluate a Chebyshev polynomial with three independent variables (complete polynomial case) ChebCoef: Obtain Chebyshev approxiamtion from a regression QuasiNewton: Function minimization using a quasi Newton method with BFGS update and line search QNStep : Line search for QuasiNewton GradTest : computes relative gradient (used to test whether the algorithm is near a minimizer) MinStep : computes minimal step size ParTest : computes relative change of parameter (used to test whether the algorithm converged) GSearch1 : Function minimization using a genetic search algorithm CDJac : Central difference Jacobian FixvMN1 : Non-Linear Equations Solver LSolve : Used by FixvMN1 NRStep : Line search for FixvMN1 GC_Int1 : Gauss-Chebyshev quadrature of f(x) GC_Int2 : Gauss-Chebyshev quadrature of f(x,y) This Gauss programe is listed in IDEAS by Alfred Maussner <p><a href="http://feedads.g.doubleclick.net/~a/-2-ei2tIQlEjYEkfT016C-a_lo8/0/da"><img src="http://feedads.g.doubleclick.net/~a/-2-ei2tIQlEjYEkfT016C-a_lo8/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/-2-ei2tIQlEjYEkfT016C-a_lo8/1/da"><img src="http://feedads.g.doubleclick.net/~a/-2-ei2tIQlEjYEkfT016C-a_lo8/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5605-Tools-Useful-to-Solve-Dynamic-General-Equilibrium-Models-GAUSS/View-details.html http://www.ssrrn.com/5606-Projection-Methods-GAUSS/View-details.html 2005 Downloadable! This code complements chapter 4 of Dynamic General Equilibrium Modelling, by Burkhard Heear and Alfred Maussner, Springer 2005. This Gauss programe is listed in IDEAS by Alfred Maussner <p><a href="http://feedads.g.doubleclick.net/~a/vLsxqYYPoOPfhdr_jQo-WCdyyYE/0/da"><img src="http://feedads.g.doubleclick.net/~a/vLsxqYYPoOPfhdr_jQo-WCdyyYE/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/vLsxqYYPoOPfhdr_jQo-WCdyyYE/1/da"><img src="http://feedads.g.doubleclick.net/~a/vLsxqYYPoOPfhdr_jQo-WCdyyYE/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5606-Projection-Methods-GAUSS/View-details.html http://www.ssrrn.com/5607-Parametrized-Expectations-GAUSS/View-details.html 2005 Downloadable! This code complements chapter 3 of Dynamic General Equilibrium Modelling, by Burkhard Heear and Alfred Maussner, Springer 2005. This Gauss programe is listed in IDEAS by Alfred Maussner <p><a href="http://feedads.g.doubleclick.net/~a/NBW7VyC5Oi_UeKD_1MTpZhxz_Cs/0/da"><img src="http://feedads.g.doubleclick.net/~a/NBW7VyC5Oi_UeKD_1MTpZhxz_Cs/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/NBW7VyC5Oi_UeKD_1MTpZhxz_Cs/1/da"><img src="http://feedads.g.doubleclick.net/~a/NBW7VyC5Oi_UeKD_1MTpZhxz_Cs/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5607-Parametrized-Expectations-GAUSS/View-details.html http://www.ssrrn.com/5608-Linear-Quadratic-and-Linear-Approximation-Methods-GAUSS/View-details.html 2005 Downloadable! This code complements chapter 2 of Dynamic General Equilibrium Modelling, by Burkhard Heear and Alfred Maussner, Springer 2005. This Gauss programe is listed in IDEAS by Alfred Maussner <p><a href="http://feedads.g.doubleclick.net/~a/XM2yK3TWLco3ps1azgXzqnk92eU/0/da"><img src="http://feedads.g.doubleclick.net/~a/XM2yK3TWLco3ps1azgXzqnk92eU/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/XM2yK3TWLco3ps1azgXzqnk92eU/1/da"><img src="http://feedads.g.doubleclick.net/~a/XM2yK3TWLco3ps1azgXzqnk92eU/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5608-Linear-Quadratic-and-Linear-Approximation-Methods-GAUSS/View-details.html http://www.ssrrn.com/5609-Solving-the-Ramsey-model-GAUSS/View-details.html 2005 Downloadable! This code complements chapter 1 of Dynamic General Equilibrium Modelling, by Burkhard Heear and Alfred Maussner, Springer 2005. This Gauss programe is listed in IDEAS by Alfred Maussner <p><a href="http://feedads.g.doubleclick.net/~a/tZOXjJ92KIXZWhnUU_bHcFRtRbc/0/da"><img src="http://feedads.g.doubleclick.net/~a/tZOXjJ92KIXZWhnUU_bHcFRtRbc/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/tZOXjJ92KIXZWhnUU_bHcFRtRbc/1/da"><img src="http://feedads.g.doubleclick.net/~a/tZOXjJ92KIXZWhnUU_bHcFRtRbc/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5609-Solving-the-Ramsey-model-GAUSS/View-details.html http://www.ssrrn.com/5610-Band-Pass-Filter-code-Perl/View-details.html 2005 Downloadable! This code is for a perl function that takes an array with the maximum period of oscillation (position 0), the minimum period of oacillation (position 1) and the data. Returns the ocillations in an array. This Perl programe is listed in IDEAS by Christian Zimmermann <p><a href="http://feedads.g.doubleclick.net/~a/20aTCcAR5iCuWRO76k50LgLjj9I/0/da"><img src="http://feedads.g.doubleclick.net/~a/20aTCcAR5iCuWRO76k50LgLjj9I/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/20aTCcAR5iCuWRO76k50LgLjj9I/1/da"><img src="http://feedads.g.doubleclick.net/~a/20aTCcAR5iCuWRO76k50LgLjj9I/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5610-Band-Pass-Filter-code-Perl/View-details.html http://www.ssrrn.com/5611-Band-Pass-Filter-web-interface/View-details.html 2005 Downloadable! Use the web inferface to obtain online either the band-pass filtered oscillations from a series. This programe is listed in IDEAS by Christian Zimmermann <p><a href="http://feedads.g.doubleclick.net/~a/qQBJ3iRtER2OYIjmgiaB0pr7oTk/0/da"><img src="http://feedads.g.doubleclick.net/~a/qQBJ3iRtER2OYIjmgiaB0pr7oTk/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/qQBJ3iRtER2OYIjmgiaB0pr7oTk/1/da"><img src="http://feedads.g.doubleclick.net/~a/qQBJ3iRtER2OYIjmgiaB0pr7oTk/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5611-Band-Pass-Filter-web-interface/View-details.html http://www.ssrrn.com/5612-HP-Filter-code-Perl/View-details.html 2005 Downloadable! This code is for a perl function that takes an array with the penalty parameter (position 0) and the data. Returns the trend in an array. This Perl programe is listed in IDEAS by Christian Zimmermann <p><a href="http://feedads.g.doubleclick.net/~a/wFjMsBAAwELziD1IYx-xdx64HxQ/0/da"><img src="http://feedads.g.doubleclick.net/~a/wFjMsBAAwELziD1IYx-xdx64HxQ/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/wFjMsBAAwELziD1IYx-xdx64HxQ/1/da"><img src="http://feedads.g.doubleclick.net/~a/wFjMsBAAwELziD1IYx-xdx64HxQ/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5612-HP-Filter-code-Perl/View-details.html http://www.ssrrn.com/5613-HP-Filter-web-interface/View-details.html 2005 Downloadable! Use the web inferface to obtain online either the HP-filtered trend or the HP-filtered deviations from the trend. This programe is listed in IDEAS by Christian Zimmermann <p><a href="http://feedads.g.doubleclick.net/~a/ew8GJeP4OkOi7f3IkrhwCErd2w4/0/da"><img src="http://feedads.g.doubleclick.net/~a/ew8GJeP4OkOi7f3IkrhwCErd2w4/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/ew8GJeP4OkOi7f3IkrhwCErd2w4/1/da"><img src="http://feedads.g.doubleclick.net/~a/ew8GJeP4OkOi7f3IkrhwCErd2w4/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5613-HP-Filter-web-interface/View-details.html http://www.ssrrn.com/5614-Code-for-_Solving-Rational-Expectations-Models-Using-Excel_/View-details.html 2004 Downloadable! The zip-file contains the EXCEL 5.0 Spreadsheets: rbcsimpl.xls, the simple neoclassical growth model, rbc.xls, the general neoclassical growth model, kpr.xls, the RBC model according to King, Plosser, Rebelo (1988), and cooley.xls, a deterministic version of Cooley and Hansen's (1992) monetary growth model. This programe is listed in IDEAS by Holger Strulik <p><a href="http://feedads.g.doubleclick.net/~a/1d9DPKHNEW7ZYOrURY0RHaKQjcc/0/da"><img src="http://feedads.g.doubleclick.net/~a/1d9DPKHNEW7ZYOrURY0RHaKQjcc/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/1d9DPKHNEW7ZYOrURY0RHaKQjcc/1/da"><img src="http://feedads.g.doubleclick.net/~a/1d9DPKHNEW7ZYOrURY0RHaKQjcc/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5614-Code-for-_Solving-Rational-Expectations-Models-Using-Excel_/View-details.html http://www.ssrrn.com/5615-Code-for-_A-Simple-and-Intuitive-Method-to-Solve-Small-Rational-Expectation-Models_/View-details.html 2004 Downloadable! The zip-file contains the MATLAB 5.0 Code: detgrow.m, bestmu.m, rbcfunc.m for the deterministic growth model, rbc.m, bestmu2, rbcfunc2 for the stochastic growth model with serially uncorrelated shocks (Christiano and Eichenbaum, 1992), rbc3.m, bestmu3 for the stochastic growth model with serially correlated shocks (King et al., 1988). This programe is listed in IDEAS by Martin Brunner & Holger Strulik <p><a href="http://feedads.g.doubleclick.net/~a/cyHtZB0hXZV1VC6Gg0AtyWUStTw/0/da"><img src="http://feedads.g.doubleclick.net/~a/cyHtZB0hXZV1VC6Gg0AtyWUStTw/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/cyHtZB0hXZV1VC6Gg0AtyWUStTw/1/da"><img src="http://feedads.g.doubleclick.net/~a/cyHtZB0hXZV1VC6Gg0AtyWUStTw/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5615-Code-for-_A-Simple-and-Intuitive-Method-to-Solve-Small-Rational-Expectation-Models_/View-details.html http://www.ssrrn.com/5616-SimulEditor-Java-code-to-create-Matlab-code-for-Uhlig-toolkit/View-details.html 2004 Downloadable! SimulEditor creates a Matlab .m-file for your model which is written in the format required by Uhlig's (1999) _Toolkit for Analyzing Nonlinear Dynamic Stochastic Models Easily_, so you can simulate your model using Uhlig's Toolkit . The .m-file of your model is created in four intuitive steps in a user-friendly environment. This Java programe is listed in IDEAS by Kolver Hernandez <p><a href="http://feedads.g.doubleclick.net/~a/79V0wsv4KSx0kbPONKDmLy8JUo4/0/da"><img src="http://feedads.g.doubleclick.net/~a/79V0wsv4KSx0kbPONKDmLy8JUo4/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/79V0wsv4KSx0kbPONKDmLy8JUo4/1/da"><img src="http://feedads.g.doubleclick.net/~a/79V0wsv4KSx0kbPONKDmLy8JUo4/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5616-SimulEditor-Java-code-to-create-Matlab-code-for-Uhlig-toolkit/View-details.html http://www.ssrrn.com/5617-Asset-prices-in-real-business-cycle-models-rbcfull.m-which-calls-rbcfull_go.m-file-and-the-rbcfull_/View-details.html 2004 Downloadable! No abstract is available for this item. This Matlab programe is listed in IDEAS by Matteo Iacoviello <p><a href="http://feedads.g.doubleclick.net/~a/wPT_YH1tDK3PnWBy_Tpw1tyicOs/0/da"><img src="http://feedads.g.doubleclick.net/~a/wPT_YH1tDK3PnWBy_Tpw1tyicOs/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/wPT_YH1tDK3PnWBy_Tpw1tyicOs/1/da"><img src="http://feedads.g.doubleclick.net/~a/wPT_YH1tDK3PnWBy_Tpw1tyicOs/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5617-Asset-prices-in-real-business-cycle-models-rbcfull.m-which-calls-rbcfull_go.m-file-and-the-rbcfull_/View-details.html http://www.ssrrn.com/5618-Sticky-information-model/View-details.html 2004 Downloadable! To run the Mankiw-Reis sticky information model (QJE, 2002), use mankiwreis.m (which calls the mankiwreis_go.m file) This program uses Harald Uhlig's Toolkit. This Matlab programe is listed in IDEAS by Matteo Iacoviello <p><a href="http://feedads.g.doubleclick.net/~a/WK_x_csDOSao2XkWPRKeRNAEnOI/0/da"><img src="http://feedads.g.doubleclick.net/~a/WK_x_csDOSao2XkWPRKeRNAEnOI/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/WK_x_csDOSao2XkWPRKeRNAEnOI/1/da"><img src="http://feedads.g.doubleclick.net/~a/WK_x_csDOSao2XkWPRKeRNAEnOI/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5618-Sticky-information-model/View-details.html http://www.ssrrn.com/5619-Dynamic-new-Keynesian-model-with-lags/View-details.html 2004 Downloadable! To run the dynamic new-Keynesian model without capital, inflation chosen ONE period in advance and output chosen TWO periods in advance (like in Rotemberg-Woodford 1997 NBER Macro Annual paper), use dnlag.m (which calls the dnlag_go.m file) This program uses Harald Uhlig's Toolkit. This Matlab programe is listed in IDEAS by Matteo Iacoviello <p><a href="http://feedads.g.doubleclick.net/~a/hZ7V_6jSPrF2XkjPmLO2a6LWxng/0/da"><img src="http://feedads.g.doubleclick.net/~a/hZ7V_6jSPrF2XkjPmLO2a6LWxng/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/hZ7V_6jSPrF2XkjPmLO2a6LWxng/1/da"><img src="http://feedads.g.doubleclick.net/~a/hZ7V_6jSPrF2XkjPmLO2a6LWxng/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5619-Dynamic-new-Keynesian-model-with-lags/View-details.html http://www.ssrrn.com/5620-Full-dynamic-new-Keynesian-model/View-details.html 2004 Downloadable! To run the full dynamic-new-Keynesian model with capital and habit formation and with productivity, monetary and cost-push shocks, use dnwk.m which calls - either dnwk_go.m: simplest version of the model. - or dnwk_p_go.m: version of the model with ad-hoc lags, with inflation and output chosen one period in advance, as in Boivin-Giannoni, _Has Monetary Policy Become More Effective?_, 2003). This program uses Harald Uhlig's Toolkit. This Matlab programe is listed in IDEAS by Matteo Iacoviello <p><a href="http://feedads.g.doubleclick.net/~a/IHL4DK5vMJUb32PIaKy2rh6WjSE/0/da"><img src="http://feedads.g.doubleclick.net/~a/IHL4DK5vMJUb32PIaKy2rh6WjSE/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/IHL4DK5vMJUb32PIaKy2rh6WjSE/1/da"><img src="http://feedads.g.doubleclick.net/~a/IHL4DK5vMJUb32PIaKy2rh6WjSE/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5620-Full-dynamic-new-Keynesian-model/View-details.html http://www.ssrrn.com/5621-Reduced-form-dynamic-new-Keynesian-model/View-details.html 2004 Downloadable! To run the 3-equations, reduced form of the dnk (Dynamic New-keynesian) model based as described in McCallum AER paper (2001), use mc.m (which calls the mc_go.m file) This program uses Harald Uhlig's Toolkit. This Matlab programe is listed in IDEAS by Matteo Iacoviello <p><a href="http://feedads.g.doubleclick.net/~a/cTFKQd-hxQBWAjD04i8Zp9m4hrk/0/da"><img src="http://feedads.g.doubleclick.net/~a/cTFKQd-hxQBWAjD04i8Zp9m4hrk/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/cTFKQd-hxQBWAjD04i8Zp9m4hrk/1/da"><img src="http://feedads.g.doubleclick.net/~a/cTFKQd-hxQBWAjD04i8Zp9m4hrk/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5621-Reduced-form-dynamic-new-Keynesian-model/View-details.html http://www.ssrrn.com/5622-Credit-cycle-model/View-details.html 2004 Downloadable! To run the credit cycle model based on my EC751 lecture notes (basically it is a simpler version of Kiyotaki and Moore, JPE, 1997) kiyotaki.m (which calls the kiyotaki_go.m file) This program uses Harald Uhlig's Toolkit. This Matlab programe is listed in IDEAS by Matteo Iacoviello <p><a href="http://feedads.g.doubleclick.net/~a/JHR3tTC2s7PXB8WdEIlvyqmnuZk/0/da"><img src="http://feedads.g.doubleclick.net/~a/JHR3tTC2s7PXB8WdEIlvyqmnuZk/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/JHR3tTC2s7PXB8WdEIlvyqmnuZk/1/da"><img src="http://feedads.g.doubleclick.net/~a/JHR3tTC2s7PXB8WdEIlvyqmnuZk/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5622-Credit-cycle-model/View-details.html http://www.ssrrn.com/5623-Model-of-interaction-between-monetary-and-fiscal-policy/View-details.html 2004 Downloadable! To run the Leeper-Woodford model of interaction between monetary and fiscal policy, use leeper.m (which calls the leeper_go.m file) This program uses Harald Uhlig's Toolkit. This Matlab programe is listed in IDEAS by Matteo Iacoviello <p><a href="http://feedads.g.doubleclick.net/~a/0EaKtA1SGHf8Z8FXdc0axnvxkDA/0/da"><img src="http://feedads.g.doubleclick.net/~a/0EaKtA1SGHf8Z8FXdc0axnvxkDA/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/0EaKtA1SGHf8Z8FXdc0axnvxkDA/1/da"><img src="http://feedads.g.doubleclick.net/~a/0EaKtA1SGHf8Z8FXdc0axnvxkDA/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5623-Model-of-interaction-between-monetary-and-fiscal-policy/View-details.html http://www.ssrrn.com/5624-Optimal-interest-rate-rule-model/View-details.html 2004 Downloadable! To run the optimal interest rate rules model by Giannoni and Woodford (2002), use giannoni.m (which calls the giannoni_go.m file) This program uses Harald Uhlig's Toolkit. This Matlab programe is listed in IDEAS by Matteo Iacoviello <p><a href="http://feedads.g.doubleclick.net/~a/C3LGbs-5O8CmxLd3Utg_hwKpk9k/0/da"><img src="http://feedads.g.doubleclick.net/~a/C3LGbs-5O8CmxLd3Utg_hwKpk9k/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/C3LGbs-5O8CmxLd3Utg_hwKpk9k/1/da"><img src="http://feedads.g.doubleclick.net/~a/C3LGbs-5O8CmxLd3Utg_hwKpk9k/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5624-Optimal-interest-rate-rule-model/View-details.html http://www.ssrrn.com/5625-Cash-in-advance-model/View-details.html 2004 Downloadable! To run the CIA (Cash in advance) model, use cia.m (which calls the cia_go.m file) This program uses Harald Uhlig's Toolkit. This Matlab programe is listed in IDEAS by Matteo Iacoviello <p><a href="http://feedads.g.doubleclick.net/~a/nuemDbCx7z-OWiGh0YRV2aPOvZI/0/da"><img src="http://feedads.g.doubleclick.net/~a/nuemDbCx7z-OWiGh0YRV2aPOvZI/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/nuemDbCx7z-OWiGh0YRV2aPOvZI/1/da"><img src="http://feedads.g.doubleclick.net/~a/nuemDbCx7z-OWiGh0YRV2aPOvZI/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5625-Cash-in-advance-model/View-details.html http://www.ssrrn.com/5626-Sidrauski-money-in-utility-function-model/View-details.html 2004 Downloadable! To run the Sidrauski money in utility function model, based on functional forms in Walsh, first edition Sidrauski.m (which calls the Sidrauski_go.m file, which you will have to download too) New version added October 2003, based on functional forms given in Walsh, .Monetary Theory and Policy., MIT Press, second edition Sidrauski2.m (which calls the Sidrauski2_go.m file, which you will have to download too) This program uses Harald Uhlig's Toolkit. This Matlab programe is listed in IDEAS by Matteo Iacoviello <p><a href="http://feedads.g.doubleclick.net/~a/nD6OUyoBA3Ws4SqMIkzYXZyNUGQ/0/da"><img src="http://feedads.g.doubleclick.net/~a/nD6OUyoBA3Ws4SqMIkzYXZyNUGQ/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/nD6OUyoBA3Ws4SqMIkzYXZyNUGQ/1/da"><img src="http://feedads.g.doubleclick.net/~a/nD6OUyoBA3Ws4SqMIkzYXZyNUGQ/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5626-Sidrauski-money-in-utility-function-model/View-details.html http://www.ssrrn.com/5627-HP-filter-for-Java/View-details.html 2004 Downloadable! Java implementation of the Hodrick-Prescott filter This java programe is listed in IDEAS by Kurt Annen <p><a href="http://feedads.g.doubleclick.net/~a/F-FmnQIxkNtAA_8gFyUDCexgpdg/0/da"><img src="http://feedads.g.doubleclick.net/~a/F-FmnQIxkNtAA_8gFyUDCexgpdg/0/di" border="0" ismap="true"></img></a><br/> <a href="http://feedads.g.doubleclick.net/~a/F-FmnQIxkNtAA_8gFyUDCexgpdg/1/da"><img src="http://feedads.g.doubleclick.net/~a/F-FmnQIxkNtAA_8gFyUDCexgpdg/1/di" border="0" ismap="true"></img></a></p> Swift Sat, 07 Jun 2008 16:59:50 +0100 http://www.ssrrn.com/5627-HP-filter-for-Java/View-details.html