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GAUSS code for Backus-Kehoe-Kydland
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GAUSS code for Backus-Kehoe-Kydland

Author

Listed:
  • Morten Ravn

    (European University Institute)

Programming Language

GAUSS

Abstract

The following files includes the programmes for solving the BKK 1994 (AER) model of multiple goods. The model is simplified in such a way that capital adjustment costs (time to build) are excluded. The programmes solve the model using the Ricatti Equation method and precision is enhanced by using a log transformation. The documentation is a bit scarce but the notation should be obvious. The programmes can be used also for reproducing the results in Ravn, Journal of International Money and Finance, 1997. The programmes are: 1) lbkk.dyn - solves for the optimal decision rules 2) lbkk.imp - computes impulse response functions 3) lbkk.sim - simulates the model and computes business cycle statistics

Suggested Citation

  • Morten Ravn, "undated". "GAUSS code for Backus-Kehoe-Kydland," QM&RBC Codes 106, Quantitative Macroeconomics & Real Business Cycles.
    • Handle: RePEc:dge:qmrbcd:106
    as

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    File URL: https://dge.repec.org/codes/ravn/lbkk.dyn
    File Function: program code
    Download Restriction: none
    File URL: https://dge.repec.org/codes/ravn/lbkk.imp
    File Function: program code
    Download Restriction: none
    File URL: https://dge.repec.org/codes/ravn/lbkk.sim
    File Function: program code
    Download Restriction: none
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    Keywords

    GAUSS;

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