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Macroeconomics

Turbulence and Unemployment in a Job Matching Model, JEEA 12/2005

The code for this paper is in the main subroutine and a wrapper function to run it. Finally you find all parameter values to replciate the tables from the paper here.

Solving the Neoclassical Growth Model

This set of programs arose from a grant to Wouter den Haan. We provide routines in Fortran, Matlab, and Gauss to solve the neoclassical growth model using simulated and collocation parametrized expectations.

Econometrics

Generalized t-distributions for Finance and Forecasting, Journal of Econometrics

The code for both applications of this paper as well as the two required packages Jim Le Sage's Econometrics Toolbox and Kevin Shepard's UCSD GARCH are all available here in this archive.