Home‎ > ‎

Dynare

Most of my research focuses on Dynamic Stochastic General Equilibrium (DSGE) models. Dynare (available at http://www.dynare.org/) is a software that can be used to simulate and estimate DSGE models.
 
Below I provide two Dynare model files:
 
  • The "RBC simulated" zip folder contains a .mod file that simulates a simple DSGE model, consisting of a standard Real Business Cycle (RBC) model similar to that presented by King and Rebelo (1999), Romer (2011) and Campbell (1994).
  • The "RBC estimated" zip folder contains a .mod (and data) file that estimates a standard RBC model using US data on real GDP growth and investment per capita (the original data was obtained from the http://research.stlouisfed.org/fred2/ and is available below in the "Data" zip folder with detailed instructions on the transformations made).
 
 
SelectionFile type iconFile nameDescriptionSizeRevisionTimeUser
ċ

Download
Original data - downloaded from Federal Reserve Data (FRED). Also included is a "readme" file which contains detailed instructions on how to obtain the time series used to estimate the RBC model in Dynare.   72k v. 3 17 Nov 2011, 04:21 Joao Madeira
ċ

Download
Dynare model (and data) file that estimates a standard RBC model with US time series on real GDP growth and investment per capita.  4k v. 1 17 Nov 2011, 04:12 Joao Madeira
ċ

Download
Dynare model file that simulates a standard RBC model.  1k v. 1 17 Nov 2011, 04:09 Joao Madeira