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).