A-M Algortihm Toolkit

This webpage reproduces the Anderson-Moore (A-M) Algorithm, which was developed by Gary Anderson and George Moore. Their original website listing the details behind the A-M Algorithm can be found here. (http://www.federalreserve.gov/pubs/oss/oss4/aimindex.html)

Their article can also be downloaded here: Anderson-Moore (1985). N.B. Some of this material is copyrighted. Please do not circulate or reproduce without proper citation of the authors.

The codes posted on this webpage use the A-M Algorithm to solve the Stochastic Brock-Mirman model.

The relevant files are: SBM_AIM.zip

Click here for an explanation of how these files work (requires Acrobat Reader).

In order to run SBM_AIM.zip, you need to install in the same directory as these files the following codes: AIM_Toolkit.zip