Here are some matlab codes I wrote. You are welcome to use them.
If you find any bug in my codes, or you know some tricks to speed up those codes, please let me know.
You could reach me at: letang@brandeis.edu
A stochastic Ramsey model
All programs can be downloaded in the folder Ramsey_code
Main program: Ramsey_stoch;
Functions: bellman_ramsey_stoch; valfun_ramsey_stoch; LinInt2; gss_max; markov_sim.
A demonstration of simulated moment matching (SMM)
All programs can be downloaded in the folder SMM_example
Main program: smm_con;
Functions: solve_con; sim_con; markov_sim; jstat_gamma_w; newey_west; vcv_con.