Matlab and Dynare codes
Matlab codes
A VAR with sign restrictions.
TVP VAR with stochastic volatility.
A Factor-Augmented VAR model.
A Factor-Augmented VAR model with time-varying parameters.
Local Projection Method.
Fiscal Policy Simulation Tool
Dynare codes
Non-linear New Keynesian model.
Small-scale New Keynesian model with price and wage stickiness (non-linear version of model).
RBC model.
Back
Home Page
Next