NBER working paper version, wp10018, October 2003.

Slides

Dataand Regression Replication Files
uribe_yue_data.zip

Matlab code

Theoretical Impulse Responses

Note: (1) Matlab's Symbolic Math Toolbox is required. (2) The code for solving DGE models to first order provided at the bottom of this page is required
uribe_yue_run.m (run this program to produce theoretical impulse responses in figure 6 of the paper)
uribe_yue_model.m (model's equations)
uribe_yue_ss.m (steady state)

First-order approximation
gx_hx.m by Stephanie Schmitt-Grohe and Martin Uribe
anal_deriv.m by Stephanie Schmitt-Grohe and Martin Uribe
num_eval.m by Stephanie Schmitt-Grohe and Martin Uribe
ir.m by Stephanie Schmitt-Grohe and Martin Uribe