Chapter 4: The Small-Open-Economy Real-Business-Cycle Model

Slides . Source File: soe_rbc.tex in source_files.zip.  

Matlab Code

Notes:
(1) Symbolic Math Toolbox is required
(2) The files listed under "General Tools" below are required.

External Debt Elastic Interest Rate (EDEIR) Model
edeir_model.m
edeir_ss.m
edeir_run.m

Internal Discount Factor (IDF) Model
idf_model.m
idf_ss.m
idf_run.m

Inducing Stationarity Through Impatience and Global Solutions
usg_soe_rbc_global.zip  

General Tools
Matlab Code for a First-Order Accurate Solution to DSGE Models
Matlab Code for a Second-Order Accurate Solution to DSGE Models
Finite-State Approximation Of VAR Processes: A Simulation Approach (File: tpm.m)