Wouter J. den Haan - Software
Solving models with heterogeneous agents:
- Solution method using explicit aggregation (joint with Pontus Rendahl)
- Solution method using parameterized cross-sectional distributions (joint with Yann Algan and Olivier Allais)
- Information and programs for JEDC comparison project
Very simple projection methods program:
- Solving the standard neoclassical growth model with a projection method and Gaussian quadrature
Parameterized Expectations Algorithms (PEA):
- Fortran,Gauss, and Matlab programs to solve growth model with "Projections" PEA
- Fortran program to solve growth model with "Simulations" PEA
Dynare programs:
-
Set of
Dynare programs
- Simulating using policy rules generated with Dynare
- change parameter values in the Dynare or Dynare++ file source file from Matlab program
- programs to run multiple Dynare and Dynare++ programs in loops
- calculate IRFs at other points than steady state
- Accuracy test
- Solving models with heterogeneous agents using the KS and Xpa algorithms
VARHAC: A Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator:
- Fortan, Gauss, and Rats Programs
- Matlab program written by Craig Burnside
Business Cycle Statistics and their Standard Errors:
Software for specific papers:
- Dynare program for the 2009 JME "Anticipated Growth" paper
- Fortran program for the 2007 RED "Shocks and Institutions" paper
- Fortran programs for the 2003 JME "Liquidity Flows" paper
- Fortran programs for the 2000 AER "Job Destruction and Propagation" paper
- Rats programs for 2000 JME "comovement" paper
- Fortran programs for the 1997 MD "Heterogeneity" paper
- Fortran programs for the 1997 JBES "Heterogeneity" paper
