Sample Code to simulate a DSGE model with regime switching
Posted: Tue Aug 05, 2008 4:21 pmHi, Guys:
I want to learn the technique of modelling regime switching, including simultation and estimation. Do you know any place I can find some sample code to read ? It is better to be written in Matlab or Gauss. I have very limited knowledge in Fortran or C.
I want to learn the technique of modelling regime switching, including simultation and estimation. Do you know any place I can find some sample code to read ? It is better to be written in Matlab or Gauss. I have very limited knowledge in Fortran or C.