Which Dynare m file implement the 2nd approx. algorithm?

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Which Dynare m file implement the 2nd approx. algorithm?

Postby ahnulxy » Sun Feb 16, 2014 11:23 pm

Which Dynare m file implement the 2nd approx. algorithm of
Schmitt-Grohé, S. & M. Uribe. Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function[J]. Journal of Economic Dynamics and Control,2004, 28 (4): 755-775.
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Re: Which Dynare m file implement the 2nd approx. algorithm?

Postby jpfeifer » Mon Feb 17, 2014 10:31 am

stochastic_solvers.m
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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