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modelling anticipated shocks

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modelling anticipated shocks

Postby wdenhaan » Sun Mar 15, 2009 7:49 am

There is nothing difficult here but this example shows how to incorporate anticipated shocks into a Dynare program. In particular, this is a matching model in which shocks are known 12 periods in advance. The code can be found at

http://www1.fee.uva.nl/mint/wdenhaan/so ... simple.mod

and the corresponding paper at

http://www1.fee.uva.nl/mint/wdenhaan/papers/bc.pdf
wdenhaan
 
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