A toolkit for implementing occasionally binding constraints in Dynare.
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Updated
May 27, 2024 - MATLAB
A toolkit for implementing occasionally binding constraints in Dynare.
This project provides builds simple Dynare / Matlab codes for simulating optimal interest rates rule in the baseline New Keynesian model. See
Replication files for "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models"
Code and data for the paper "A Theory of Countercyclical Government Multiplier"
Optimal pensions with endogenous labour supply (OLG model)
Implements the RBC model of Greenwood et al. (1993)
Some data, codes and documents for my Master thesis
Nominal-GDP-targeting-tax-burden (Hatcher and Lyu, 2024)
Examples for the simulation of backward looking models with Dynare
Code and data for the paper "Pricing under Fairness Concerns"
Routines for writing more efficient steadystate files.
This repository contains MATLAB code for simulating the central bank's response to either an inflation or demand shock under discretionary policy, commitment policy, or an ad-hoc Taylor rule. I also conduct each simulation under rational and naïve expectations.
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