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Matlab code to replicate the Beaudry-Portier news shock model

Author

Listed:
  • Kengo Nutahara

    (University of Tokyo)

Programming Language Matlab Abstract
The roles of "news shocks" in dynamic general equilibrium models have been highlighted since Beaudry and Portier (2004). In this paper, we explain how to use "news-shock subroutine for Prof. Uhlig's toolkit." This subroutine can make to calculate the responses to news-shock easily. Users of the toolkit by Professor Harald Uhlig can do the news-shock experiments with this subroutine.

Suggested Citation

  • Kengo Nutahara, 2007. "Matlab code to replicate the Beaudry-Portier news shock model," QM&RBC Codes 170, Quantitative Macroeconomics & Real Business Cycles.
  • Handle: RePEc:dge:qmrbcd:170
    as

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    File URL: https://dge.repec.org/codes/nutahara/news_shock_kit.zip
    File Function: program code, examples and manual
    Download Restriction: none
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    Keywords

    Matlab;

    JEL classification:

    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • D58 - Microeconomics - - General Equilibrium and Disequilibrium - - - Computable and Other Applied General Equilibrium Models
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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