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Using MATLAB to Develop Macroeconomic Models

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Analyze a stylized version of the Smets-Wouters model for the United States economy.

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Description

Slides, software, and data for the MathWorks webinar, "Using MATLAB to Develop Macroeconomic Models." The file moneydemo.zip contains a file moneydemo.pdf with slides for the webinar and a collection of MATLAB scripts and helper functions to perform a number of macroeconomic analyses. The main script is called moneydemo.m. Instructions and some suggestions for tweaking the MATLAB code are in the file readme.txt.

Required Products Econometrics Toolbox
Financial Toolbox
Statistics Toolbox
MATLAB release MATLAB 7.9 (R2009b)
Other requirements To obtain live data from the St. Louis Federal Reserve, it is also necessary to have the Datafeed Toolbox.
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Comments and Ratings (9)
02 Jan 2013 David  
18 Jun 2012 Chuanqi

Thanks

17 Oct 2011 Gustavo Inouye

excelent, thanks

24 Sep 2011 Lars  
24 Sep 2011 Lars  
11 Nov 2010 xiaoxiao dongfang

The impulse response graph that the above showed is a 3-dimension, but I just need a 2-dimensional impulse response. could you make some adjustments?

thanks.

10 Nov 2010 Bob Taylor

It would take a little effort set up a variance decomposition. Some of what you might need, however, is already in the code in vgxpred so I would suggest looking at the code as a start (particularly the lag operator C and the subsequent loop).

10 Nov 2010 xiaoxiao dongfang

It is very good, in addition to impulse response, could you construct variance decomposition?

03 Dec 2009 Xing  

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