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Using MATLAB to Develop Macroeconomic Models

17 Nov 2009

Code covered by the BSD License

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

File Information
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 (2009b)
Other requirements	To obtain live data from the St. Louis Federal Reserve, it is also necessary to have the Datafeed Toolbox.
Zip File Content
Other Files	license.txt, moneydemo.ZIP

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Everyone's Tags	econometrics, economics, finance, forecasting(2), macroeconomics, time series analysis
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03 Dec 2009	Xing

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