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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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Slides, software, and data for the MathWorks webinar, "Using MATLAB to Develop Macroeconomic Models." The file 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.

Comments and Ratings (10)

Bob Taylor

Bob Taylor (view profile)

The FRED URL has changed. Replace the line:
c = fred;
with the line:
c = fred('');
and the script will work properly.


David (view profile)



excelent, thanks


Lars (view profile)


Lars (view profile)

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?


Bob Taylor

Bob Taylor (view profile)

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).

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


Xing (view profile)


Updated license

MATLAB Release
MATLAB 7.9 (R2009b)

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