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4.8 | 5 ratings Rate this file 17 Downloads (last 30 days) File Size: 266 KB File ID: #25871 Version: 1.0.0.1
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Using MATLAB to Develop Macroeconomic Models

by

Bob Taylor (view profile)

 

17 Nov 2009 (Updated )

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

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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 and Machine Learning 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 (10)
03 Sep 2015 Bob Taylor

Bob Taylor (view profile)

The FRED URL has changed. Replace the line:
c = fred;
with the line:
c = fred('https://research.stlouisfed.org/fred2/');
and the script will work properly.

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02 Jan 2013 David

David (view profile)

 
18 Jun 2012 Chuanqi

Thanks

17 Oct 2011 Gustavo Inouye

excelent, thanks

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24 Sep 2011 Lars

Lars (view profile)

 
24 Sep 2011 Lars

Lars (view profile)

 
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.

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10 Nov 2010 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).

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10 Nov 2010 xiaoxiao dongfang

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

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03 Dec 2009 Xing

Xing (view profile)

 
Updates
01 Sep 2016 1.0.0.1

Updated license

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