MATHEMATICA
|
All packages are originally written for Mathematica 5.2, but are very likely to function well with Mathemactica 6.0 as well. Compatibility to Mathematica 8.0 or has not yet been checked.
|
The following Mathematica packages offer tools for the solution of rational expectation models
|
A general solution algorithm
|
ratexpmodsolver.m
|
A solution algorithm integrating transversality constraints
|
ratexpmodtranssolver.m
|
A solution algorithm integrating transversality constraints and guaranteeing real solution values
|
ratexpmodtranscomplexfreesolver.m
|
The Mathematica packages listed below implement certain matrix operators or other techniques frequently employed in macroeconomic modelling.
|
Symbolic Linearization of a function
|
SymbolicLinearization.m
|
RQ-Decomposition of a matrix
|
rqdecomposition.m
|
Real-valued Generalized Schur Decomposition with eigenvalues sorted in ascending order
|
ascorderedrealschurdecomp.m
|
A variant of the singular value decomposition producing a square inner factor and appropriate orthonormal outer factors
|
SingularValueDecompositionUnstandard.m
|
EVIEWS
|
Computation of impulse responses with included confidence intervals for a VECM model
|
Computing the coefficients of the VAR representation
|
Deliverable on email request
|
Computing the impulse reactions
|
Deliverable on email request
|
Computing the variances of the impulse reactions
|
Deliverable on email request
|
Construction of IR-graphs
|
Deliverable on email request
|
Implementation of structural breaks test based on forecast errors
|
Deliverable on email request
|