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MATHEMATICA
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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.
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The following Mathematica packages offer tools for the solution of rational expectation models
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A general solution algorithm
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ratexpmodsolver.m
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A solution algorithm integrating transversality constraints
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ratexpmodtranssolver.m
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A solution algorithm integrating transversality constraints and guaranteeing real solution values
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ratexpmodtranscomplexfreesolver.m
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The Mathematica packages listed below implement certain matrix operators or other techniques frequently employed in macroeconomic modelling.
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Symbolic Linearization of a function
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SymbolicLinearization.m
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RQ-Decomposition of a matrix
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rqdecomposition.m
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Real-valued Generalized Schur Decomposition with eigenvalues sorted in ascending order
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ascorderedrealschurdecomp.m
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A variant of the singular value decomposition producing a square inner factor and appropriate orthonormal outer factors
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SingularValueDecompositionUnstandard.m
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EVIEWS
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Computation of impulse responses with included confidence intervals for a VECM model
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Computing the coefficients of the VAR representation
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Deliverable on email request
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Computing the impulse reactions
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Deliverable on email request
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Computing the variances of the impulse reactions
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Deliverable on email request
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Construction of IR-graphs
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Deliverable on email request
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Implementation of structural breaks test based on forecast errors
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Deliverable on email request
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