maple-log-linearisation

SummaryThis project is a Maple code generator for performing log-linearisation.

It is useful, for example, for macro-economists working with Dynamic Stochastic General Equilibrium (DSGE) or Real Business Cycle (RBC) models.

The project is written in C#.

DownloadsThere are two available versions, both available in the Featured Downloads section on the right. The "Archive" package does not contain an installer and will not update itself. The "Installer" package contains an installer and is auto-updating.

LicenseAll code and files are Copyright © 2007 Tom Holden and are available here licensed under the GNU General Public License v3.

UsageThe programme should be fairly self explanatory. The function signature box expects something like:

fPHILLIPS(PI, PIf, Y, Z)
fIS(Y, Yf, R, PIf, G)
fTAYLOR(R, Rp, PIf, Y, EPSILON)which will produce output equations in

pid, pifd, yd, zd
yd, yfd, pifd, gd
rd, rpd, pifd, yd, epsilondrespectively. Note that the steady state values will be assumed to be:

PIs, PIfs, Ys, Yfs, Zs, Rs, Rps, Gs, EPSILONshence you would probably want to include the following Maple code in your worksheet, in order to ensure that future and past values are given the same steady state:

PIfs:=PIs; Yfs:=Ys; Rps:=Rs;Maple is a registered trademark of Waterloo Maple Inc..

Tags

  dsge linearisation c-sharp generator linearization maplesoft rbc log-linear log-linearization real-business-cycle log dynamic-stochastic-general-equilibrium code log-linearisation maple

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