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To be
posted soon…
- King and Watson [1998]
code in both MATLAB and F90 which is faster and more stable,
especially with large systems, than with previous versions. New
versions perform system reduction using the QR rather than the SVD.
F90 code currently requires some implementation of BLAS and LAPACK and
will work in parallel on shared-memory HPC systems if properly
configured, but will not yet work on distributed memory systems.
- Johnston, King, and Lie [2008] code in MATLAB for
computing second- and third-order stochastic equilibria
to Rational Expectations models
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