This is a public distribution file of a set of Matlab programs for solution, simulation, and estimation of general dynamic linear rational expectations models (AIM). The files perform the computations on the Fuhrer-Moore model (Fuhrer and Moore, Quarterly Journal of Economics, February 1995).

The README.prn file explains the contents.
The entire set of programs is in the "aim" folder.

Download programs (17.6MB, matlab.zip)
revised: February 27, 2009

Background on likelihood estimator

If you have any problems with the files, please contact:

Denny Lie
Denny.Lie@bos.frb.org