| 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 (17.2MB, matlab.zip)
revised: February 20, 2007
Background on likelihood estimator
If you have any problems with the files, please contact:
Adam Shapiro
617-973-3288 |
