Inventories and the business cycle

Fortran 90 programs to solve the inventory economy of Khan and Thomas (2007). These programs also provide an application of our multidimensional spline interpolation toolbox which is included in the replication materials.

Optimal Monetary Policy

Matlab programs to solve the optimal monetary policy economy in Khan, King and Wolman (2003).

Band Pass Filter

A Fortran 90 implementation of the Baxter and King (1999) approximate band pass filter.
An Eviews subroutine for the same filter. This is a built-in function in version 5.

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(last edit 7.12.2008 )