IRIS Tutorial: Simple SPBC Model
Switch branches/tags
Nothing to show
Clone or download
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Permalink
Type Name Latest commit message Commit time
Failed to load latest commit information.
MAT
html-source
Contents.m
README.md
Simple_SPBC_daily.csv
Simple_SPBC_monthly.csv
Simple_SPBC_quarterly.csv
change_parameters_and_sstates.html
change_parameters_and_sstates.m
compare_model_and_data.html
compare_model_and_data.m
estimate_params.html
estimate_params.m
filter_hist_data.html
filter_hist_data.m
fisher_information_matrix.html
fisher_information_matrix.m
forecasts_with_judgment.html
forecasts_with_judgment.m
get_info_about_model.html
get_info_about_model.m
helper_plot_acf.m
helper_plot_xsf.m
know_all_about_solution.html
know_all_about_solution.m
more_on_kalman_filter.html
more_on_kalman_filter.m
more_on_poster_simulator.html
more_on_poster_simulator.m
mymin.m
myposter.h5
play_with_bgp.html
play_with_bgp.m
read_data.html
read_data.m
read_me_first.m
read_model.html
read_model.m
resample_from_model.html
resample_from_model.m
simple_SPBC.model
simple_SPBC.model.html
simulate_complex_shocks.html
simulate_complex_shocks.m
simulate_disinflation.html
simulate_disinflation.m
simulate_simple_shock.html
simulate_simple_shock.m

README.md

IRIS Tutorial: Simple SPBC Model

In this tutorial, we build a simple sticky-price business-cycle model (SPBC), and run a number of basic and more advanced experiments to illustrate typical tasks in practical model development and operation. The experiments include, for instance, steady-state comparative statics, dynamic simulations, estimation, filtering of historical data, and forecasting.

Start in Contents.m.