MATLAB scripts for the simulation
of an OLG model of economic growth and business cycles

Klaus Reiner Schenk-Hoppé

August 2000



At this web page you can download MATLAB scripts for the simulation of a stochastic OLG model with technical progress. The model and the numerical results are described in the paper Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series by Klaus Reiner Schenk-Hoppé. Working Paper No. 54, Institute for Empirical Research in Economics, University of Zurich, August 2000.

This is the first version of my MATLAB scripts which is made publically available. I am open to any kind of suggestions and criticisms.

The software comes either in a zipped archive or as single files. You will need MATLAB 5.3 to run the simulations. Please read the README.txt file (and of course the paper) before starting any simulations.

Here you can download the zipped archive.

If you cannot unzip the archive, you may download each file separately.

Here are the separate files.
README.txt
sim_model.m
plot_data.m
ree.m
lin_regress.m
hpfilter.m
bpf.m
filtk.m