MATLAB scripts for business cycle simulation
in the stochastic Solow model

Klaus Reiner Schenk-Hoppé

May 2001. Last update December 11, 2001.



This software accompanies my paper Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series. Studies in Nonlinear Dynamics and Econometrics 5, forthcoming.

The software comes either in a zipped archive or as single files. You will need MATLAB 5.3 to run the simulations. It is recommended to first read the readme.txt file (and the article) before running the 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
plot_data.m
solow_detrending.m
check_contraction.m
hpfilter.m
bpf.m
filtk.m
get_ascii.m
solow1data_original.mat
solow2data_original.mat
solow3data_original.mat

ASCII files of the data are also available.

Download the zipped ascii data archive.

For a documentation see the file readme_ascii_data.txt that is also part of the zipped archive. If you cannot unzip the archive, you may download files separately.

readme_ascii_data.txt

Separate ascii data files for Case 1
data1_a.ascii
data1_z.ascii
data1_t.ascii
data1_k.ascii
data1_y.ascii
data1_GDP.ascii
data1_CapitalStock.ascii
data1_ActualCycleLogGDP.ascii
data1_HPLogGDP.ascii
data1_BPLogGDP.ascii
data1_ActualCycleLogCapitalStock.ascii
data1_HPLogCapitalStock.ascii
data1_BPLogCapitalStock.ascii

Separate ascii data files for Case 2
data2_a.ascii
data2_z.ascii
data2_t.ascii
data2_k.ascii
data2_y.ascii
data2_GDP.ascii
data2_CapitalStock.ascii
data2_ActualCycleLogGDP.ascii
data2_HPLogGDP.ascii
data2_BPLogGDP.ascii
data2_ActualCycleLogCapitalStock.ascii
data2_HPLogCapitalStock.ascii
data2_BPLogCapitalStock.ascii

Separate ascii data files for Case 3
data3_a.ascii
data3_z.ascii
data3_t.ascii
data3_k.ascii
data3_y.ascii
data3_GDP.ascii
data3_CapitalStock.ascii
data3_ActualCycleLogGDP.ascii
data3_HPLogGDP.ascii
data3_BPLogGDP.ascii
data3_ActualCycleLogCapitalStock.ascii
data3_HPLogCapitalStock.ascii
data3_BPLogCapitalStock.ascii


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