ct_dsge/model_loglin

This folder is part of the replication package for the paper: “Estimation of continuous-time linear DSGE models from discrete-time measurements” by B.J. Christensen, L. Neri, and J.C. Parra-Alvarez

Overview

The model_loglin folder contains

1. equilibrium_conditions_loglin.m – The log-linearized equilibrium conditions of the continuous-time DSGE model
2. paramstructbase.m – A file with the calibrated parameter values used in the model solution
3. model_solution_loglin.m – Scripts that solve the DSGE model described in the paper

References

For further details, please refer to the full paper:
B.J. Christensen, L. Neri, and J.C. Parra-Alvarez, “Estimation of continuous-time linear DSGE models from discrete-time measurements” (2024) Journal of Econometrics, Forthcoming