Here i provide codes to simulate some popular Dynamic Stochastic General Equilibrium models using the package Dynare and links to some free databases, statistical packages, and working paper archives.
Real Business Cycle (RBC) Models
- The Basic RBC model (Cooley and Prescott, 1995), text file
- The Indivisible Labor model (Hansen,1985), text file
- The Time to Build model (Kydland and Prescott, 1982), text file
Monetary Business Cycle Models
- Office for National Statistics (ONS)
- Bureau of Economic Analysis - Interactive Data
- Federal Reserve Bank‘s Board of Governors- Economic Research & Data
- Federal Reserve Bank of St Louis- Federal Reserve Economic Data (FRED)
- Banque centrale des États de l‘Afrique de l‘Ouest (BCEAO) - Financial Statistics
- Center for International Cooperation at the University of Pennsylvania, Penn World Table
- International Monetary Fund (IMF)- International Financial Statistics (IFS)
- World Bank, Data
Working Paper Archives
- National Bureau of Economic Research (NBER)
- Research Papers in Economic (RePEc)
- Lecture Notes Online
Cooley, T F and E C Prescott (1995) Economic Growth and Business Cycles, Frontiers of Business Cycle Research, chapter 1, pp 1-38,
Cooley, T F and G D Hansen (1998) The Role of Monetary Shocks in Equilibrium Business Cycle Theory, European Economic Review, vol 42, pp 605-17 [pdf].
Gavin, W T and F E Kydland (1999) Endogenous Money Supply and the Business Cycle, Review of Economic Dynamics, vol 2, pp 347-69 [pdf].
Gavin, W T, F E Kydland, and M R Pakko (2007) Monetary Policy, Taxes, and the Business Cycle, vol 54, pp 1587-611 [pdf].