Dear all, I am trying to replicate a Taylor Curve, which illustrates a trade-off between Output gap variance and Inflation variance. I found it in this article by M. Rubio (2020), but I couldn’t find any available replication code, and I struggle to replicate it by myself. Would anyone be so kind …

Your last weight is problematic. In Dynare 6, use mod_TC.mod (11.8 KB) % make loop silent options_.nofunctions=1; options_.nocorr=1; options_.noprint=1; options_.irf=0; options_.silent_optimizer=1; options_.analytic_derivation=true; options_.osr.opt_algo=1; % find position of variables in variab…

Taylor Curve calculation

General DSGE Modeling Replication Attempts

jpfeifer 26 February 2024 08:51 2

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