Wouter J. den Haan  Software
ET (Exact Today) algorithm:
 Programs to solve the model of Coeurdacier, Rey, and Winant (joint with Michal Kobielarz and Pontus Rendahl)
 Programs to solve the neoclassical growth model (joint with Michal Kobielarz and Pontus Rendahl)
Solving models with heterogeneous agents:
 Solution method using explicit aggregation (joint with Pontus Rendahl)
 Solution method using parameterized crosssectional distributions (joint with Yann Algan and Olivier Allais)
 Information and programs for JEDC comparison project
Very simple projection methods program:
 Solving the standard neoclassical growth model with a projection method and Gaussian quadrature
Parameterized Expectations Algorithms (PEA):
 Fortran,Gauss, and Matlab programs to solve growth model with "Projections" PEA
 Fortran program to solve growth model with "Simulations" PEA
Dynare programs:

Set of
Dynare programs
 Simulating using policy rules generated with Dynare
 change parameter values in the Dynare or Dynare++ file source file from Matlab program
 programs to run multiple Dynare and Dynare++ programs in loops
 calculate IRFs at other points than steady state
 Accuracy test
VARHAC: A Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator:
 Fortan, Gauss, and Rats Programs
 Matlab program written by Craig Burnside
Business Cycle Statistics and their Standard Errors:
Software for specific papers:
 Programs to solve the model of Coeurdacier, Rey, and Winant discussed in the main ET paper (joint with Michal Kobielarz and Pontus Rendahl)
 Matlab programs for Nonlinear and stable perturbationbased approximations
 Dynare program for the 2009 JME "Anticipated Growth" paper
 Fortran program for the 2007 RED "Shocks and Institutions" paper
 Fortran programs for the 2003 JME "Liquidity Flows" paper
 Fortran programs for the 2000 AER "Job Destruction and Propagation" paper
 Rats programs for 2000 JME "comovement" paper
 Fortran programs for the 1997 MD "Heterogeneity" paper
 Fortran programs for the 1997 JBES "Heterogeneity" paper
Useful stuff from others:
Links to matlab tutorials
 simple Matlab program to get started
 simple Matlab program that calls Dynare
 On line Matlab tutorial
 Very short Matlab primer (pdf file)
 Matlab primer
 Matlab primer
Tips on how to program
Links to useful code
 Code to accompany the classic textbook on numerical methods by Ken Judd can be found here
 A useful Matlab toolbox with for many basic problems (integration, approximation) and examples for bigger problems that accompanies the book by Miranda & Fackler can be found here
 Harald Uhlig's toolbox to solve DSGE models using linearization techniques can be found here
 The program to solve and estimate DSGE models using perturbation methods can be found here
Links to useful reading material
 Teaching notes by Jesus FernandezVillaverde and Juan RubioRamirez on many numerical topics such as solution methods, Bayesian estimation and filtering can be found here
Textbooks on numerical methods
 Ken Judd: Numerical methods in Economics
 Mario Miranda and Paul Fackler: Applied Computational Economics and Finance
 Alfonso Novales, Esther Fernandez, and Jesus Ruiz: Economic Growth  Theory and numerical solution methods
 Burkhard Heer and Alfred Maussner: Dynamic General Equilibrium Modeling