
Programs for the paper "Business Cycle Analysis and VARMA Models" 
by Christian Kascha and Karel Mertens. 



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The folder "output" the simulated series and saved calculations such as the 
coefficients of the VARMA representation of the DSGE Model. 


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The folder "GAUSS" contains the gauss files used for the Monte Carlo
simulations. The main files are

monte_svar.prg
monte_sss.prg
monte_svarma2SLS.prg

performing the MC simulation for the structural VAR, the structural
state space model and the structural VARMA. 


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The folder "MATLAB" contains four main files:


runsimulation.m			simulates the DSGE model

runsimulationVARMA.m		simulates the DSGE model using the VARMA 
				representation

getABCDs.m			gets the VARMA representation of the DSGE model

getABCDsAlternativeSeries.m	gets the VARMA representation of the DSGE model
				for the alternative series 
				y_t = [\Delta \log Y_t, \Delta \log L_t]; 
 
In the MATLAB folder, "LogLinPrograms" contains auxiliary files to compute the 
log-linearized solution of the DSGE model and are taken from 

"Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to 
the Policy Function," by Stephanie Schmitt-Grohe and Martin Uribe  
(JEDC, vol. 28, January 2004, pp. 755-775)
 


