Code Implemeting AMA
MATLAB (Linux and Windows)
SPSolve
Code for solving linear rational expectations models along with a parser for model input
- The Matlab and Java Parser Code - (455K .zip file)
- Installation Instructions - (24K PDF)
- Examples:
- Firm Value Model
- Habit Formation Model
- Code for the Firm Value and Habit Formation Models - (4K .zip file)
- Algorithm Concepts and Program Output Description
gensysToAMA
Code for solving linear rational expectations models as specified for input to Christopher Sims' gensys routine
- gensysToAMADist - (736K .zip file)
- Guide to gensysToAMADist - (162K .pdf file), HTML version
EViews (Windows)
Instructions for using the R implementation of AMA in Eviews
- Using AMA with Eviews and R - (167K .pdf file), HTML version
- Eviews addins
"R" AMA Package (Linux and Windows)
Code for solving linear rational expectations models, along with a parser for model input
(Also available from the Comprehensive "R" Archive Network)
- Package Source - (927K .zip file)
- Windows binary - (426K .zip file)
- Reference Manual - (142K .pdf file), HTML version
- R-AMA How To - (142K .pdf file), HTML version
"C" (Linux and Windows)
C source code for the sparse matrix implementation of AMA used in the R-AMA package
- zipfile for C - (281K .zip file)
Mathematica (Linux and Windows)
Code for solving linear rational expectations models, along with a parser for model input. (The symbolicAMA package uses symbolic algebra to compute analytic solutions for small models; the numericAMA package uses high precision arithmetic to compute high precision numeric solutions.)
- AMA for Mathematica - (493 K .zip file)