Publicly Available Financial Models with Two Agents and Rational Beliefs
Determinants of stock market volatility and risk premia, with M. Motolese and H. Jin, forthcoming Annals of Finance, (2005).

Computation Routines

This package is presented as zipped text files. To download it please click here. After downloading and unzipping the file, please read the ReadMe.txt file for instructions.

You will need the following programs installed on your system to use the package.

  1. Perl: You can download it for free from the official perl site http://www.perl.com/

  2. TSP: TSP is needed for running statistics on simulated data. If you do not have TSP or if you wish to use other statistical software, you have to edit the input files and change the 'tsp' to the program you choose.
This package uses pertsolv program to solve dynamic general equilibrium models. A Windows version of the program is inlcuded in the package. If you need to run pertsolv on non-Windows system, please contact the author of the program for further instructions. ---------------------

<- Stanford's Home Page [Econ Dept.]