Structural Macroeconometrics

Second Edition

David N. DeJong and Chetan Dave

Princeton University Press

Access Sims' GAUSS Code here

Access Code for Log-Linear Approximation of RBC Model Here

Access Code for Quadratic Approximation of RBC Model Here

Access Data Updates for Second Edition Here

Access Data and Code from First Edition Here

... I liked it so much that it was much too complicated for my then equipment for writing to deal with and ... I was not able to write anything about it for five years - and I wish I would have waited ten. However, if I had waited long enough I probably never would have written anything at all since there is a tendency when you really begin to learn something about a thing not to want to write about it but rather to keep on learning about it always and at no time ... will you be able to say: now I know all about this and will write about it. Certainly I do not say that now; every year I know there is more to lean, but I kow some things which may be interesting now, and I may be away ... for a long time and I might as well write what I know ... now.

Hemmingway, on bullfighting, from Death in the Afternoon