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  • Gauss programs to solve for equilibrium dynamics under asymmetric incomplete information in Carboni-Ellison (2011). [download]

  • Gauss programs to solve for optimal policy under passive and active learning in Ellison (JME 2006). [download] [download additional material]

  • Ox programs to calculate the regime-dependent impulse response functions in Ehrmann-Ellison-Valla (Economics Letters 2003).These programs are no longer available as the MSVAR package is not supported by the current version of Ox. Regime-dependent impulse response functions for Markov-switching models can be estimated under RATS using the code here.

  • Gauss programs to solve and simulate the stochastic dynamic equilibrium models in Ellison-Scott (JME 2000). [download] [download additional material].

  • Gauss programs to estimate Markov-switching models with time-varying transition probabilities using the Gibbs sampler. [download]