Estimation of a Sticky Price Model



  • Main program: Drawing from the Posterior (gencoeffsggls.m) .

  • Likelihood function using the Kalman Filter (likeliggls.m) .

  • Priors (priorggls.m) .

  • Model definition (modelggls.m) .

  • Uhlig Algorithm (solve2.m) .

  • Initial Parameters Value (initialvalueGGLS.mat) .

  • Data (usadefl1d.txt) .