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Occasional Staff StudiesThe Anderson-Moore Algorithm (AMA)


Code Implemeting AMA

MATLAB (Linux and Windows)


SPSolve

Code for solving linear rational expectations models along with a parser for model input


gensysToAMA

Code for solving linear rational expectations models as specified for input to Christopher Sims' gensys routine



EViews (Windows)

Instructions for using the R implementation of AMA in Eviews

 



"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)

 



"C" (Linux and Windows)

C source code for the sparse matrix implementation of AMA used in the R-AMA package

 



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.)

Last update: August 2, 2013