Occasional Staff StudiesThe AndersonMoore Algorithm (AMA)
Code Implemeting AMA
MATLAB (Linux and Windows)
SPSolve
Code for solving linear rational expectations models along with a parser for model input
 The Matlab and Java Parser Code  (455K .zip file)
 Installation Instructions  (24K PDF)

Examples:
 Firm Value Model
 Habit Formation Model
 Code for the Firm Value and Habit Formation Models  (4K .zip file)
 Algorithm Concepts and Program Output Description
gensysToAMA
Code for solving linear rational expectations models as specified for input to Christopher Sims' gensys routine
 gensysToAMADist  (736K .zip file)
 Guide to gensysToAMADist  (162K .pdf file), HTML version
EViews (Windows)
Instructions for using the R implementation of AMA in Eviews
 Using AMA with Eviews and R  (167K .pdf file), HTML version
 Eviews addins
"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)
 Package Source  (927K .zip file)
 Windows binary  (426K .zip file)
 Reference Manual  (142K .pdf file), HTML version
 RAMA How To  (142K .pdf file), HTML version
"C" (Linux and Windows)
C source code for the sparse matrix implementation of AMA used in the RAMA package
 zipfile for C  (281K .zip file)
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.)
 AMA for Mathematica  (493 K .zip file)