DOCUMENTATION FOR SIMULATION PROGRAMS WHICH ARE GAUSS 
VERSIONS OF THE KING AND REBELO CODES WRITTEN IN MATLAB.

******* PLEASE QUOTE WHEN USING THE PROGRAMS. ************

THERE ARE FOUR PROGRAMS AND NOTATION FOLLOWS KING ET AL
1987 CLOSELY. THE LINEARIZED ECONOMY IS SOLVED FOR THE
OPTIMAL DECISION RULES USING THE SADDLE POINT STABILITY
PROPERTY OF THE COMPETITIVE EQUILIBRIUM.

1) DYN.E - SETTING UP THE BASIC SYSTEM MATRICES
   AND DOING THE FIRST COMPUTATIONS

2) MDR.E - SOLVING FOR THE MARKOV DECISION RULES

3) IMP.E - COMPUTING IMPULSE RESPONSES AND TRANSITIONS
           TO STEADY-STATE

4) SIMUL.E - SIMULATING THE FULL MODEL WITH STOCHASTIC SHOCKS.
   RESULTS ARE FILTERED WITH THE HODRICK-PRESCOTT FILTER BUT
   RAW MOMENTS CAN BE COMPUTED DIRECTLY.

STEP 1 AND 2 SHOULD ALWAYS BE COMPLETED BEFORE 3 OR 4

THERE ARE 4 EXAMPLE FILES DYN.X1, MDR.X1, IMP.X1, AND SIMUL.X1
THAT ILLUSTRATE THE SIMPLEST MODEL ECONOMY FROM KPR, 1988.