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Software for Common Value Auctions

I have implemented the GIG and BNLG common value auction specifications in a combination of MATLAB and C. The user interface is in MATLAB. For speed, the main routines are provided in C with "mex-gateways." Once compiled with MATLAB's cmex utility, these routines can be used as ordinary functions in MATLAB. Documentation on installation and use of the software is included in the zip archive.

Gauss users: Gauss has an external code interface very similar to MATLAB, so it should be straightforward to convert the C code for use in Gauss. Similarly, it should not be difficult at all to convert the MATLAB user interface to Gauss. I would be very interested to receive Gauss versions of the gateways and interface for inclusion in the next version of this package!

C programmers: The main routines in C (i.e., everything but the gateways) are in plain ANSI C. If you want to by-pass MATLAB (or Gauss) entirely, you would need only provide an ODE routine in C and your own user interface. I would be very interested to receive a pure C implementation of this package!

Download gigbnlg.zip (24K).

Version 2.0, dated 24 December 1997.
Code by Michael Gordy and Margaret Kyle.

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Michael B Gordy
Email: michael.gordy@frb.gov
Last update: 5-Mar-2000