Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)

Macros and functions to work with DSGE models.

Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)

Bayesian Macroeconometrics in R

Course on Quantitative Macroeconomics (Master/PhD level)

Course on Macroeconometrics (graduate level)

A toolkit for implementing occasionally binding constraints in Dynare.

量化宏观及julia应用

Calibrate, estimate and analyze linearized DSGE models.

Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics

Linearize dynamic economic models around their stochastic steady state

Bayesian Macroeconometrics C++ Library

Notes on Dynamic Stochastic General Equilibrium models

Replication codes for paper on "Pruned skewed Kalman filter and smoother with application to DSGE models"

This is a mirror of https://github.com/FRBNY-DSGE/DSGE.jl

Replication code for checking identification in nonlinear pruned DSGE models with Gaussian or Student's t distributed errors

Replication files for "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models"

dynare, but python

A MATLAB implementation of the DSGE (Dynamic Stochastic General Equilibrium) model with investment funds and macroprudential regulation, based on the ECB Workin

Code, data, and additional materials for our chapter in the Handbook of Energy Economics

Perturbation toolbox to solve DSGE models with Matlab

Solving simple DSGE models in Julia

Automatic Differentiation Applied to the Likelihood Function for Dynamic General Equilibrium Models

DSGEFoundry delivers a Dynare-inspired, fully Python workflow for building, solving, and estimating linearized DSGE models. Symbolic definitions turn into state-space systems, solved via Gensys, then pushed through Bayesian inference and IRF analytics with reusable abstractions.

Artigo produzido na discplinada de Macroeconomia 2 no Doutorado de Economia da UERJ em conjunto com a Prof.Dr. Daiane Santos.

A linear DSGE engine with a fully symbolic and modifiable model backend. Includes symbolic regression-based equation augmentation capabilities.

A Dynamic Stochastic General Equilibrium (DSGE) model analyzing social protection policies in Turkey using a Two-Agent New Keynesian (TANK) framework with dual labor markets (formal and informal sectors).

Este repositorio contiene los elementos de una investigación sobre género y modelos económicos de equilibrio general dinámico.

Sparse Grid Parameterized Expectations Algorithm for solving DSGE models

A Python toolkit for DSGE modeling: parse model files, solve linear and nonlinear systems, run simulation and estimation workflows, and perform policy/welfare analysis.