A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.
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Updated
Feb 6, 2025 - Julia
A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.
A solver for nonlinear, dynamic, stochastic, rational expectations equilibrium models
Rational expectations solutions under structural change (old repository)
Routines to solve Rational Expectation models in Julia
Simulating multiple equilibria in models with occasionally-binding constraints
Rational expectations solutions under structural change (Hatcher 2022, JEDC)
This repository makes available the Python version of Chris Sims gensys algorithm to broader community. The gensys algorithm solves a linear rational expectations model. I show how the algorithm can be used to solve a three equation New Keynesian model and further analyse the model economy.
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