dsge

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.

Turn macro intuition into validated Dynare .mod files — a coding agent skill for DSGE modeling.

Browser-runnable empirical macroeconomics in pure Python: VAR/SVAR/LP/GARCH/inference/VFI/DSGE/narrative, with built-in validation & replication galleries (Pyodide-compatible).

Linearize dynamic economic models around their stochastic steady state

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

Bayesian Macroeconometrics C++ Library

Notes on Dynamic Stochastic 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.

A lightweight interface for DSGE models and state space estimation.

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