rational-expectations-equilibrium

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)

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.

A first and second-order DSGE engine with a fully symbolic and modifiable model backend. Includes estimation, monte carlo pipeline costruction, and regression-based equation augmentation capabilities

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)