A toolkit for implementing occasionally binding constraints in Dynare.
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Updated
May 27, 2024 - MATLAB
A toolkit for implementing occasionally binding constraints in Dynare.
This project provides builds simple Dynare / Matlab codes for simulating optimal interest rates rule in the baseline New Keynesian model. See
Code and data for the paper "A Theory of Countercyclical Government Multiplier"
Replication files for "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models"
Optimal pensions with endogenous labour supply (OLG model)
A MATLAB implementation of the DSGE (Dynamic Stochastic General Equilibrium) model with investment funds and macroprudential regulation, based on the ECB Workin
Implements the RBC model of Greenwood et al. (1993)
Some data, codes and documents for my Master thesis
Nominal-GDP-targeting-tax-burden (Hatcher and Lyu, 2024)
Code and data for the paper "Pricing under Fairness Concerns"
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.
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