Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
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Updated
Sep 21, 2026 - Julia
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.
Calibrate, estimate and analyze linearized DSGE models.
Companion code repository for the textbook Macroeconometrics by Alessia Paccagnini, with Python, R, MATLAB and Dynare examples
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
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