Code and resources for DSGE model analysis with MATLAB
|1 Feb 2013||Steve Wilcockson||
Central bank economists use MATLAB and add-on toolboxes, often with third-party tools such as Dynare and IRIS, to develop and analyze DSGE models and create fancharts. They use Optimization Toolbox and Statistics Toolbox to run estimation, compute the steady state of nonlinear models, and apply Bayesian statistical techniques. Symbolic Math Toolbox provides symbolic and analytical capabilties for performing general equilibrium modeling.
Code, resources and information for DSGE model analysis with MATLAB