GitHub - marstesla/DSGE-Utilities: Python Programming Code for Dynamic Stochastic General Equilibrium Modeling

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Python Programming Code for Dynamic Stochastic General Equilibrium Modeling

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Name		Name	Last commit message	Last commit date
Latest commit History 42 Commits
AK Fixed Point Solver		AK Fixed Point Solver
DSGE_Moments		DSGE_Moments
Euler_Error_Calculator		Euler_Error_Calculator
GPU DSGE Tools		GPU DSGE Tools
Linear_Approximation		Linear_Approximation
Smoothers		Smoothers
VFI Grid		VFI Grid
.gitignore		.gitignore
README.txt		README.txt

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DSGE Utilities
==============

This repository contains Python code that helps with the solution and simulation of dyanmic macro models.  This included Dynamic Stochastic General Equlibrium (DSGE) models, but is not limited to that class. Some of this code was written by students in the Brigham Young University Macroeconomics and Computational Laboratory.  Most was written by Kerk Phillips.  Some are translations from existing MATLAB code.  


Modules
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* DSGE Moments Calculator
* Linear Approximation Bundle, based on MATLAB code written by Uhlig
* Euler Error Calculator
* Auberbach-Kotlikoff Solver with adaptive convexification