MacroModelling.jl: A Julia package for developing and solving dynamic stochastic general equilibrium models
Author:
Publisher
The Open Journal
Subject
General Earth and Planetary Sciences,General Environmental Science
Link
https://joss.theoj.org/papers/10.21105/joss.05598.pdf
Reference11 articles.
1. Durbin, J., & Koopman, S. J. (2012). Time series analysis by state space methods, 2nd edn. Oxford University Press. https://doi.org/10.1093/acprof:oso/9780199641178.001.0001
2. The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications;Andreasen;The Review of Economic Studies,2017
3. Julia: A fresh approach to numerical computing;Bezanson;SIAM Review,2017
4. Fifth-order perturbation solution to DSGE models;Levintal;Journal of Economic Dynamics and Control,2017
5. Solving rational expectations models at first order: What dynare does;Villemot,2011
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