Tangential, but I have heard (no experience) that Dynare is the tool of choice for DSGE modeling, and it appears that much of Dynare is in C++. Do you know anything about how easy it would be to get Dynare working with Julia? As I understand they only use Matlab for plotting and convenience, but not for real computation.
-viral On Tuesday, December 2, 2014 1:34:01 AM UTC+5:30, Richard Dennis wrote: > > Hi All, > > I have posted a package called SolveDSGE on github: > https://github.com/RJDennis/SolveDSGE > > The package contains a variety of methods for solving Dynamic Stochastic > General Equilibrium (DSGE) models to to first- or second-order accuracy. > The package will be of most interest to macro-economists, but others may > find the routines for reordering the complex Schur form and the generalized > complex Schur form useful. > > I am still very new to Julia so I'm sure that much of the code could be > improved. Nevertheless, I hope that some people will find the package > useful for their research. > > Cheers, > > Richard > >
