Hi Sebastien, some collaboration down the line would make sense. Thus far, I haven't been working on a unified framework like Dynare, but rather trying to develop a set of solution tools that give people flexibility over how they solve their problems. Will you be at either of the SNDE or CEF conferences next year?
Feel free to contact me directly, outside of this forum. Cheers, Richard On Wednesday, 3 December 2014 09:43:05 UTC, seba...@debian.org wrote: > > Hi Richard (and other participants to this thread), > > Concerning Dynare: it is indeed written in MATLAB/Octave (with some parts > in C++, like the preprocessor and some optimized portions of code). Dynare > currently covers a very large range of features, and replicating all of > them in Julia would take a lot of time. The Dynare Team has currently no > plan to port the existing Dynare to Julia, given the size of this endeavour > and the limited resources of the team. > > However, as has already been pointed, I have started writing something > from scratch (https://github.com/DynareTeam/Dynare.jl). This package is > able to solve models at first order in rational expectations mode, and with > full nonlinearities in perfect foresight mode. The interesting thing about > this package is that you can write equations naturally as you would in > Dynare: the package uses the Julia parser to get the equations and to > compute their symbolic derivatives, and then forms the model matrices > automatically. > > I am rather busy at the moment so I have not been able to improve on that > package in the last couple of months. But it should be functional. > Bugreports and improvements are welcome. I definitely plan to continue > working on it when time permits. I may get help from other members of the > Dynare Team, but this is not guaranteed at this stage. > > Richard: it would be great if we could join our efforts and create a nice > Julia package for DSGE modeling, out of our two prototypes. I am open to > any suggestion, so feel free to get back to me. > > Best, > > -- > Sébastien Villemot > Economist > OFCE — Sciences Po > http://sebastien.villemot.name > >
