/DSGE-Utilities

Python Programming Code for Dynamic Stochastic General Equilibrium Modeling

Primary LanguagePython

==============
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
=======

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