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davidrpugh edited this page Mar 30, 2013 · 9 revisions

Objective is to design a system to integrate Dynare, Dynare++, PyMacLab and Octave to solve and estimate DSGE models within the IPython notebook.

PyMacLab

Currently PyMacLab can be used to pass model files directly to Dynare++ from within the IPython notebook. Can Oct2py and %%octave magic commands be used to pass a model file to Dynare from within the IPython notebook? Can the results be retrieved?

Dynare

Dynare working papers are good source of inspiration/source code for replicating published work.

Dynare++

Need to develop resources on econometrics of DSGE estimation...

Introductory course on New Keynesian models Over-lapping Generations Models Basic new Keynesian models

Joao Madeira provides code for solving a basic RBC model in Dynare and then fitting the model to U.S. data. Looks very useful!