A toolkit for implementing occasionally binding constraints in Dynare.

DynareR package integrates Dynare and R

Atom syntax highlighting for dynare. Under development

This project provides builds simple Dynare / Matlab codes for simulating optimal interest rates rule in the baseline New Keynesian model. See

Code and data for the paper "A Theory of Countercyclical Government Multiplier"

Solving for optimal portfolios using Dynare in Matlab.

Replication files for "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models"

Optimal pensions with endogenous labour supply (OLG model)

Implements the RBC model of Greenwood et al. (1993)

Some data, codes and documents for my Master thesis

Nominal-GDP-targeting-tax-burden (Hatcher and Lyu, 2024)

Examples for the simulation of backward looking models with Dynare

This file replicate by Matteo Iacoviello and Raoul Minetti. International business cycles with domestic and for- eign lenders , Journal of Monetary Economics,53(8):2267–2282, 2006.

Routines for writing more efficient steadystate files.

Code and data for the paper "Pricing under Fairness Concerns"

Workflows to build, test and deploy official Dynare docker containers

This repository contains MATLAB code for simulating the central bank's response to either an inflation or demand shock under discretionary policy, commitment policy, or an ad-hoc Taylor rule. I also conduct each simulation under rational and naïve expectations.

Descriptions of the prior distributions in Dynare