A module for approximating, solving, and simulating dynamic stochastic general equilibrium (DSGE) models


Keywords
economics, solution, dsge, schur, macroconomics, rbc, new, keynesian, business, cycles
License
MIT
Install
pip install linearsolve==3.4.9

Documentation

linearsolve

A module for approximating, solving, and simulating dynamic stochastic general equilibrium (DSGE) models.

Free use of this software is welcome and subject to the terms of the license. Please send me comments, feedback, suggestions, etc. at bcjenkin@uci.edu.

Installation

Install the module from PyPI with the shell command:

pip install linearsolve

Or download the source here: https://github.com/letsgoexploring/linearsolve/blob/gh-pages/dist/linearsolve-3.4.12.tar.gz

Documentation

Documentation for linearsolve: https://www.briancjenkins.com/linearsolve/docs/build/html/index.html

Examples

Example Jupyter Notebooks available in the examples directory or follow the links below for the examples rendered in nbviewer:

  1. Quickly Simulate an RBC Model
  2. A Detailed RBC Model Example
  3. A New-Keynesian Model
  4. A Cash-in-Advance Model

Updated: February 24, 2022