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"

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

Solving for optimal portfolios using Dynare in Matlab.

Optimal pensions with endogenous labour supply (OLG model)

A MATLAB implementation of the DSGE (Dynamic Stochastic General Equilibrium) model with investment funds and macroprudential regulation, based on the ECB Workin

Some data, codes and documents for my Master thesis

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

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

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.

Workflows to build, test and deploy official Dynare docker containers

Syntax highlighting for Dynare in VS Code.

Optimal indexation of GDP-linked debt

DSGEFoundry delivers a Dynare-inspired, fully Python workflow for building, solving, and estimating linearized DSGE models. Symbolic definitions turn into state-space systems, solved via Gensys, then pushed through Bayesian inference and IRF analytics with reusable abstractions.