📈 Dynare

Table of Contents
  • Installation guides

    In these tutorials and videos I show how to install and setup Dynare, MATLAB and Octave on Windows, MacOS and Linux. I will cover both installations for desktop computers/laptops as well as deployments on Linux clusters/servers. Moreover, I show how to setup Dynare to run certain computations and tasks in parallel.

  • Introduction to DSGE models and Dynare

    This video course provides an introduction to a very simple DSGE model and its implementation in Dynare. Topics like deriving model equations, computing the steady-state, calibrating model parameters and doing both deterministic as well as stochastic simulations are covered. Tips and tricks for making use of Dynare’s preprocessing capabilities, modularization of files and flipping of variables and parameters are presented.

  • Modern DSGE models

    In these tutorials and videos I will discuss and derive modern DSGE models and their usage in Dynare. The models considered are the Real-Business-Cycle model and the baseline New-Keynesian model (so far, more coming soon).

  • Identification analysis of DSGE model parameters

    In these tutorials and videos I will present the theory of parameter identification in linear and non-linear DSGE models using several examples and Dynare’s identification toolbox.

  • Estimation of DSGE model parameters

    In these tutorials and videos I will present the theory and practice of parameter estimation in linear and non-linear DSGE models using several examples and Dynare’s estimation and method-of-moments toolbox. I will cover both full-information methods (Maximum Likelihood and Bayesian MCMC) as well as limited-information methods (GMM, SMM and GIRF-matching).

  • Optimal policy

    In these tutorials and videos I will cover computing and evaluating optimal policy in DSGE models with Dynare.

  • Occasionally binding constraints

    In these tutorials and videos I will cover simulation and estimation in Dynare of models with occasionally binding constraints such as the zero-lower-bound (ZLB) on nominal interest rates or irreversible investment.

  • Best practices in Dynare

    In these tutorials and videos I will present my personal experience, tips and tricks to make your use of Dynare most efficient. We will cover best practices and some workarounds for common problems one encounters when working with DSGE models in Dynare.

  • Miscellaneous

    In these tutorials and videos I will present other useful things when working with or developing for Dynare. I also cover my Dynare workflow.