Using Dynare to solve, simulate and
estimate dynamic general equilibrium models
Example
files
LAST UPDATED: Thursday, 17 September, 2009
Most of the codes below are written
for the course EC861: Monetary Theory and Policy that I teach at
To run any of these codes you
need to be familiar with the DYNARE package. Most of these codes implement
models I present in my course at BC. If you want a copy of these lecture notes,
please send me an email.
Below are the Dynare
programs:
1) Basic Example to figure
out how Dynare computes the Likelihood of a model given parameters
2) Basic Real business cycle
model with no capital depreciation and exogenous labor supply.
3) Real business cycle model
with equity and bonds and exogenous labor, useful to study the equity premium
4) Toy model for MLE of a
simple new-keynesian model
5) Writing the one-sector
neoclassical growth model as a two-sector model
(based on Chapter 7 of my
monetary lecture notes)
If you happen to use these
files, find any bugs or want to give me comments and suggestions you can email
me at iacoviel@bc.edu, thanks!