Posts

NOTE This post is outdated. With the advent of Julia 1.0, the workflow for creating packages was significantly altered. An excellent …
4 min read

In my previous post, I discussed how the the simulated method of moments can be used to estimate parameters without using the …
7 min read

As Thomas Sargent said: “A rational expectations equilibrium model is a likelihood function” However in many cases, the …
6 min read

A large class of economic models involves solving for functional equations of the form: A well known example is the stochastic optimal …
17 min read

Dynare is a rich software to solve, estimate and analyse rational expectation models. While it was originally designed to solve and …
3 min read