- Frank Schorfheide DSGE programs
- The Anderson-Moore Algorithm is a powerful method for solving linear saddle point models. It is incorporated into Dynare since version 4.1.
- A program for solving, simulating and estimating DSGE models. Works as a toolbox for Matlab.
- Tao Zha's Matlab Library
- A collection of Matlab codes useful for DSGE modelling provided by Tao Zha (Federal Reserve Bank of Atlanta).
- The Anderson-Moore algorithm (AIM)
- The Anderson-Moore Algorithm is a powerful method for
solving linear saddle point models. It is incoporated into Dynare since
- Perturbation AIM
AIM is an algorithm that solves a linear or nonlinear dynamic,
discrete-time system of rational expectations equations to arbitrarily
high order, in the sense of a Taylor series approximation.
Works with Mathematica.
- CompEcon is a set of MATLAB functions for solving a variety of problems in economics and finance.
The CompEcon Toolbox was developed to accompany:
Applied Computational Economics and Finance, Mario J. Miranda & Paul L. Fackler, MIT Press.
- Portable TROLL
- Portable TROLL is an integrated software system for econometric modelling and statistical analysis.
- Uhlig's toolkit
- A toolkit for analyzing nonlinear economic dynamic models easily: MATLAB program
Author: Prof. Harald Uhlig
- A computer package for solving nonlinear models.