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DSGE tools

Programs for DSGE models
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.
DYNARE
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 version 4.1.
Perturbation AIM
Perturbation 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
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
Winsolve
A computer package for solving nonlinear models.

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