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analyze dsge models with matlab

dynamic stochastic general equilibrium (dsge) is a macroeconomic model that facilitates macroeconomic analysis and policy making in central banks, as well as government and nongovernmental organizations (ngos). dsge models, such as the european central bank’s smets-wouters framework, perform time-based macroeconomic general equilibrium analysis of interactions between economic variables.

common tasks for central bank economists to develop and analyze dsge models and create fan charts include:

  • running estimations and computing the steady state of nonlinear models
  • applying bayesian statistical techniques
  • performing general equilibrium modeling

examples and how to


software reference

see also: econometrics and economics, monte carlo simulation, analytical solution, time series regression, systemic risk

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