pydsge.readthedocs.io - pydsge — pydsge

Example domain paragraphs

A package for solving, filtering and estimating linear DSGE models with the ZLB (or other occasionally binding constraints).

The set of methods is introduced in the paper Estimation of DSGE Models with the Effective Lower Bound (Gregor Boehl & Felix Strobel, 2022, SSRN No. 4138532) , where we also estimate the medium-scale New Keynesian model to post-2008 US data.

Check out my Econpizza package if you are interested in simulating nonlinear DSGE models with (or without) heterogeneous agents .