Direkt zum InhaltDirekt zur SucheDirekt zur Navigation
▼ Zielgruppen ▼

Humboldt-Universität zu Berlin -

Macroeconomic Application Software

Stand-alone packaged Software for calculating results of modern macroeconomic (DSGE) models

 

The stand-alone programs are based on Harald Uhlig's Toolkit and on the program Matlab, but both of them do not have to be installed on your computer. Special thanks go to the contributors of the codes.


 
Smets and Wouters
  • Description: This exe-file, once executed, will install a program on your computer which allows you to get impulse responses to various shocks in the Smets and Wouters (JEEA, 2003) model. The "Dynare" part in the filename refers to the fact that there are differences between the model equations given in the JEEA article and the impulse responses printed there, which are based on a Dynare program of the authors. The file here follows the specification used in the Dynare code of the authors. See the related lecture notes pdf for details on the differences.
  • Reference: Smets, Frank and Raf Wouters (2003): "An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area," Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1123-1175, ECB Working paper version: Smets and Wouters (2002)

  • Lecture Notes: Smets-Wouters (Slides of the course: Monetary and Fiscal Policy, WS 2006/07)
  • Download (new: extended version)

 

Hansen (1985)
  • Description: This exe-file, once executed, will install a program on your computer which allows you to get impulse responses in the Hansen (1985) benchmark real business cycle model.
  • Reference: Hansen, Gary D., (1985): "Indivisible labor and the business cycle," Journal of Monetary Economics, Elsevier, vol. 16(3), pages 309-327, November
  • Lecture Notes: Solving DSGE models: Hansens Real Business Cycle Model (Slides of the course Introduction to Advanced Macroeconomic Analysis, WS 2006/07)
  • Download

 

Minister of Finance
  • Description: Analyzing the effects of fiscal policy with scientific methods. Using this Windows based program with advanced graphical user interfaces enables you to examine the macroeconomic consequences of tax and public spending changes in a dynamic stochastic general equilibrium (DSGE) model.
  • Further Information


DynaMo (Version 2.0)                                                                                                                    

 


DynaMo (Version 1.0) 

  • Description: DynaMo (version 1.0)is a menu driven Windows stand-alone application which allows you to solve and analyze selected  standard dynamic stochastic general equilibrium models.
  • Further Information