A diagnostic symbolic adjustment layer for simple DSGE models. Features a built-in linearized DSGE engine constructed from symbolic expressions. Functionality is included to regress on measurement equations with symbolic function discovery using Kalman Filter innovations. The library is designed to be a diagnostic tool to provide isight into potential model misspecifications through said mesaurement regressions.
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by Güney Kıymaç
pip install SymbolicDSGE
SymbolicDSGE is a linear DSGE Engine with a fully symbolic and adjustable model configuration. The library is currently in early-development and Symbolic Regression based equation augmentation features are being developed and will be included in the in this package.
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