pydsge 0.1.5

Solve, filter and estimate DSGE models with occasionaly binding constraints

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Contains the functions and classes for solving, filtering and estimating DSGE models at the ZLB (or with other occasionally binding constraints).

A collection of models that can be (and were) used with this package can be found in another repo.

Installation

Installing the stable version is as simple as

pip install pydsge

Documentation

There is some documentation out there.

• Installation Guide

• Getting Started

• Module Documentation

Citation

pydsge is developed by Gregor Boehl to simulate, filter, and estimate DSGE models with the zero lower bound on nominal interest rates in various applications (see my website for research papers using the package). Please cite it with

@techreport{boehl2021method,
  Title = {Efficient Solution and Computation of Models with Occasionally Binding Constraints},
  Author = {Gregor Boehl},
  Year = {2021},
  institution = {Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS)},
  type = {IMFS Working Paper Series},
  number = {148},
  url = {https://gregorboehl.com/live/obc_boehl.pdf},
}

We appreciate citations for pydsge because it helps us to find out how people have been using the package and it motivates further work.

Parser

The parser originally was a fork of Ed Herbst’s fork from Pablo Winant’s (excellent) package dolo.

See https://github.com/EconForge/dolo and https://github.com/eph.

References

Boehl, Gregor (2021). Efficient Solution and Computation of Models with Occasionally Binding Constraints. IMFS Working Paper