Dynare is a software platform for handling a wide class of economic models, in particular dynamic stochastic general equilibrium (DSGE) and overlapping generations (OLG) models. The models solved by Dynare include those relying on the rational expectations hypothesis, wherein agents form their expectations about the future in a way consistent with the model. But Dynare is also able to handle models where expectations are formed differently: on one extreme, models where agents perfectly anticipate the future; on the other extreme, models where agents have limited rationality or imperfect knowledge of the state of the economy and, hence, form their expectations through a learning process. In terms of types of agents, models solved by Dynare can incorporate consumers, productive firms, governments, monetary authorities, investors and financial intermediaries. Some degree of heterogeneity can be achieved by including several distinct classes of agents in each of the aforementioned agent categories.

References in zbMATH (referenced in 35 articles )

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  1. Flotho, Stefanie: Interaction of fiscal and monetary policy in a monetary union under the zero lower bound constraint (2018)
  2. Gorokhovsky, Alexander; Rubinchik, Anna: Regularity of a general equilibrium in a model with infinite past and future (2018)
  3. Auray, Stéphane; Eyquem, Aurélien; Gomme, Paul: A tale of tax policies in open economies (2016)
  4. Hall, Jamie; Pitt, Michael K.; Kohn, Robert: Bayesian inference for nonlinear structural time series models (2014)
  5. Miao, Jianjun: Economic dynamics in discrete time (2014)
  6. Lechthaler, Wolfgang; Snower, Dennis J.: Quadratic labor adjustment costs, business cycle dynamics, and optimal monetary policy (2013)
  7. Saulo, Helton; R^ego, Leandro C.; Divino, Jose A.: Fiscal and monetary policy interactions: a game theory approach (2013)
  8. Iordanov, Iordan; Vassilev, Andrey: The stabilizing role of fiscal policy rules under the Bulgarian currency board arrangement (2012)
  9. Ascari, Guido; Castelnuovo, Efrem; Rossi, Lorenza: Calvo vs. Rotemberg in a trend inflation world: an empirical investigation (2011)
  10. Bache, Ida Wolden; Jore, Anne Sofie; Mitchell, James; Vahey, Shaun P.: Combining VAR and DSGE forecast densities (2011)
  11. Kollmann, Robert; Kim, Jinill; Kim, Sunghyun H.: Solving the multi-country real business cycle model using a perturbation method (2011)
  12. Bodenstein, Martin: Trade elasticity of substitution and equilibrium dynamics (2010)
  13. Cogan, John F.; Cwik, Tobias; Taylor, John B.; Wieland, Volker: New Keynesian versus old Keynesian government spending multipliers (2010)
  14. Heer, Burkhard; Maußner, Alfred: Dynamic general equilibrium modeling. Computational methods and applications (2010)
  15. Kara, Engin: Optimal monetary policy in the generalized Taylor economy (2010)
  16. Lechthaler, Wolfgang; Merkl, Christian; Snower, Dennis J.: Monetary persistence and the labor market: a new perspective (2010)
  17. Riggi, Marianna; Tancioni, Massimiliano: Nominal vs real wage rigidities in New Keynesian models with hiring costs: a Bayesian evaluation (2010)
  18. Stradi-Granados, Benito A.; Haven, Emmanuel: The use of interval arithmetic in solving a non-linear rational expectation based multiperiod output-inflation process model: the case of the IN/GB method (2010)
  19. Winschel, Viktor; Krätzig, Markus: Solving, estimating, and selecting nonlinear dynamic models without the curse of dimensionality (2010)
  20. Marzo, Massimiliano: Wage or price-based inflation? Alternative targets in optimal monetary policy rules (2009)

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Further publications can be found at: http://www.dynare.org/wp/contents