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 71 articles )

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  1. Beqiraj, Elton; Di Bartolomeo, Giovanni; Di Pietro, Marco; Serpieri, Carolina: Bounded rationality and heterogeneous expectations: Euler versus anticipated-utility approach (2020)
  2. Craighead, William D.: Intermediate goods and exchange rate disconnect (2020)
  3. Furlani, Luiz Gustavo C.; Laurini, Márcio P.; Portugal, Marcelo S.: Data cloning: maximum likelihood estimation of DSGE models (2020)
  4. Lepetyuk, Vadym; Maliar, Lilia; Maliar, Serguei: When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning (2020)
  5. Brand, Thomas; Isoré, Marlène; Tripier, Fabien: Uncertainty shocks and firm creation: search and monitoring in the credit market (2019)
  6. Jacob, Punnoose; Uusküla, Lenno: Deep habits and exchange rate pass-through (2019)
  7. Jarociński, Marek; Marcet, Albert: Priors about observables in vector autoregressions (2019)
  8. Kollmann, Robert: Explaining international business cycle synchronization: recursive preferences and the terms of trade channel (2019)
  9. Plagborg-Møller, Mikkel: Bayesian inference on structural impulse response functions (2019)
  10. Dong, Feng; Miao, Jianjun; Wang, Pengfei: The perils of credit booms (2018)
  11. Farmer, Roger E. A.; Nicolò, Giovanni: Keynesian economics without the Phillips curve (2018)
  12. Flotho, Stefanie: Interaction of fiscal and monetary policy in a monetary union under the zero lower bound constraint (2018)
  13. Gorokhovsky, Alexander; Rubinchik, Anna: Regularity of a general equilibrium in a model with infinite past and future (2018)
  14. Kara, Engin; Sin, Jasmin: The fiscal multiplier in a liquidity-constrained New Keynesian economy (2018)
  15. Kocięcki, Andrzej; Kolasa, Marcin: Global identification of linearized DSGE models (2018)
  16. Winberry, Thomas: A method for solving and estimating heterogeneous agent macro models (2018)
  17. Barthélemy, Jean; Marx, Magali: Solving endogenous regime switching models (2017)
  18. Funovits, Bernd: The full set of solutions of linear rational expectations models (2017)
  19. Kitano, Shigeto; Takaku, Kenya: Capital controls and financial frictions in a small open economy (2017)
  20. Kwon, Hyosung; Miao, Jianjun: Three types of robust Ramsey problems in a linear-quadratic framework (2017)

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