kthohr / macrolib

C++ implementation of Chris Sims' gensys program using the Armadillo linear algebra library.

MacroLib

MacroLib is a collection of useful C++ routines for solving macroeconomic models.

For solving linear rational expectations models,

• gensys++ is a C++ implementation of Chris Sims' gensys program;
• uhlig++ is a C++ implementation of Harald Uhlig's method of undertermined coefficients.

This is designed for use with the Armadillo C++ linear algebra library, which is available at:

http://arma.sourceforge.net/