This site contains some basics on DSGE modeling. It's part of workshops and classes I teach for undergraduate students (National Engineering University and Peruvian University of Applied Sciences). The platform I use is Dynare/Matlab.
All the next models are composed of three agents: consumers, producers, and government (with a simple exogenous process). The calibration follows Fernandez-Villaverde's notes on Macroeconomics.
RBC01.mod: Nonlinear First Order Conditions (FOC). Linearized with a first order Taylor expansion.
RBC01b.mod: Nonlinear FOC, log-linearized using a first order Taylor expansion.
RBC01b_graph.mod:RBC01b with changes in the productivity's autoregressive parameter.
RBC02.mod: Hand-operated log-linearization of equilibrium conditions.
RBC02b.mod: Model with a fixed supply of labor (substitution and income effects cancel each other).
RBC03.mod: Greenwood-Hercowitz-Huffman utility function.
RBC04.mod: King-Plosser-Rebelo utility function.
RBC05.mod: Constant Risk Relative Aversion coefficient utility function.
RBC06.mod: Internal consumption habits.
RBC07.mod: External consumption habits.
RBC08.mod: Capital utilization rate as a variable cost.
RBC09.mod: Capital utilization rate as a depreciation rate.
RBC10.mod: Investment's adjusment cost.
RBC11.mod: Capital's adjustment cost.
RBC12.mod: Specific investment shock.
RBC13.mod: Hansen's model with indivisible Labor.
RBC14.mod: Cash-in-Advance constraint.
RBC15.mod: Money in Utility.
RBC16.mod: Small open economy - variable internal discount factor.
RBC16a.mod: Small open economy - variable external discount factor.
RBC17.mod: Small open economy - debt elastic interest rate.
RBC18.mod: Small open economy - portfolio's adjustment cost.
RBC19.mod: Small open economy - complete markets.
RBC20.mod: Markup prices shock.
RBC21_Can.mod: Small open economy - trend shock - Canada's calibration.
RBC21_Mex.mod: Small open economy - trend shock - Mexico's calibration.
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Grafico_program.m: Program for Impulse-Response graphics (IRF).
Grafico_programSOE.m : Replicating Figure 1 from SG-U (2003).
Grafico_programSOE2.m: Replicating Figure 3 from A-G (2007).
Grid_alpha.md: Setting different values of alpha under a productivity shock.
BaseLambda01.xlsx: Base de datos para obtención de ciclos económicos.
programa1.prg: Programa en Eviews para obtención de ciclos económicos.
RBCTAREA.mod: Programa que incorpora choque de preferencias y de oferta laboral al modelo RBC básico.
TAREA_graph.m: Programa para graficar los dos choques de la Tarea 1.
NKE01.mod: Modelo neokeynesiano de tres ecuaciones con politica monetaria optima (manual) extraido de C-G-G (1999).
NKE02.mod: Modelo neokeynesiano de tres ecuaciones con politica monetaria optima - comando osr.
NKE03.mod: Modelo neokeynesiano de tres ecuaciones con politica monetaria optima - comando discretionary_policy.
NKE04.mod: Modelo neokeynesiano de tres ecuaciones con politica monetaria optima - comando ramsey_policy.
NKE05.mod: Modelo neokeynesiano de tres ecuaciones con politica monetaria optima - frontera de politica.
NKE06.mod: Modelo neokeynesiano semiestructural backward-looking.
NKE07.mod: Modelo neokeynesiano en niveles.
NKE08.mod: Modelo neokeynesiano log-linealizado.
NKE09.mod: Modelo neokeynesiano log-linealizado incluyendo inversion y gasto publico.
NKE10.mod: Modelo neokeynesiano estándar para economia pequena y abierta.
NKE11.mod: Modelo neokeynesiano de tres ecuaciones con politica monetaria optima - busqueda de malla.
GM01.mod: Economia pequena y abierta - regla sobre inflacion domestica.
GM02.mod: Economia pequena y abierta - regla sobre inflacion IPC.
GM03.mod: Economia pequena y abierta - tipo de cambio nominal fijo.
GM04.mod: Economia pequena y abierta - regla optima.
Graph_NKE.mod: Programa para replicar la Figura 1 de G-M (2005).