Implementation

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In this section you can find useful sources for model implementation in Dynare and Matlab as well as some related literature. 

Handbook: In order to reduce entry barriers, we have created a handbook that serves as an introduction to DSGE modeling, working with Dynare and Matlab as well as Bayesian estimation. This is work in progress! You are welcome to participate. 

Introduction to Matlab & Dynare 

Matlab and Dynare are used to solve, simulate, and estimate DSGE models. 

Matlab: 

• Getting started https://www.mathworks.com/help/matlab/  
• Video Tutorials, Youtube https://www.youtube.com/user/MATLAB/playlists  
• Video: Getting Started with MATLAB, MathWorks https://www.mathworks.com/videos/getting-started-with-matlab-1564521672719.html  

Tutorials: 

• MATLAB Onramp https://mathworks.com/learn/tutorials/matlab-onramp.html  
• Online course for students https://absalon.ku.dk/courses/25988/pages/online-matlab-course-for-students-of-economics  

Dynare: 

• Getting started https://www.dynare.org/about/  
• Dynare manual https://www.dynare.org/wp-repo/dynarewp001.pdf  
• Dynare user guide http://www.sfu.ca/~kkasa/UserGuide.pdf  
• Dynare forum https://forum.dynare.org/ 
• Macromodel Database http://www.macromodelbase.com/ 
• Graphs https://drive.google.com/file/d/1DO1OK5AKLWfcJX49ZPCGo58Ni2LdERw4/view  
• Observation Equations https://drive.google.com/file/d/1r89OU5OE3CBa6tOlj6l3hNVWEaRH5Anv/view  

Introduction to simulation and estimation of DSGE models in Dynare 

These papers focus on how to estimate DSGE models using Dynare- 

• Barillas et al. (2010) “Practicing Dynare” Link
• Kotzé (2019) “Tutorial: Estimating parameters in macroeconomic models” Link 
• Madeira (2005) “Simulation and estimation of macroeconomic models in Dynare” Link