Tools
Promes Toolbox: Solve DSGE models with projection methods
Download Promes_v05.0.0 - December 2021
Description: Promes is a toolbox that solves DSGE models with projection methods, and is written for Matlab. There are the options to approximate the policy function with:
a spline;
a complete Chebyshev polynomial;
Smolyak's algorithm (using code written by Rafa Valero);
a complete polynomial based on monomials.
See also https://www.promestoolbox.com/, and for older versions the Github repository of the Promes toolbox.
CSD toolbox: Solve DSGE models with perturbation methods
Download CSD_v02.4.0 - December 2021
Description: The toolbox CSD can solve Dynamic Stochastic General Equilibrium models using perturbation methods up to order 3. The toolbox is written for Matlab and is completely based on the CoRRAM-M package (2018 version) by Alfred Maussner. The CSD toolbox has a very simple design, and can only carry out two tasks:
Solve the policy function using perturbation methods;
Evaluate the policy function, given the state variables and the shocks.
The toolbox can solve models featuring an attracting limit cycle using code developed by Dana Galizia.