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, 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.