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Description

PyMacLab is the Python Macroeconomics Laboratory which currently primarily serves the purpose of providing a convenience framework written in Python to solve non-linear DSGE models easily. At the time of this writing the library supports solving DSGE models using 1st and 2nd order perturbation methods which are computed around the steady state. In particular, the library provides wrapper functions for Paul Klein's 1st-order accurate method based on the Schur Decomposition as well a more recently published method by the same author (co-authored with Paul Gomme, see here) which provides 2nd-order accurate solutions without using Tensor Algebra (using the Magnus and Neudecker 1999 definition of the Hessian matrix).

Repository

http://github.com/escheffel/pymaclab.git

Project Slug

pymaclab

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Home Page

http://www.pymaclab.com/

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Tags

python, timeseries, simulation, research, education, dynamic, macroeconomics, econometrics, finance, dsge

Short URLs

pymaclab.readthedocs.io
pymaclab.rtfd.io

Default Version

latest

'latest' Version

master