Model#
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A Dynamic Stochastic General Equlibrium (DSGE) Model. |
Working with Models#
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Compute the stationary covariance matrix of the solved system. |
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Compute the generalized eigenvalues of system in the form presented in [1]. |
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Compute the model's autocovariance matrix using the stationary covariance matrix. |
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Compute the model's autocovariance matrix using the stationary covariance matrix. |
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Generate impulse response functions (IRF) from state space model dynamics. |
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Simulate the model over a certain number of time periods. |
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Convert a matrix to a DataFrame with variable names as columns and rows. |
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