DSGE.jl

doc/: Code and model documentation.

examples/: example scripts

save/: Sample input files; default input/output directories.

src/

DSGE.jl: The main module file.

abstractdsgemodel.jl: Defines the AbstractModel type.

abstractvarmodel.jl: Defines the AbstractVARModel, AbstractDSGEVARModel, and AbstractDSGEVECMModel types.

defaults.jl: Default settings for models.

statespace_types.jl: Defines types for computing the state-space representation of models.

statespace_functions.jl: Defines functions for computing the state-space representation of models.

data/: Manipulating and updating input dataset.

solve/: Solving the model; includes gensys.jl code.

estimate/: Optimization, posterior sampling, and other functionality.

forecast/: Forecasts, smoothing, shock decompositions, and impulse response functions.

decomp/: Decompose changes in forecasts into three reasons: new data, data revisions, and changes in the calibration.

analysis/: Moment tables of estimated parameters, computation of forecast means and bands.

altpolicy/: Infrastructure for forecasting under alternative monetary policy rules.

scenarios/: Forecasting alternative scenarios.

plot/: Plot estimation results, forecasts, etc.

packet/: Automatically generate documents with results from forecasts and estimations.

models/

representative/: Representative agent models.

m990/: Contains code to define and initialize version 990 of the New York Fed DSGE model.

m990.jl: Constructs a Model990 object.

eqcond.jl: Constructs Model990 equilibrium condition matrices

measurement.jl: Constructs Model990 measurement equation matrices.

pseudo_measurement.jl: Constructs Model990 pseudo-measurement equation matrices.

subspecs.jl: Code for model sub-specifications is defined here. See Editing or Extending a Model for details on constructing model sub-specifications.

augment_states.jl: Code for augmenting the state space system after model solution.

[[m991/]]: Code for new models should be kept in directories at this level in the directory tree

heterogeneous/: Heterogeneous agent models

poolmodel/: PoolModel type for model averaging.

var/: DSGE-VAR and DSGE-VECM models.

test/: Module test suite.