Toolbox, DSGE, macroeconomics, modelling

Hi, i'm an economic reasercher. I would like to have some information about the needed toolbox for macroeconomics modelization with matlab.Best

Answer 1

[Shaunak]

Hi @b.gloglo

I understand you are looking for information about the recommended MATLAB toolboxes and resources for macroeconomic and DSGE (Dynamic Stochastic General Equilibrium) modeling.

For macroeconomic modeling and DSGE models in MATLAB, the primary toolbox is the “Econometrics Toolbox,” which provides functions for time series analysis, estimation, and simulation. These are essential components for macroeconomic and DSGE modeling. You may also find the “Optimization Toolbox” and “Statistics and Machine Learning Toolbox” useful for parameter estimation and model validation.

In addition to MathWorks toolboxes, there are specialized third-party and open-source packages such as “Dynare” that are widely used in the economics research community for DSGE modeling and simulation, and can be run from within MATLAB.

Kindly refer to the following documentation for more information on macroeconomic modeling in MATLAB:

https://www.mathworks.com/help/econ/index.html

Hope this helps!