Metadata-Version: 2.1
Name: pydsge
Version: 0.1.1
Summary: Solve, filter and estimate DSGE models with occasionaly binding constraints
Home-page: https://pydsge.readthedocs.io/en/latest/index.html
Author: Gregor Boehl
Author-email: admin@gregorboehl.com
License: MIT
Platform: UNKNOWN
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.9
Description-Content-Type: text/x-rst
License-File: LICENSE


pydsge
======

.. image:: https://badge.fury.io/py/pydsge.svg
    :target: https://badge.fury.io/py/pydsge

.. image:: https://github.com/gboehl/pydsge/workflows/Continuous%20Integration%20Workflow/badge.svg?branch=master
    :target: https://github.com/gboehl/pydsge/actions?query=branch%3Aimplementing_CI

----

Contains the functions and classes for solving, filtering and estimating DSGE models at the ZLB (or with other occasionally binding constraints).

A collection of models that can be (and were) used with this package can be found in `another repo <https://github.com/gboehl/projectlib/tree/master/yamls>`_.

Installation
-------------

Installing the repo version is as simple as

.. code-block:: bash

   pip install pydsge

Documentation
-------------

There is some `documentation <https://pydsge.readthedocs.io/en/latest/index.html>`_ out there.

- `Installation Guide <https://pydsge.readthedocs.io/en/latest/installation_guide.html>`_
- `Getting Started <https://pydsge.readthedocs.io/en/latest/getting_started.html>`_
- `Module Documentation <https://pydsge.readthedocs.io/en/latest/modules.html>`_

Citation
--------

**pydsge** is developed by Gregor Boehl to simulate, filter, and estimate DSGE models with the zero lower bound on nominal interest rates in various applications (see `my website <https://gregorboehl.com>`_ for research papers using the package). Please cite it with

.. code-block::

    @techreport{boehl2021method,
      Title = {Efficient Solution and Computation of Models with Occasionally Binding Constraints},
      Author = {Gregor Boehl},
      Year = {2021},
      institution = {Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS)},
      type = {IMFS Working Paper Series},
      number = {148},
      url = {https://gregorboehl.com/live/obc_boehl.pdf},
    }

We appreciate citations for **pydsge** because it helps us to find out how people have
been using the package and it motivates further work.


Parser
------

The parser originally was a fork of Ed Herbst's fork from Pablo Winant's (excellent) package **dolo**. 

See https://github.com/EconForge/dolo and https://github.com/eph.


References
----------

Boehl, Gregor (2021). `Efficient Solution and Computation of Models with Occasionally Binding Constraints <http://gregorboehl.com/live/obc_boehl.pdf>`_. *IMFS Working Paper*


