Here are some very simple working examples of very standard DSGE Models. In the following codes, I employ two methods to solve rational expectations models. The resolution is performed via the dynare package (requires Matlab or octave) initially developed by Michel Juillard. The second way is through matlab codes written by Paul Klein, Bennett McCallum and Edward Nelson. All theses codes are based on the generalized Schur form to solve a systems of linear expectational difference equations.

Real Business Cycle Models (RBC)
In this section, I share very standard business cycle models very close to the canonical neo-classical growth model. I extend the set-up with several real rigidities taken from Christiano et al. (2005) and Smets and Wouters (2003, 2007) which aim at enhancing the empirical relevance of macro-models.

The basic RBC Model
The basic RBC Model with Physical Capital
RBC Model with external habits
RBC Model with investment adjustment costs
RBC Model with variable capital utilization
New Keynesian Model codes (NK)
In this section, the previous basic RBC model is extended to account for nominal rigidities implied by price stickiness.

The New Keynesian Model
New Keynesian Model with price indexation
Published codes
Here are my own codes for models published in peer-review journals.

Global banking and the conduct of macroprudential policy in a monetary union
A Welfare Analysis of Macroprudential Policy Rules in the Euro Area
Financial Frictions and the Extensive Margin of Activity
Cross-border lending (interbank and corporate) in an Estimated DSGE model
A Simple dynamic 3-equation New Keynesian Model


Melitz, M., Bilbiie, F. O., & Ghironi, F. (2012). Endogenous Entry, Product Variety, and Business Cycles. Journal of Political Economy, 120(2).
Calvo, G. A. (1983). Staggered prices in a utility-maximizing framework. Journal of monetary Economics, 12(3), 383-398.
Christiano, L. J., Eichenbaum, M., & Evans, C. L. (2005). Nominal rigidities and the dynamic effects of a shock to monetary policy. Journal of political Economy, 113(1), 1-45.
Poutineau, J. C., & Vermandel, G. (2015). Cross-border banking flows spillovers in the Eurozone: Evidence from an estimated DSGE model. Journal of Economic Dynamics and Control, 51, 378-403.
Poutineau, J. C., & Vermandel, G. (2015). Financial frictions and the extensive margin of activity. Research in Economics, 69(4), 525-554.
Poutineau, J. C., & Vermandel, G. (2017). A Welfare Analysis of Macroprudential Policy Rules in the Euro Area. Revue d Economie Politique.
Poutineau, J. C., & Vermandel, G. (2017). Global banking and the conduct of macroprudential policy in a monetary union. Journal of Macroeconomics, 54, 306-331.
Rotemberg, J. J. (1982). A monetary equilibrium model with transactions costs.
Smets, F., & Wouters, R. (2003). An estimated dynamic stochastic general equilibrium model of the euro area. Journal of the European economic association, 1(5), 1123-1175.
Smets, F., & Wouters, R. (2007). Shocks and frictions in US business cycles: A Bayesian DSGE approach. National bank of belgium working paper, (109).

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