Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
OrderedDict
,
which would break backward compatibility with older MeansBands
MultiPeriodAltPolicy
zlb_rule
as a more flexible zero_rate
k_periods_ahead_expected_sum
by exploiting stationarity of
the transition matrix rather than repeatedly calling k_periods_ahead_expected_sums
k_periods_ahead_expectations
and k_periods_ahead_expected_sums
bdd_and_unbdd
kwarg for plotting and reading of the means and bands
with use_bdd
, which allows users to request any combination of unbounded/bounded means and bands.forecast_one
and verbose = :high
zero_rate
with zlb_rule
as the default temporary policyforecast_zlb_value(m)
by 4 when enforcing the ZLB as a temporary policy
since that number is already de-annualizedVersion Restrictions
New features and enhancements
Bug fixes and cleanup
Closed issues:
Merged pull requests:
Remove unneeded dependencies. Fix compatibility bounds for CSV.
New features and enhancements
Extend example for DSGE-VARs to allow plotting of modal impulse responses.
New features and enhancements
Bug fixes and cleanup
-Bug fixes and improvements -Add models m904 (SWFF) and m805 (SWpi)
KrusellSmith
, OneAssetHANK
, and TwoAssetHANK
.