Additional Dynare resources, examples and other tools

Dynare implementation of published models

Replication of

Bernanke, Gertler, and Gilchrist, 1999. "The Financial Accelerator in a Quantitative Business Cycle Framework," NBER Working Papers 6455.
Carlstrom and Fuerst, 1997. "Agency Costs, Net Worth, and Business Fluctuations: A Computable General Equilibrium Analysis," American Economic Review, vol. 87(5), pages 893-910, December
Schmitt-Grohe, Stephanie & Uribe, Martin, 2003. "Closing small open economy models," Journal of International Economics, vol. 61(1), pages 163-185, October.

Volker Wieland's Macroeconomic Model Database: The database now covers 50 models, ranging from small-, medium- and large-scale DSGE models to earlier-generation New-Keynesian models with rational expectations and more traditional Keynesian-style models with adaptive expectations. It includes models of the United States, the Euro Area, Canada, and several small open emerging economies. Some of the models explicitly incorporate financial frictions.
Johannes Pfeifer's collection of Dynare models: A collection of Dynare models that demonstrates Dynare best practices, providing mod files to replicate important models.

Ambrogio Cesa-Bianchi's toolbox for the analysis of DSGE models estimated with Bayesian techniques: This toolbox uses the standard output of Dynare to: (i) plot the Markov chain Monte Carlo (MCMC), (ii) plot the ergodic distribution of the posterior distribution, (iii) plot the prior versus the posterior distribution, together with the mode of the posterior, (iv) assess the convergence of the MCMC chain through CUSUM procedure, and (v) compare the correlation between the estimated parameters implied by both the Hessian and the chain. The toolbox makes use of few Matlab routines of Dynare 4.3.

Cuba: A C library for multidimensional numerical integration (quasi Monte-Carlo and cubature rules)
Quadrule: QUADRULE is a library of FORTRAN90 routines, using double precision arithmetic, which set up a variety of quadrature rules, used to approximate the integral of a function over various domains.
Stroud: STROUD is a library of FORTRAN90 routines, using double precision arithmetic, which implement multidimensional quadrature rules of Arthur Stroud.

The Anderson-Moore algorithm (AIM): The Anderson-Moore Algorithm is a powerful method for solving linear saddle point models. It is incoporated into Dynare since version 4.1.
Perturbation AIM: Perturbation AIM is an algorithm that solves a linear or nonlinear dynamic, discrete-time system of rational expectations equations to arbitrarily high order, in the sense of a Taylor series approximation.
Works with Mathematica.
CompEcon: CompEcon is a set of MATLAB functions for solving a variety of problems in economics and finance.
The CompEcon Toolbox was developed to accompany:
Applied Computational Economics and Finance, Mario J. Miranda & Paul L. Fackler, MIT Press.
Portable TROLL: Portable TROLL is an integrated software system for econometric modelling and statistical analysis.
Uhlig's toolkit: A toolkit for analyzing nonlinear economic dynamic models easily: MATLAB program
Author: Prof. Harald Uhlig
Winsolve: A computer package for solving nonlinear models.