Most of my code is in my personal GitHub repository. This includes:
- My dynareOBC toolkit for simulating models with occasionally binding constraints.
- My EST-NLSS toolkit for estimating highly non-linear dynamic state-space models.
- My Dynare transformation engine.
- My alternative preprocessor for removing model local variables.
Additionally, the links below are to old code which may still be of some use:
- Code for performing log-linearisation in Matlab with the Symbolic Toolbox.
- Code for performing log-linearisation in Maple.
- C# code to trim any redundant model local variables from a macro-expanded Dynare MOD file. (Created as a bug work-around.)
- C# code to extract a list of equations from a macro-expanded Dynare MOD file.
- Basic first order, single bound, inequality constraint code.