Hi, Actually we do plan in the coming months to add the possibility for the Dynare preprocessor to write the dynamic and static DSGE models with the julia language. These routines are used to compute the steady state of the model, and evaluate the jacobian and hessian matrices of the model (needed for the first order and second order approximation of the DSGE models). We will then add some Julia routines for simulation and estimation. As pointed out by Sébastien it is not possible (nor desirable) to reimplement all what is done in Dynare/Matlab/Octave... Because we have to maintain the Matlab/Octave version. So we will only implement some of the Dynare features (I hope by using codes already written by the Julia community, for instance for the Bayesian estimation and MCMC).
Best, Stéphane Le 03/12/2014 10:43, sebast...@debian.org a écrit : > Hi Richard (and other participants to this thread), > > Concerning Dynare: it is indeed written in MATLAB/Octave (with some parts in > C++, like the preprocessor and some optimized portions of code). Dynare > currently covers a very large range of features, and replicating all of them > in Julia would take a lot of time. The Dynare Team has currently no plan to > port the existing Dynare to Julia, given the size of this endeavour and the > limited resources of the team. > > However, as has already been pointed, I have started writing something from > scratch (https://github.com/DynareTeam/Dynare.jl). This package is able to > solve models at first order in rational expectations mode, and with full > nonlinearities in perfect foresight mode. The interesting thing about this > package is that you can write equations naturally as you would in Dynare: the > package uses the Julia parser to get the equations and to compute their > symbolic derivatives, and then forms the model matrices automatically. > > I am rather busy at the moment so I have not been able to improve on that > package in the last couple of months. But it should be functional. Bugreports > and improvements are welcome. I definitely plan to continue working on it > when time permits. I may get help from other members of the Dynare Team, but > this is not guaranteed at this stage. > > Richard: it would be great if we could join our efforts and create a nice > Julia package for DSGE modeling, out of our two prototypes. I am open to any > suggestion, so feel free to get back to me. > > Best, > > -- > Sébastien Villemot > Economist > OFCE — Sciences Po > http://sebastien.villemot.name > -- Stéphane Adjemian Université du Maine, Dynare Team
