Dynamic Stochastic General Equilibrium (DSGE) Model
Dynamic stochastic general equilibrium modelling (DSGE) is a macroeconomic modelling technique often used for monetary and fiscal analysis. It can be used to explain historical time-series data, as well as for future forecasting purposes. DSGE econometric modelling applies general equilibrium theory and microeconomic principles in a controlled manner to predict economic phenomena, such as economic growth and business cycles, market shocks and policy effects.
Welcome to our Code Sharing page. The South African Modelling Network (SAMNET) is a platform that promotes the development and sharing of modelling and forecasting tools for the South African economy. Below is a list of relevant resources used in macroeconomic policy making. Resources include both papers on and coding for the most popular models used in macroeconomic modelling. We also invite you to get involved and share your code so we can support the research community.
DSGE Model Resources
Social Accounting Matrix (SAM) Model
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