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Wednesday, June 21 • 2:06pm - 2:42pm
The Dolo Modeling Framework

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We present a family of three Julia packages that together constitute a complete framework to describe and solve rational expectation models in economics. Dolang.jl is an equation parser and compiler that understands how to compile latex-like strings describing systems of equations into efficient Julia functions for evaluating the levels or derivatives of the equations. Dolo.jl leverages Dolang and implements a variety of frontier algorithms for solving a wide class of discrete time, continuous control rational expectations models. Finally, Dyno.jl builds upon Dolang to implement a Julia prototype of the Matlab-based dynare software library used extensively throughout academia and the public sector to approximate the solution to and estimate rational expectations models.

avatar for Spencer Lyon

Spencer Lyon

PhD student (economics), NYU
Economics Ph.D. student at NYU Stern. Active Julia member since 0.2

Wednesday June 21, 2017 2:06pm - 2:42pm PDT
West Pauley Pauley Ballroom, Berkeley, CA