The Society for Financial Econometrics (SoFiE) organizes a Summer School and Conference on DSGE modelling from 4-8 May 2026 in Brussels.
Detailed program and registration info: sites.google.com/view/sofiesc...
The Society for Financial Econometrics (SoFiE) organizes a Summer School and Conference on DSGE modelling from 4-8 May 2026 in Brussels.
Detailed program and registration info: sites.google.com/view/sofiesc...
The 20th Annual Dynare Conference will be held in Ottawa on 2-3 June 2026, hosted by the Bank of Canada. The keynote speakers will be Juan F. Rubio-RamΓrez (Emory University) and Serguei Maliar (Santa Clara University).
Submission deadline: 15 March
www.dynare.org/events/dynar...
Save the date: the 2026 Dynare Workshop for Advanced Users will be hosted by the Joint Research Center in Ispra (Italy) from 16 to 18 September 2026.
The advertisement and call for applications will come out in Q2 2026.
If you're interested, please save the date. We hope to see you in Ispra!
Dynare just got more asymmetric π
β
Skewness parameters in shocks & estimated parameters
β
Skew-normal shocks in simulation
β
Skewed Kalman filter & smoother in estimation
Already available in the unstable snapshot, will be in version 7. Contributed by Willi Mutschler.
Dynare 6.5 has been released
www.dynare.org/new-dynare-r...
New Dynare working paper (with source code!): βScalable Global Solution Techniques for High-Dimensional Models in Dynareβ by Aryan Eftekhari, Michel Juillard, Normann Rion and Simon Scheidegger
www.dynare.org/wp-repo/dyna...
github.com/NormannR/HDM...
The Dynamic Striated Metropolis Hastings (DSMH) sampler proposed by Waggoner, Wu, and Zha (2016) is now available for the Bayesian estimation of models with Dynare. Already in the unstable snapshot, will be in version 7. Contributed by FrΓ©dΓ©ric KaramΓ©.
www.sciencedirect.com/science/arti...
The 4th Dynare Workshop for Advanced Users took place from 17-19 September at the Joint Research Centre of @ec.europa.eu in Italy.
The Dynare Team presented new software features, while participants shared their recent work on monetary and fiscal policy as well as the green transition.
New Dynare working paper (with source code!): βThe Return of Inflation: Look-Through Policy Under Incomplete Informationβ by Ginters BuΕ‘s and Guido Traficante
www.dynare.org/wp-repo/dyna...
www.dynare.org/wp-repo/dyna...
Dynare 6.4 has been released www.dynare.org/new-dynare-r...
27.06.2025 08:42 β π 1 π 1 π¬ 0 π 0It was a great honor to deliver the keynote address at the 19th Annual Dynare Conference. My sincere thanks to the organizers for putting together such an engaging and well-run event. Iβm especially grateful to the Bank of Finland for their generous hospitality and support.
13.06.2025 17:16 β π 3 π 1 π¬ 1 π 0
The 19th Dynare Conference was held on June 5-6 in Helsinki, organized by the Bank of Finland with support from DSGE-net. Keynote speakers were @mattiaco.bsky.socialβ¬ and @leonardo-melosi.bsky.socialβ¬.
Thanks to the Bank of Finland and to all participants for the memorable scientific exchange.
New Dynare working paper by StΓ©phane Adjemian and Michel Juillard, which describes and evaluates the stochastic extended path method implemented in Dynare
www.dynare.org/wp-repo/dyna...
A tribute to Jean-Pierre Laffargue, who was instrumental to the birth and success of Dynare www.dynare.org/tribute-to-j...
04.04.2025 16:27 β π 2 π 0 π¬ 0 π 0
We are happy and proud to announce that Dynare has become a @numfocus.bsky.social sponsored project!
NumFOCUS is a U.S. non-profit that promotes open practices in research, data, and scientific computing by serving as a fiscal sponsor for open source projects
numfocus.org/project/dynare
The 4th Dynare Workshop for Advanced Users will take place in person from 17-19 September 2025 at the Joint Research Centre of the European Commission, Ispra (Italy).
It aims at discussing experiences regarding advanced features and expert use of Dynare.
www.dynare.org/events/dynar...
Honoring a legend in macroeconomics!
On Feb 10-11, we celebrated Michel Juillardβs immense contributions to computational economics & 30 years of
@dynare.bsky.social at @banquedefrance-off.bsky.social
A tribute from @cepr.org MEF program recognized his impact worldwide. Thanks Refet GΓΌrkaynak!
Banque de France hosted an event (Feb 10-11) celebrating Michel Juillard's contributions to macroecon modelling & 30 years of @dynare.bsky.social.
CEPRβs MEF programme recognised his impact with a commemorative plaque.
πhttps://cepr.org/about/news/celebrating-michel-juillard-and-30-years-dynare
Dynare 6.3 has been released
www.dynare.org/new-dynare-r...
Celebrating Michel Juillard!
10.02.2025 20:55 β π 2 π 1 π¬ 0 π 0
The 19th Dynare Conference will be held in Helsinki, Finland on June 5-6, 2025. The conferenceβs special theme is Heterogeneity and Nonlinearities in Macroeconomics. Keynote speakers will be Matteo Iacoviello and Leonardo Melosi.
More details at www.dynare.org/events/dynar...
New Sponsored Project: @dynare.bsky.social
Dynare, an open-source platform for economic modeling, is now part of NumFOCUS. Explore their tools for solving, simulating & estimating economic models: numfocus.org/project/dynare.
Let's give them a warm welcome!
The 18th Dynare Conference took place on December 12-13 at the National University of Singapore, with the support of the Monetary Authority of Singapore and DSGE-net.
Thanks to all the participants for the high quality of the scientific exchanges!
At the 3rd Dynare Workshop for Advanced Users, SΓ©bastien Villemot presented preliminary work on bringing HANK models to Dynare. Feedback is welcome on the proposed syntax and the chosen solution algorithms. sebastien.villemot.name/pdf/talks/20...
26.09.2024 12:34 β π 2 π 0 π¬ 0 π 1Dynare 6.2 has been released www.dynare.org/new-dynare-r...
26.09.2024 12:23 β π 2 π 0 π¬ 0 π 0Dynare 6.1 has been released www.dynare.org/new-dynare-r...
02.05.2024 15:27 β π 0 π 0 π¬ 0 π 0
The 3rd Dynare Workshop for Advanced Users will take place from September 18-20, 2024 in Ispra (Italy). Applications are open (deadline is April 30).
www.dynare.org/events/dynar...
Dynare in Julia now available for testing www.dynare.org/new-dynare-r...
14.03.2024 17:42 β π 0 π 0 π¬ 0 π 0
Dynare 6.0 has been released.
Highlights include:
β Sequential Monte Carlo sampler
β Perfect foresight with expectation errors
β IRF matching with stochastic simulations
β Pruning at arbitrary approximation order
β Model editing commands
β And many more featuresβ¦
www.dynare.org/new-dynare-r...
The Dynare Summer School 2024 will take place from May 27-31 in Paris. Applications are open!
More info: www.dynare.org/events/dynar...