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A toolkit for analyzing nonlinear economic dynamic models easily: MATLAB programs.
Author: Prof. Harald Uhlig, Ph.D.
 
Toolkit Paper | Toolkit Program  | Toolkit Add-ons | Macroeconomic Application Software | Toolkit Newsgroup

* Toolkit Paper
Here is my paper that the Toolkit Programs based on: "A Toolkit for Analyzing Nonlinear Dynamic Stochastic Models Easily." That paper is available here:

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* Toolkit Program
DOWNLOAD TOOLKIT PROGRAMS:

Below are the MATLAB programs that execute the calculations explained in my paper. Each version contains the complete set of Toolkit Programs and some example files. Users and download files to local computers following the instructions on each page. Should you have any problem in executing the programs, please refer to the toolkit paper, or you could join the Toolkit Newsgroup to communicate with other users, or contact with the author. Note: We are grateful to Christian Zimmermann, U. Conn., who has pointed out that the toolkit files probably only run on UNIX installations of MATLAB, if named with small letters. Thus, we have changed all names from capital letters to small letters. This should make no difference on Windows machines.

You may also want to look at a list of other Numerical Solutions Software for Economists.

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* Toolkit Add-ons
SimulEditor Version 3 by Kolver Hernandez, University of Delaware
  • SimulEditor is a software that creates .m-files in the format required by Uhlig's (1999) Toolkit. The Matlab .m-file of your model is created in 4-intuitive steps in a user-friendly environment. If you have done simulations before, you may have realized that constructing a .m-file is not only time consuming but also a frequent source of errors, this is minimized with SimulEditor since it has built-in several double checks. SimulEditor is platform independent, plus is free! Make your next simulation with only some few clicks!
  • SimulEditor webpage

Makesysmat Version 1.0 by Martin Schneider, Oesterreichische Nationalbank

  • Makesysmat greatly simplifies the way how to write down and solve a model with Uhlig's Toolkit. You just have to write down the loglinear equations of your model in a convenient form (e.g. '0 = - y(t) + z(t) + rho * k(t-1)') and specify the type of each equation and variable. Then, makesysmat does the cumbersome work of translating the model into the matrices AA-NN for you. It carefully parses the equations for syntax errors and provides a diagnostic tool that helps you to properly set the equation and variable types. The program writes MATLAB code into the file "filename_SYSMAT.m"and runs that code in one step.
  • The program and a readme file with instructions can be found in the zip-folder makesysmat.zip.

First-order Approximations by Li Yu

  • Using the Symbolic Math Toolbox, this tool computes the first order approximations of the model equations and creates the necessary matricies for the toolkit routines. As an example, the stochastic neoclassical growth model is solved using this tool.
  • The program and a readme file with instructions can be found in the zip-folder liyu.zip.

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* Macroeconomic Application Software
This page contains a variety of stand-alone packaged software for calculating results in modern macroeconomic (DSGE) models.

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*Toolkit Newsgroup
Toolkit Newsgroup URL:

http://groups.yahoo.com/group/toolkitprogram

This group page is for communication of people who use Toolkit programs, which are MATLAB programs for Analyzing Non-linear Dynamic Stochastic Models, written by Harald Uhlig. The discussion group is maintained by Mathias Trabandt. For more info about how to join in this group and use it, please click on the above link and read the first two messages posted on the group page.

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In general, unfortunately we do not have the man-resources to provide support for this software. Use at your own risk! In rare exception, you may contact me at huhlig@uchicago.edu, but please only in rare exceptions!