Python Forum

Python Forum > Python Coding > Data Science > DSGE Models
Full Version: DSGE Models
You're currently viewing a stripped down version of our content. View the full version with proper formatting.

Scott

Aug-31-2021, 06:56 PM
Hi guys,

I am wanting to test some modelling approaches for forecasting some timeseries data. I have an LSTM and would like to compare it to a DSGE model. Does anyone know of an econometrics library in python 3 that will have this model?

Thanks

Larz60+

Aug-31-2021, 08:27 PM
Disclaimer: I don't have any experience with the following packages.

PyPi packages. There are 4 https://pypi.org/search/?q=DSGE&o=-created
one has no documentation, so ignored
---------------
The first (dsge) doesn't even have comments, so I'd ignore that one.
---------------
pymclab hasn't been updated here since 2012, and appears to have gone commercial.
---------------
linearsolve - seems to have good docs on GitHub (showing updates up through 2019).
This seems to be the only package here worth investigating.

PyPi: https://pypi.org/project/linearsolve/
GitHub: https://github.com/letsgoexploring/linearsolve
---------------
dynarehelper - again no docs
Python Forum > Python Coding > Data Science > DSGE Models