SolveDSGE: A System for Solving and Analyzing Nonlinear DSGE Models

Richard Dennis

CAMA Working Papers from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University

Abstract: This paper describes SolveDSGE, a comprehensive Julia package designed to solve and analyze nonlinear Dynamic Stochastic General Equilibrium models. Although the package supports standard perturbation methods up to the fourth order, its originality and primary contribution resides in its implementation of various projection methods - including Chebyshev, Smolyak, hyperbolic-cross and piecewise linear approximations - to achieve global accuracy. By providing a unified interface that allows interchangeable solution initialization (homotopy) the framework significantly advances our ability to solve nonlinear models. We demonstrate the utility of the package through a series of applications, highlighting its efficiency and ease of use in modern macroeconomic research.

Keywords: DSGE models; projection methods; perturbation methods; Julia (search for similar items in EconPapers)
JEL-codes: E42 E44 E52 E58 E61 (search for similar items in EconPapers)
Pages: 41 pages
Date: 2026-09
New Economics Papers: this item is included in nep-dge
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Persistent link: https://EconPapers.repec.org/RePEc:een:camaaa:2026-79

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