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Release of Dynare 7.2
by Sébastien Villemot 14 Sep '26

14 Sep '26

Dear Dynare friends, We are pleased to announce the release of Dynare 7.2. This maintenance release fixes various bugs. The Windows, macOS, MATLAB Online and source packages are available for download at the Dynare website [1]. This release is compatible with MATLAB versions ranging from 9.8 (R2020a) to 26.1 (R2026a), and with GNU Octave versions ranging from 8.4.0 to 11.3.0 (NB: the Windows package requires version 11.3.0 specifically). Here is a list of the problems identified in version 7.1 and that have been fixed in version 7.2: * Under Windows, after solving a model at third order or higher (or used the k_order_solver option), MATLAB would not properly exit (would stay as a zombie process if launched via the graphical interface, or would deadlock if launched in batch mode) * Estimation A normalization issue in the computation of the modified harmonic mean marginal data density was fixed that resulted in Inf in pathological cases posterior_sampling_method='slice' option: some prior draws were incorrectly accepted, causing excess variance in the posterior The SaveFiles option of mode_compute=5 optimizer would overwrite the temporary files of other workers when a parallel context was used * OccBin: inconsistent error-handling could cause crashes in some cases * dseries: from syntax: the result would be incorrect when a variable name was the prefix of another variable name from syntax: any keyword beginning with to or do was mistakenly taken for a to or a do, leading to a crash The disp method would fail with a single input argument The struct2dseries command would fail for all sub-annual frequencies year/subperiod methods would return wrong values for weekly dates The dates constructor would return an empty object for the weekly frequency The string2freq command did not know the weekly frequency code 'W' Bi-annual frequency code 'S' (from freq2string) was not recognized by string2freq/isfreq, which only knew 'H' Indexing an empty dates object would build wrong dates Yearly difference/growth rate were wrong for weekly data — lag was fixed at 52 periods, but ISO years can have 53 weeks Yearly difference/growth rate wrong for daily data — lag was fixed at 365 days, ignoring leap years Weekly dates for years before year 0 were silently accepted but built invalid/unprintable objects — they are now rejected, since the week-since-year-0 encoding doesn’t extend to negative years * epilogue block: The result would be incorrect when a variable name was the prefix of another variable name The computation could return NaN at some early dates instead of the expected value in some cases where a variable was lagged and another variable was not lagged but contained NaN in the first periods As a reminder, the list of new features introduced in versions 7.x can be found in the release notes for 7.0 [2]. On behalf of the Dynare Team, -- Sébastien Villemot Economist at CEPREMAP Co-leader of the Dynare project https://sebastien.villemot.name [1] the Dynare website https://www.dynare.org/download/ [2] release notes for 7.0 https://www.dynare.org/new-dynare-release/dynare-7.0-released/

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[NEW WORKING PAPER] Algorithm and Interface for Dynare's HANK Implementation
by Willi Mutschler 20 Jul '26

20 Jul '26

Dear colleagues and fellow Dynare users, We are pleased to share a newly published technical working paper by our colleague, Normann Rion, titled: "Rich Heterogeneity in Dynare 7: A Practical Description". This paper provides a detailed look under the hood of Dynare's new tools for Heterogeneous Agent New Keynesian (HANK) models. Normann outlines the critical algorithm and interface choices that were made, making this an essential resource for advanced users and researchers looking to effectively use and understand these complex models within the Dynare framework. You can download the full paper directly from the Dynare WP repository here: https://www.dynare.org/wp-repo/dynarewp088.pdf Best regards, Willi Dynare Team

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Release of Dynare 7.1
by Sébastien Villemot 28 May '26

28 May '26

Dear Dynare friends, We are pleased to announce the release of Dynare 7.1. This maintenance release fixes various bugs. The Windows, macOS, MATLAB Online and source packages are available for download at the Dynare website [1]. This release is compatible with MATLAB versions ranging from 9.8 (R2020a) to 26.1 (R2026a), and with GNU Octave versions ranging from 8.4.0 to 11.1.0 (NB: the Windows package requires version 11.1.0 specifically). Here is a list of the problems identified in version 7.0 and that have been fixed in version 7.1: * Heterogeneity: Complementarity conditions present in the model(heterogeneity=…) block were interpreted with the wrong sign (i.e. the sign opposite to what the documentation says). Aggregate variables that only appeared in the heterogeneous model block were not detected as present in the model. * The conditional_forecast command on an estimated model would not correctly update the parameter vector. * OccBin: With two constraints, OccBin would crash if max_check_ahead_periods option is finite. The PKF smoother would crash if the decision rules need to be recomputed. The relaxation algorithm would crash if a parameter draws produced a single-period binding regime. Shock decomposition would crash if the smoother entered a periodic regime loop. * The contemp_reduced_form option of the sbvar command was broken. * In a shock_paths block, the syntax self.EXOGENOUS_NAME would not work when referring an exogenous variable declared in a previous shock_paths block. As a reminder, the list of new features introduced in versions 7.x can be found in the release notes for 7.0 [2]. On behalf of the Dynare Team, -- Sébastien Villemot Economist at CEPREMAP Co-leader of the Dynare project https://sebastien.villemot.name [1] the Dynare website https://www.dynare.org/download/ [2] release notes for 7.0 https://www.dynare.org/new-dynare-release/dynare-7.0-released/

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Call for Applications: 5th Dynare Workshop for Advanced Users – Ispra, Italy
by Willi Mutschler 08 Apr '26

08 Apr '26

Dear Colleagues, We are pleased to announce the 5th Dynare Workshop for Advanced Users, taking place on 16-18 September 2026, at the European Commission’s Joint Research Centre (JRC) in Ispra, Italy. Organized jointly by the JRC, CEPREMAP, and DSGE-net, this workshop is designed for experienced Dynare users from academia and policy institutions to share insights and explore the software’s most advanced features. Highlights of the 2026 Edition: Dynare Updates: A deep dive into new and prospective features. Special Session: AI in Macroeconomic Modelling, Policy, and Daily Workflow. Interactive Discussions: Audience-led sessions on "Using models for policy analysis and research: lessons learned and future needs." Participant Presentations: Selected short and in-depth presentations from attendees. Logistics: Participation: Free of charge (limited to 20 selected participants). Deadline to Apply: 30 April, 2026 Location: JRC Ispra site, via E. Fermi 2749, 21027 Ispra (VA), Italy. For full details and to submit your application, please visit the official event page: https://www.dynare.org/events/dynare-workshop-for-advanced-users-2026/ We look forward to seeing you in Ispra! Best regards, The Dynare Team

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The Dynare Masterclass: Our Summer School, redefined
by Willi Mutschler 25 Mar '26

25 Mar '26

Dear Colleagues, Applications are now open for the Dynare Masterclass 2026, the next evolution of our annual Dynare Summer School. This week-long (Mo-Fr), hands-on program covers the full DSGE modeling workflow using Dynare 7 — from simulating policy models through estimating New Keynesian models (GMM, IRF matching, Bayesian) to heterogeneous agent (HANK) models. Participants get daily open lab time with direct feedback from Dynare developers on their own work. The Masterclass welcomes - Master/PhD students - postdoctoral researchers - professors - junior as well as senior economists and professionals at central banks, ministries, universities, and research institutes — whether new to Dynare or looking to deepen their skills. Event Details - Dates: 6–10 July 2026 - Location: École Normale Supérieure, Paris - Application deadline: 20 April 2026 - Acceptance notifications: 2 May 2026 - Full announcement: https://www.dynare.org/events/dynare-masterclass-2026/ - Preliminary program: https://git.dynare.org/Dynare/dynare/-/wikis/Dynare-Masterclass-2026 Fees - Academic: 500 EUR - Institutional/Professional: 1,800 EUR - Fees include all meals, refreshments, and the social dinner on Thursday. How to Apply Please fill out the form and upload your CV and a recent research paper or work-in-progress (extended abstract, presentation) here: https://framaforms.org/dynare-masterclass-2026-1774368113 We look forward to seeing you in Paris. Best regards, The Dynare Team

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Release of Dynare 7.0
by Sébastien Villemot 19 Mar '26

19 Mar '26

Dear Dynare friends, We are pleased to announce the release of Dynare 7.0. This major release adds new features and fixes various bugs. The Windows, macOS, MATLAB Online and source packages are already available for download at the Dynare website [1]. This release is compatible with MATLAB versions ranging from 9.8 (R2020a) to 25.2 (R2025b), and with GNU Octave versions ranging from 8.4.0 to 11.1.0 (NB: the Windows package requires version 11.1.0 specifically). Major user-visible changes * New framework for solving and simulating models featuring rich heterogeneity (which includes HANK models) The solution technique for the dynamics combines elements from Bhandari, Bourany, Evans, and Golosov (2023) and Auclert, Bardóczy, Rognlie, and Straub (2021). The steady state can be computed through a time iteration method within Dynare, or computed outside of Dynare and then loaded therein. New statements heterogeneity_dimension, var(heterogeneity=NAME), varexo(heterogeneity=NAME), model(heterogeneity=NAME), shocks(heterogeneity=NAME), and the SUM() aggregation operator for declaring heterogenous features. New heterogeneity_compute_steady_state command to compute the steady state numerically. New heterogeneity_load_steady_state command to load a pre-computed steady state (policy functions, discretized shocks, stationary distribution) from a MAT file. New heterogeneity_solve command to compute a first-order linearized solution. New heterogeneity_simulate command to compute impulse response functions and stochastic simulations, with support for both unanticipated shocks and anticipated news shock sequences. Example .mod files include: Krusell-Smith (krusell_smith.mod), a one-asset HANK (hank_one_asset.mod), a two-asset HANK (hank_two_assets.mod), with steady state computation variants. The models are the same as in the Sequence-Space-Jacobian package (shade-econ/sequence-jacobian on GitHub). * Skew normal shocks and closed skew normal (CSN) distribution support New skew keyword in shocks and estimated_params blocks to declare skewness. Added support for skew normal shocks in stoch_simul command. Added support for skew normal shocks in estimation command by means of the Pruned Skewed Kalman Filter and Smoother of Guljanov, Mutschler, and Trede (forthcoming). * Posterior samplers New posterior samplers (available via the posterior_sampling_method option of the estimation command): The Dynamic Striated Metropolis Hastings sampler proposed by Waggoner, Wu, and Zha (2016) is now available under the value 'dsmh'; The Differential-Independence Mixture Ensemble (“DIME”) MCMC sampler of Boehl (2022) is now available under the value 'dime_mcmc'. New posterior_sampler_option options for posterior_sampling_method='slice': save_iter_info_file to shut off saving of iteration information to a file; fast_likelihood_evaluation_for_rejection to reject poor draws in OccBin more efficiently; use_prior_draws to use the prior as the proposal within slice (Gibbs) sampling for up to 10 draws. Sequential Monte Carlo (SMC) sampler: Trace plots now allow plotting the particles; Now supports the bayesian_irf, moments_varendo, and smoother options. * New functionality for leveraging MATLAB’s Parallel Computing Toolbox (PCT) for accelerating computations Computations that can be thus parallelized: running multiple Metropolis-Hasting chains in parallel (as set by the mh_nblocks option);SMC sampler initialization;parallel likelihood evaluations in SMC samplers. Controlled by a new use_pct option of the estimation command. If Dynare detects MATLAB R2024b or later with the PCT and a valid license, these supported tasks are parallelized by default (unless the user sets use_pct to false); random seeds are precomputed so results are reproducible between serial and parallel execution (thanks to Eduard Benet Cerda from MathWorks). * New options to the estimation command: estimate_initial_states_endogenous_prior, that estimates initial states along with model parameters, for stationary models; frequentist_smoother that allows shutting off the smoother in cases the Bayesian smoother is not applicable; use_univariate_smoother_if_singularity_is_detected to use the univariate Kalman smoother in case stochastic singularity is detected. * OccBin New piecewise linear particle filter (PPF). New posterior importance sampling feature: allows to bootstrap posterior draws obtained from e.g. linear KF estimation, using PKF or PPF and check effective sample size and estimator bias. * Improvements to the the method_of_moments command: It now supports estimation with discretionary optimal policy; With mom_method=SMM it now supports the bandpass_filter, one_sided_hp_filter, and hp_filter options to match filtered moments; It now allows matching first moments even when the prefilter option is used to obtain centered higher order moments. * Perfect foresight Improvements to perfect foresight solver with iterative linear solvers, i.e., GMRES (stack_solve_algo=2) and BiCGStab (stack_solve_algo=3): New preconditioner option to the perfect_foresight_solver and perfect_foresight_with_expectation_errors_solver commands, which controls the preconditioner used with GMRES or BiCGStab; The new default, preconditioner=first_iter_lu, does a LU decomposition with complete pivoting at the first Newton iteration, and uses it as a preconditioner in further iterations; The value preconditioner=block_diagonal_lu computes a block diagonal preconditioner based on a LU decomposition for only a few periods of the stacked system; The old default, using an incomplete LU decomposition, remains available under precondition=incomplete_lu; The first_iter_lu and block_diagonal_lu preconditioners deliver a significant performance improvement over the old default (incomplete_lu) and make this algorithm competitive and in some cases faster than other perfect foresight solvers; Other new options that control the behaviour of the iterative solvers: iter_tol, iter_maxit, gmres_restart, block_diagonal_lu_maxlu, block_diagonal_lu_nperiods, block_diagonal_lu_nlu, block_diagonal_lu_relu. New perfect foresight solvers: ParU from SuiteSparse, a direct sparse LU solver, available under the stack_solve_algo=8 option; Panua PARDISO direct sparse LU solver, available under the stack_solve_algo=9 option (license file has to be provided by the user); Panua PARDISO direct-iterative solver using CGS, available under the stack_solve_algo=10 option (license file has to be provided by the user). New perfect_foresight_controlled_paths block that gives the possibility of controlling the value of some endogenous variables for some simulation periods (in which case some exogenous variables must be left free and are thus solved for by Dynare, to avoid over-determination of the problem). Can be used either in a pure perfect foresight context, or in perfect foresight with expectation errors. Perfect foresight integration with dates/dseries: New options first_simulation_period and last_simulation_period to perfect_foresight_setup and perfect_foresight_with_expectation_errors_setup commands, to specify the real dates for the simulation (e.g. 2024Q1); The periods keyword of the shocks and mshocks blocks now accept real dates; The learnt_in option of the shocks, mshocks and endval blocks now accept real dates; When real dates are used, the perfect_foresight_solver and perfect_foresight_with_expectation_errors_solver commands return the simulation as a dseries object in the workspace variable Simulated_time_series (which contains both endogenous and exogenous variables). The perfect_foresight_with_expectation_errors_setup command can now be combined with a histval block or a histval_file command. New endval_steady_nocheck option to the perfect_foresight_solver and perfect_foresight_with_expectation_errors_solver commands, to skip checking the terminal steady state values when they are provided explicitly either by a steady state file or a steady_state_model block (in combination with the endval_steady option for the perfect_foresight_solver case). This is useful for models with unit roots as, in this case, the steady state is not unique or doesn’t exist. Using several endval blocks in the same file is now supported, in which case they are concatenated. Option values stack_solve_algo={2,3} are now available without block nor bytecode. New shock_paths block for describing a perfect foresight scenario in a more compact and flexible way, which supersedes the shocks, mshocks and endval blocks. Additionally, a new database command has been added to refer to external databases that can be used from within shock_paths. * Steady state The steady command now accepts the noprint option. The steady command now accepts the non_zero option (with the same meaning as in the resid command). Option values solve_algo={6,7,8} are now available without block nor bytecode. * Decision rules (reduced form solution) New dr=aim option to the stoch_simul, estimation and method_of_moments commands (equivalent to the former aim_solver option, which is now deprecated). New dr_cycle_reduction_maxiter option to the stoch_simul, estimation and method_of_moments commands, to control the maximum number of iterations when the cycle reduction algorithm is used. * Extended path New option use_first_order_solution to the the extended_path command. It is now possible to have zero-variance shocks. * Forecasting The forecast command now also works at higher order and supports the pruning option. Option forecast_type to shock_decomposition to allow shock decomposing conditional and unconditional forecasts. * Syntax More flexible syntax for specifying complementarity conditions: The complementarity condition is now specified between the associated equation and its closing semicolon, using the perpendicular symbol as a separator (the latter can be input either in UTF-8, as ⟂, corresponding to Unicode codepoint U+27C2; or alternatively as pure ASCII, as _|_, i.e. a vertical bar enclosed within two underscores); Both the lower and the upper bounds can be specified at the same time in a given complementarity condition; Arbitrary functions of parameters can appear in the bounds; The old syntax using the mcp equation tag is still supported but deprecated; Here is an example of an equation with an associated complementarity condition, using the new syntax: mu = 0 ⟂ 0 < i < 1+2*alpha; Model-local variables (i.e. defined with a # sign) can now appear with a lead or a lag in the model block (the expression by which they will be replaced will be shifted accordingly). The heteroskedastic_shocks block now supports dates syntax. * The osr command now supports using a planner_objective function to conduct welfare analysis at higher order. * Significant performance improvements for: Higher-order perturbation solution under Windows; Estimation with the analytic_derivation option. * New debugging information The multivariate Kalman filter smoother now allows using the debug option to display information on linear combinations causing stochastic singularity. dynare_minimize_objective now returns runtime, iterations, function evaluations, exitflag, and messages from all optimizers. The model_diagnostics command now: checks for redundant equations based on the dynamic Jacobian; displays equation tags of affected equations; displays its information in a more readable way. New debugging options to the perfect_foresight_solver command: check_jacobian_singularity to check the singularity of the dynamic Jacobian for stack_solve_algo option equal to 0, 2 or 3; allow_nonfinite_values to prevent the automatic removal of nonfinite values during Newton iterations, which may be useful for debugging purposes. * dseries New routines for converting annual data into quarterly data, and quarterly data into monthly data. New --print-table option to the dplot command, for displaying the results as a table instead of a plot. The dseries constructor based on a table is now available under Octave (requires the datatypes package). The dates and dseries classes now accept the string syntax (double quotes) in their constructor and methods. * The calib_smoother command now plots the smoother results. * New preprocessor option output=first that instructs the preprocessor to only compute first-order dynamic derivatives if no other command in the .mod file requires higher-order ones. * New irfs(distribution) option to the prior command from the command- line interface, for computing the prior distribution of the impulse response functions of the endogenous variables. * New structure M_.state_var storing information on the state variables in both declaration and decision-rule order. * References: Auclert, A., B. Bardóczy, M. Rognlie, and L. Straub (2021): “Using the Sequence‐Space Jacobian to solve and estimate heterogeneous‐agent models,” Econometrica, 89(5), 2375–2408. Bhandari, A., T. Bourany, D. Evans, and M. Golosov (2023): “A perturbational approach for approximating heterogeneous agent models,” NBER Working Papers, 31744. Boehl, G. (2022): “DIME MCMC: A Swiss Army Knife for Bayesian Inference”, SSRN Electronic Journal, https://dx.doi.org/10.2139/ssrn.4250395 Guljanov, G., W. Mutschler and M. Trede (forthcoming): “Pruned skewed Kalman filter and smoother with application to DSGE models,” Journal of Economic Dynamics and Control Waggoner, D. F., H. Wu and T. Zha (2016): “Striated Metropolis–Hastings sampler for high-dimensional models,” Journal of Econometrics, 192(2), 406–420. Incompatible changes * With the osr command, the legacy linear-quadratic approach with an optim_weights block now requires explicitly setting order=1. * The default filename produced by the savemacro option of the dynare command has changed. It now contains an underscore (instead of a dash), for better compatibility with MATLAB/Octave syntax. * Prior truncation is now shut off by default via setting prior_trunc=0. * The infile option of the smoother2histval command has been removed. An equivalent functionality can be obtained with the outfile option of the smoother2histval command and the histval_file command. * The det_cond_forecast, init_plan, basic_plan and flip_plan commands have been removed. A similar functionality is provided by the new perfect_foresight_controlled_paths block (or alternatively by the shock_paths block with and endogenize stanza). * The unit_root_vars command has been removed. It has been superseded by the diffuse_filter of the estimation command, and the nocheck option of the steady command. * Estimated standard errors internally now get a prefix stderr instead of just the name of the exogenous variable. * The deprecated dynare_sensitivity command has been removed, use the sensitivity command instead. * The hp_ngrid option was removed, use filtered_theoretical_moments_grid instead. * Declaring dsge_prior_weight as a parameter has been removed. It will be automatically added when using the dsge_var option of the estimation command. Bugs that were present in 6.5 and that have been fixed in 7.0 * The smoother2histval(outfile = …) command would store incorrect values for variables appearing with a lag of 2 or more. * Using several endval blocks in the same file could lead to incorrect results (this setup was not supported, but there was unfortunately no error message preveting users from doing this). Proper support for multiple endval blocks has been added (they are now concatenated). * The prior moments and prior optimize commands would crash. * The matched_irfs block would not accept a single entry following the weights keyword when there were multiple entries following the periods keyword, contrary to what the manual says. * The mode_compute=5 option of the estimation command would crash in case of an invalid initial parameter draw. * Uniform priors did not correctly check for invalid hyperparameter specifications. * The method_of_moments command would crash upon trying to randomize the starting value for steady state finding. * Filtered theoretical autocorrelation matrices at lag>0 in oo_.autocorr and oo_.gamma_y were erroneously transposed. * The mh_recover and load_mh_file options of the estimation command would not correctly work if the value of the mh_nblocks option was different from what was originally run. * The extended_path command would: not return the initial condition in oo_.exo_simul;crash if NaN was encountered in the solution;crash for purely forward or purely backward models. * The ramsey_model command would crash in the presence of external functions. * The model_info command would: not display the dynamic block structure if the block_static option was specified;sometimes crash when displaying the incidence matrix when passed the incidence option. * When running the estimation command with measurement errors: the logic for computing calibrated measurement error entries was broken;the analytic_derivation option would crash. * Using Weibull priors in estimation could trigger infinite loops. * The generalized Weibull prior distribution did not correctly take the third hyperparameter shifting the lower bound into account. * The display of problematic variables in debug mode for the perfect_foresight_solver command was broken. * OccBin posterior moments would crash when the smoother encountered an unsuccessful draw. * OccBin: when multiple solutions were found, the relaxation algorithm would crash. * The diffuse Kalman smoother would return incorrect smoothed state uncertainty. * The block decomposition in a perfect foresight context would occasionally crash Octave. * Using the forecast command with a model solved at order=2 with varexo_det, Dynare would return uncertainty bands based on a first- order approximation. * OccBin would not correctly sum the likelihood of detected multiple solution paths. * The identification command would ignore the kalman_algo option. On behalf of the Dynare Team, -- Sébastien Villemot Economist at CEPREMAP Co-leader of the Dynare project https://sebastien.villemot.name [1] the Dynare website https://www.dynare.org/download/

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[Deadline Extended] 20th Dynare Conference (Ottawa) & HANK Workshop
by Willi Mutschler 16 Mar '26

16 Mar '26

Dear colleagues, Due to several requests, we have decided to extend the submission deadline for the 20th Annual Dynare Conference to 31 March 2026 The conference will be held in person at the Bank of Canada in Ottawa, Canada, on 2-3 June 2026. It is organized by the Bank of Canada in collaboration with DSGE-net and the Dynare project at CEPREMAP. Keynote Speakers: Juan F. Rubio-Ramírez (Emory University) Serguei Maliar (Santa Clara University) We invite submissions of theoretical, empirical, and quantitative research on a wide range of macroeconomic topics. While the conference is hosted by the Dynare project, we welcome all contributions regardless of whether they use Dynare. Important Dates: New Submission Deadline: 31 March 2026 Notification of Acceptance: 10 April 2026 (expected) Workshop on HANK models: 1 June 2026 (free for conference participants) Conference Dates: 2-3 June 2026 Submission Procedure: Papers should be submitted via the online form available on the conference website:https://www.dynare.org/events/dynare-conference-2026/ There is no registration fee. Lunch and a conference dinner will be provided for all participants. Please note that authors of accepted papers are expected to cover their own travel and accommodation expenses. For any further inquiries, please contact: conference(a)dynare.org We look forward to receiving your submissions and seeing you in Ottawa! Best regards, The Scientific Committee Stéphane Adjemian, Anastasiia Antonova, Willi Mutschler, Chris Naubert, Johannes Pfeifer, Sébastien Villemot, and Yang Zhang

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SoFiE Summer School and Conference on DSGE Modelling – Brussels, 4-8 May 2026
by Stéphane Adjemian 10 Feb '26

10 Feb '26

Dear colleagues, I am writing to share the call for participation in the upcoming SoFiE Summer School and Conference on DSGE modelling, taking place 4-8 May 2026 at the National Bank of Belgium in Brussels. This event brings together researchers working on DSGE models and structural macroeconometrics. It consists of a three-day training school (4-6 May) on Bayesian Structural Macroeconometrics, covering DSGE to HANK estimation, policy analysis, and forecasting. The instructors are Marco Del Negro (Federal Reserve Bank of New York) and Frank Schorfheide (University of Pennsylvania). This will be followed by a two-day conference (7-8 May) on "DSGE Models: The present, the past, and the future" with panel discussions. To participate, please send your CV and a brief motivation statement to Prof. Leonardo Iania (leonardo.iania(a)uclouvain.be) with "SoFiE 2026" in the subject line by 1 April 2026. If you wish to present a paper during the training school, please indicate this and submit a draft. Acceptance decisions will be communicated by 5 April 2026. Please find the detailed call attached, which includes the full list of confirmed participants, registration fees, and practical information. Best regards, Stéphane.

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2Oth Dynare conference in Ottawa
by Stéphane Adjemian 11 Jan '26

11 Jan '26

Dear all, We are pleased to announce that the next Dynare conference will be held in person in Ottawa, Canada on 2-3 June 2026. The conference is organized by the Bank of Canada together with DSGE-net, and the Dynare project at CEPREMAP. The keynote speakers are Juan F. Rubio-Ramírez (Emory University) and Serguei Maliar (Santa Clara University). For detailed information, please refer to the website: https://www.dynare.org/events/dynare-conference-2026/ The deadline for submissions is March 15th, 2026, and notifications of acceptance will be sent by April 10th, 2026. Best, Stéphane.

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2026 Dynare Workshop for Advanced Users: save the date!
by Sébastien Villemot 09 Jan '26

09 Jan '26

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! For the Dynare Team, -- Sébastien Villemot Economist at CEPREMAP Co-leader of the Dynare project https://sebastien.villemot.name

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