Macroeconometric Modeling with Julia: DSGE Models, Structural Estimation, and Policy Simulation

By Helena K. Marwood and Oliver J. Thatch

Reactive Publishing

Modern macroeconomic analysis relies on sophisticated quantitative models capable of capturing complex economic dynamics and evaluating policy decisions under uncertainty. Macroeconometric Modeling with Julia presents a technical exploration of macroeconomic modeling frameworks using the high-performance Julia programming language.

This book examines the mathematical foundations and computational implementation of modern macroeconomic models used in academic research, central banks, and policy institutions. Readers are introduced to the structure and estimation of Dynamic Stochastic General Equilibrium (DSGE) models, structural econometric techniques, and simulation methods used to analyze macroeconomic policy scenarios.

Using Julia's scientific computing ecosystem, the book demonstrates how macroeconomic models can be constructed, estimated, and simulated efficiently. Emphasis is placed on numerical stability, computational performance, and reproducible modeling workflows for large-scale macroeconomic systems.

Topics covered include:

- Foundations of macroeconometric modeling
- Structure and calibration of DSGE models
- Structural parameter estimation methods
- Bayesian and likelihood-based estimation approaches
- Policy simulation and counterfactual analysis
- Numerical methods for solving equilibrium models
- Efficient implementation of macroeconomic models in Julia
- Simulation frameworks for macroeconomic forecasting and analysis

Designed for economists, quantitative researchers, graduate students, and financial modelers, this book provides a practical reference for implementing modern macroeconomic models using Julia's high-performance computing capabilities.

By combining macroeconomic theory with advanced numerical computing techniques, Macroeconometric Modeling with Julia offers a structured technical resource for those working with DSGE models, structural econometrics, and macroeconomic policy simulation.

• Format: Paperback
• Language: English
• ISBN: B0GRW1XPJG
• ISBN13: 9798251320756
• Release Date: March 2026
• Publisher: Independently Published
• Length: 442 Pages
• Weight: 1.29 lbs.
• Dimensions: 0.9" x 6.0" x 9.0"