Am 31.01.2023 um 10:50 schrieb Federico Giri:

This is the website I was referring to
However, the code are available in Eviews and not in R
OK, thanks. Looking at the "simplest" model (, there is no econometrics involved, it is "just" about simulation. It would be interesting to see whether the dynamic accounting relationships could be specified in gretl's system block as (dynamic) identities. It's not clear to me whether that is supported by gretl. (Also noting that the doc in ch. 34 says that identities only matter for FIML estimation, so another question is about their role in forecasting.)

let me also add the personal page of Alessandro Caiani. Under teaching, you can find models written in R

Actually, while the first entry there is with R code, further down you have Python codes and a Java-based toolkit (and also Mathematica, but that is again closed source, of course).

My original point is that an SFC model at the end of the day is a system of dynamic backward-looking equations (similar to a svar or a reduced form DSGE model) . I think that Gretl in principle can handle that as long as you have some numericalĀ solver available. Of course, you have to build your own program but it can be done.
Right. The relatively recent addition of lpsolve support (linear programming) might also be relevant here. (See Help / gretl + lpsolve).