Am 16.01.2026 um 16:52 schrieb Federico Giri:
I remember that me and jack few years ago solved a stochastich growth
model using the value function iteration. Onestly, i have no clue
where to find that script. Maybe jack can help.
I still have a version of the
script, I think, because I used it as a
proof-of-concept for an automatic hansl-to-julia translator back in the
time.
...
However, if i remember correctly gretl Is not able to handle complex
numbers in the QZ decompostion which Is essential for solving most of
the forward looking model. It was a long time ago, maybe in the
meantime things changed. Maybe the community can help.
Gretl can now handle complex numbers natively, but there is no qz
function. I think it wouldn't be difficult (for our master) to hook up
the underlying Lapack routines. However: I don't think that gretl is for
building DSGE models, there really are other tools that are better for
that job. So I tend to view the qz function as unnecessary in gretl.
And in general: How to interpret the original question? "Macroeconomic
model" _may_ refer to DSGE, but fortunately, it's not a synonym.
cheers
sven