I have recently written a small Julia package LRESolve.jl to solve systems of Linear Rational Expectation equations. It currently embeds the well-known algorithms of Sims (2001), Uhlig (1998) and Anderson and Moore (1985). Importantly, the code is
– readable and follows the steps described in the associated articles
– optimized for Julia
– not constituted of arcane copy-pasted pieces of codes from the original MATLAB routines.
As far as I know, the last element is the strongest contribution with respect to the existing packages.
LRESolve.jl: Solving Linear Rational Expectation models in Julia
