[SciPy-Dev] [Feature Request] Generalized Schur decomposition

Skipper Seabold jsseabold@gmail....
Mon Mar 12 10:55:20 CDT 2012


On Mon, Mar 12, 2012 at 11:51 AM, Bruno André Rodrigues Coelho
<r.c.bruno.andre@gmail.com> wrote:
> I was aware of pymaclab, but I don't really now how to use it and I'm
> not sure I could contribute
> right now, I'm still a beginner with Python. My thesis advisor uses
> Sims' functions to solve
> DSGE models and what I want to do is translate that into Python and
> then Cython to gain speed
> (he also wrote some function to estimate the model using Bayesian
> inference and compute irfs
> that I'll need to translate too).
>

I would be interested to hear of your efforts. It might be more
relevant to the statsmodels list. In fact, it could possibly make a
good google summer of code project. Please ping us here, if you'd like
to discuss this more. We had a project implementing Structural VAR and
IRFs last year.

https://groups.google.com/group/pystatsmodels?hl=en&pli=1

Skipper


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