KYMDYN - A System for Simulating Descriptive Keynesian Models of Monetary Dynamics

Carl Chiarella
University of Technology, Sydney
Carl.Chiarella@uts.edu.au

Peter Flaschel
University of Bielefeld
Flaschel@nw42.wiwi.Uni-Bielefeld.de

Alexander Khomin
University of Technology, Sydney
A.Khomin@uts.edu.au

This paper will present the design and implementation in Visual C++ of a suite of programs designed to numerically analyze and simulate over sixty different descriptive models of Keynesian Monetary Dynamics. The models themselves are very complete from the point of view of markets and sectors included and consistently formulated with respect to economic linkages between the sectors and budget constraints. A combination of forward looking and adaptive expectations are allowed for.

KYMDYN will appear with a software manual accompanying the monograph a ``Descriptive Monetary Macrodynamics: Foundations and Extensions", by Carl Chiarella and Peter Flaschel. The program allows the user to undertake extensive eigenvalue analysis around the models' steady state, and via numerical simulation to study the dynamic behavior of the model. Compared to some existing packages for analysis of such models features of KYMDYN include ease of change in parameters, multiple viewing windows, several choices of numerical integration routine (including higher order schemes for stochastic differential equations).

The final version of manual will allow users with very modest programming abilities and access to a C Compiler to make changes to the equations describing the models and hence to incorporate different economic behavioral relationships and/or different monetary and fiscal policy regimes.


Society of Computational Economics
Second International Conference on Computing in Economics and Finance
Geneva, Switzerland, 26-28 June 1996