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dynare-python

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  • Overview

    This Python package wraps the Dynare.jl Julia package, which provides a Julia interface to the Dynare software for economic modeling.

    The package provides a dynare(model_path: Path) function which takes a path to a Dynare model file and returns a Context Python object, which is a Python equivalent of the Dynare.Context Julia object.

    Julia AxisArrayGrid objects are converted to Pandas DataFrame objects, and Julia Matrix objects are converted to NumPy ndarray objects.

    Under the hood, the project uses the JuliaCall library to call Julia code from Python and convert Julia objects to Python objects.

    Installation

    The package can be currently installed from the GitLab repository:

    pip install git+https://git.dynare.org/Dynare/dynare-python.git

    Quickstart

    from dynare import dynare
    
    context = dynare("<path_to_model_file.mod>")
    print(context)

    Examples

    You can find example mod files in the examples folder of this repo.

    Configuration

    To reuse and existing Julia environment, set the PYTHON_JULIAPKG_EXE=<exe> and PYTHON_JULIAPKG_PROJECT=<project> environment variables as documented in pyjuliapkg.

    No X-Windows server

    Dynare will try to open windows on your machine when it's completed computing. If there is no display on your system, you probably want to set the following environment variables to avoid related error messages:

    export QT_QPA_PLATFORM=offscreen
    export DESKTOP_SESSION=none