Isso mesmo, Modelos DSGGE no R!
Bayesian Macroeconometrics in R
BMR (Bayesian Macroeconometrics in R) is a collection of R and C++ routines for estimating Bayesian Vector Autoregressive (BVAR) and Dynamic Stochastic General Equilibrium (DSGE) models in the R statistical environment. For the former, BMR includes the the well-known Minnesota and normal-inverse-Wishart priors, along with Mattias Villani's steady-state prior, and allows for estimation of BVARs with time-varying parameters.
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