Replication of Bernanke et al., 1999 (Handbook of Macro) 
Replication of Bernanke, Gertler, & Gilchrist, (1999): "The Financial Accelerator in a Quantitative Business Cycle Framework," NBER Working Papers 6455, National Bureau of Economic Research, Inc.

Replication of Carlstrom and Fuerst, 1997 (AER)
Replication of Carlstrom & Fuerst, (1997): "Agency Costs, Net Worth, and Business Fluctuations: A Computable General Equilibrium Analysis," American Economic Review, American Economic Association, vol. 87(5), pages 893-910, December.

Replication of Schmitt-Grohe and Uribe, 2003 (JIE) 
Replication of Schmitt-Grohe & Uribe (2003): "Closing small open economy models," Journal of International Economics, Elsevier, vol. 61(1), pages 163-185, October.

A toolbox for the analysis of DSGE models estimated with Bayesian techniques
This toolbox uses the standard output of Dynare to: (i) plot the Markov chain Monte Carlo (MCMC), (ii) plot the ergodic distribution of the posterior distribution, (iii) plot the prior versus the posterior distribution, together with the mode of the posterior, (iv) assess the convergence of the MCMC chain through CUSUM procedure, and (v) compare the correlation between the parameters implied by the Hessian and the chain.  The toolbox makes use of few Matlab routines of Dynare.
Updated: October 2012

The following example uses as an input the replication of F. Schorfheide (2000) "Loss function-based evaluation of DSGE models" Journal of Applied Econometrics, 15, 645-670, available on the Dynare website. The convergence of the Markov chain Monte Carlo is assessed with the DSGE Bayesian Toolbox.

These codes have been tested with MATLAB R2013b. Despite every effort has been made to ensure that these codes are error free, some of them may still have bugs or errors.  If you find any, please email me at