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    "solve_dsge",
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    "state",
    "steady_state",
    "transition_matrix",
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      "title": "Estimate a DSGE Model by Bayesian Methods",
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    {
      "page": "check_identification",
      "title": "Check Local Identification of DSGE Parameters",
      "topics": [
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        "check_identification.dsge_bayes",
        "check_identification.dsge_fit"
      ]
    },
    {
      "page": "dsge_model",
      "title": "Define a Linear DSGE Model",
      "topics": [
        "dsge_model"
      ]
    },
    {
      "page": "dsgenl_model",
      "title": "Define a Nonlinear DSGE Model",
      "topics": [
        "dsgenl_model"
      ]
    },
    {
      "page": "E",
      "title": "Expectation Operator (Alias for lead)",
      "topics": [
        "E"
      ]
    },
    {
      "page": "estimate",
      "title": "Estimate a Linear DSGE Model by Maximum Likelihood",
      "topics": [
        "estimate"
      ]
    },
    {
      "page": "fitted.dsge_fit",
      "title": "Fitted values from a DSGE model",
      "topics": [
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    },
    {
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      "title": "Forecast from a DSGE Model",
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      ]
    },
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      "title": "Forecast from a Fitted DSGE Model",
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      "title": "Geweke convergence diagnostic",
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      ]
    },
    {
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      "title": "Generalized IRFs Using Second-Order Approximation",
      "topics": [
        "irf_2nd_order"
      ]
    },
    {
      "page": "irf",
      "title": "Compute Impulse-Response Functions",
      "topics": [
        "irf",
        "irf.dsge_bayes"
      ]
    },
    {
      "page": "lead",
      "title": "Forward Lead Operator for DSGE Equations",
      "topics": [
        "lead"
      ]
    },
    {
      "page": "linearize",
      "title": "Linearize a Nonlinear DSGE Model",
      "topics": [
        "linearize"
      ]
    },
    {
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      "title": "Marginal likelihood estimation",
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    },
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      "title": "MCMC diagnostic summary",
      "topics": [
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    },
    {
      "page": "model_covariance",
      "title": "Model-implied covariance and correlation matrices",
      "topics": [
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      ]
    },
    {
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      "title": "Create an Occasionally Binding Constraint",
      "topics": [
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    },
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      "title": "Define an Observed Control Variable Equation",
      "topics": [
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      ]
    },
    {
      "page": "parameter_sensitivity",
      "title": "Parameter Sensitivity Analysis for DSGE Models",
      "topics": [
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        "parameter_sensitivity.dsge_bayes",
        "parameter_sensitivity.dsge_fit"
      ]
    },
    {
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      "title": "Perfect Foresight / Deterministic Transition Paths",
      "topics": [
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      ]
    },
    {
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      "title": "Plot Bayesian DSGE Results",
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    },
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      "title": "Plot Historical Shock Decomposition",
      "topics": [
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      ]
    },
    {
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      "title": "Plot DSGE Forecasts",
      "topics": [
        "plot.dsge_forecast"
      ]
    },
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      "title": "Plot Impulse-Response Functions",
      "topics": [
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      ]
    },
    {
      "page": "plot.dsge_occbin",
      "title": "Plot OccBin Simulation Results",
      "topics": [
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      "title": "Plot Perfect Foresight Transition Paths",
      "topics": [
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    },
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      "title": "Plot Smoothed States",
      "topics": [
        "plot.dsge_smoothed"
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    },
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      "title": "Extract Policy Matrix",
      "topics": [
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      ]
    },
    {
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      "title": "Posterior predictive check",
      "topics": [
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      "title": "Predict Method for DSGE Models",
      "topics": [
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    },
    {
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      "title": "Prediction accuracy measures for a fitted DSGE model",
      "topics": [
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    },
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      "title": "Prediction intervals for DSGE models",
      "topics": [
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      "title": "Historical Shock Decomposition",
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      "topics": [
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    },
    {
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      "title": "Simulate with Occasionally Binding Constraints",
      "topics": [
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      "page": "smooth_shocks",
      "title": "Extract Smoothed Structural Shocks",
      "topics": [
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        "smooth_shocks.dsge_fit"
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    },
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      "topics": [
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        "smooth_states.dsge_bayes",
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        "A Simple AR(1) Model",
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