Iris Toolbox for macroeconomic modeling

The Iris Toolbox is a macroeconomic modeling package for
Matlab developed by the Iris Solutions Team since
2001.
Iris provides tools to support the typical workflows in the theoretical development
and practical operation of macroeconomic models and model-based production frameworks.
In a seamless command line oriented interface, the toolbox integrates the following four broad areas:

Structural modeling tools

Tools for development, implementation, diagnosis, and operation of advanced macro
models, including nonlinear nonstationary models with forward-looking
(model-consistent, rational) expectations, or systems of nonlinear
empirical equations.

Time series modeling

Tools for estimation, diagnosis and operation of empirical univariate and
multivariate time series models with focus on dimension reduction, such
as VAR, bayesian VAR or dynamic factor models.

Data management

Data management and time series processing functions optimized for use in
practical macroeconomic models.

Reporting

Frameworks for the on-screen and HTML visualization of results.

Furthermore, Iris offers a number of utility functions to make
macroeconomic modeling more convenient in Matlab:

Shrinkage estimation

Shrinkage estimation tools include bayesian techniques with individual
and system priors for structural models, and prior dummy observations for vector autoregression
models.

Utilities

Utilities to support data visualization and text processing.