Dynare

Dynare is the result of research by Laffargue, Boucekkine, Collard, and Juillard at CEPREMAP. It is for the "study the transitory dynamics of non-linear models with consistent expectations." In addition, it is structured as "a pre-processor and a collection of MATLAB or SCILAB routines" (but a C++ version is available as well). This site contains the software and very extensive documentation and supporting documents.

http://www.cepremap.cnrs.fr/dynare/