First steps

Step 1 in the guide from the previous post: let's give a careful and thorough look at the several classes of economic models used in the DSGE framework. 

Obviously we must start small before trying the hardest and most complex steps.

I'll follow here a book called "The ABCs of RBCs" by George McCandless.
You can find the book here

DSGE Models - solution strategies (I)

"The 'recipe' for building a DSGE model, solving it and comparing it to actual data includes several steps which can be summarized as follows:

• Set up of the economic model.

• Derivation of the first-order equilibrium conditions. Together with the structural equations, these build a system of non-linear stochastic difference equations.

• As this system usually does not have a closed analytical solution, the solution is approximated in the neighborhood of a given point, in most cases the non-stochastic steady state.

• Either (log-)linear approximation around the steady-state leading to a system of linear difference equations in state-space form and solution of this system with the help of the usual procedures or second (or higher) order approximation around the steady-state. 

• Calibration of the parameters or estimation of parameters or both.

• Calculation of variances and conducting a variance decomposition of the underlying shocks and impulse response functions of the variables of interest.

• Evaluation of the model by looking at measures of fit to the data."

Extracted from Flotho (2009): DSGE Models - solution strategies

DSGE 4 dummies

Typed in "DSGE from scratch" at google. 
Among all the entries this seems like a good place to start:

DSGE Models - solution strategies
https://www.macro.uni-freiburg.de/publications/research_flotho/dsge_models

I will share here my notes from this and other papers/books.